Transportation cost-information inequalities and applications to random dynamical systems and diffusions H Djellout, A Guillin, L Wu | 329 | 2004 |
Moderate deviations for martingale differences and applications to φ-mixing sequences H Djellout Stochastics and Stochastic Reports 73 (1-2), 37-64, 2002 | 44 | 2002 |
Moderate deviations for Markov chains with atom H Djellout, A Guillin Stochastic processes and their applications 95 (2), 203-217, 2001 | 33 | 2001 |
Large and moderate deviations for estimators of quadratic variational processes of diffusions H Djellout, A Guillin, L Wu Statistical Inference for Stochastic Processes 2 (3), 195-225, 1999 | 31 | 1999 |
Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application SV Bitseki Penda, H Djellout, A Guillin | 30 | 2014 |
Moderate deviations of empirical periodogram and non-linear functionals of moving average processes H Djellout, A Guillin, L Wu Annales de l'IHP Probabilités et statistiques 42 (4), 393-416, 2006 | 26 | 2006 |
Moderate deviations for the Durbin–Watson statistic related tothe first-order autoregressive process SVB Penda, H Djellout, F Proïa ESAIM: Probability and Statistics 18, 308-331, 2014 | 17 | 2014 |
Lipschitzian norm estimate of one-dimensional Poisson equations and applications H Djellout, L Wu Annales de l'IHP Probabilités et statistiques 47 (2), 450-465, 2011 | 17 | 2011 |
Large and moderate deviations for moving average processes H Djellout, A Guillin Annales de la Faculté des sciences de Toulouse: Mathématiques 10 (1), 23-31, 2001 | 17 | 2001 |
Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models SV Bitseki Penda, H Djellout Annales de l'IHP Probabilités et statistiques 50 (3), 806-844, 2014 | 14 | 2014 |
Estimation of the realized (co-) volatility vector: Large deviations approach H Djellout, A Guillin, Y Samoura Stochastic Processes and their Applications 127 (9), 2926-2960, 2017 | 8 | 2017 |
Large and moderate deviations of realized covolatility H Djellout, Y Samoura Statistics & Probability Letters 86, 30-37, 2014 | 8 | 2014 |
Unicité dans Lp d’opérateurs de Nelson H Djellout Preprint, 1997 | 7 | 1997 |
Propagation of epistemic uncertainty in queueing models with unreliable server using chaos expansions K Bachi, C Chauvière, H Djellout, K Abbas Communications in Statistics-Simulation and Computation 50 (4), 1039-1061, 2021 | 6 | 2021 |
An efficient spectral method for the numerical solution to some classes of stochastic differential equations C Chauvière, H Djellout Mathematical Methods in the Applied Sciences 44 (7), 5888-5907, 2021 | 5 | 2021 |
Moderate deviations for the Durbin-Watson statistic related to the first-order autoregressive process. arXiv 1201.3579 V Bitseki Penda, H Djellout, F Proıa Submitted for publication, 2012 | 5 | 2012 |
Lp-uniqueness for one-dimensional diffusions H Djellout Mémoire de DEA, Université Blaise Pascal, 1997 | 5 | 1997 |
Principe de déviations modérées pour le processus empirique fonctionnel d'une chaı̂ne de Markov H Djellout, A Guillin Comptes Rendus de l'Académie des Sciences-Series I-Mathematics 330 (5), 377-380, 2000 | 4 | 2000 |
Global sensitivity analysis for stochastic processes with independent increments E Gayrard, C Chauvière, H Djellout, P Bonnet, DP Zappa Probabilistic Engineering Mechanics 62, 103098, 2020 | 3 | 2020 |
Large deviations of the realized (co-) volatility vector H Djellout, A Guillin, Y Samoura arXiv preprint arXiv:1411.5159, 2014 | 3 | 2014 |