Concentration inequalities for martingales B Bercu, B Delyon, E Rio, B Bercu, B Delyon, E Rio Concentration Inequalities for Sums and Martingales, 61-98, 2015 | 154 | 2015 |
Exponential inequalities for self-normalized martingales with applications B Bercu, A Touati | 139 | 2008 |
Large deviations for quadratic forms of stationary Gaussian processes B Bercu, F Gamboa, A Rouault Stochastic Processes and their Applications 71 (1), 75-90, 1997 | 136 | 1997 |
A martingale approach for the elephant random walk B Bercu Journal of Physics A: Mathematical and Theoretical 51 (1), 015201, 2017 | 94 | 2017 |
Sharp large deviations for the Ornstein--Uhlenbeck process B Bercu, A Rouault Theory of Probability & Its Applications 46 (1), 1-19, 2002 | 91 | 2002 |
Weighted estimation and tracking for ARMAX models B Bercu SIAM journal on control and optimization 33 (1), 89-106, 1995 | 81 | 1995 |
Sharp large deviations for the fractional Ornstein–Uhlenbeck process B Bercu, L Coutin, N Savy Theory of Probability & Its Applications 55 (4), 575-610, 2011 | 62 | 2011 |
Sharp large deviations for Gaussian quadratic forms with applications B Bercu, F Gamboa, M Lavielle ESAIM: Probability and Statistics 4, 1-24, 2000 | 57 | 2000 |
On the multi-dimensional elephant random walk B Bercu, L Laulin Journal of Statistical Physics 175, 1146-1163, 2019 | 51 | 2019 |
Modélisation stochastique et simulation-Cours et applications B Bercu, D Chafaï Dunod, 2007 | 50 | 2007 |
On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications B Bercu Stochastic Processes and their applications 111 (1), 157-173, 2004 | 49 | 2004 |
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach B Bercu, B De Saporta, A Gégout-Petit | 47 | 2009 |
The Rotation–activity Correlations in K and M Dwarfs. II. New Constraints on the Dynamo Mechanisms in Late-K and M Dwarfs before and at the Transition to Complete Convection∗ ER Houdebine, DJ Mullan, B Bercu, F Paletou, M Gebran The Astrophysical Journal 837 (1), 96, 2017 | 45 | 2017 |
A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process B Bercu, F Proïa ESAIM: Probability and Statistics 17, 500-530, 2013 | 37 | 2013 |
Concentration inequalities, large and moderate deviations for self-normalized empirical processes B Bercu, E Gassiat, E Rio The Annals of Probability 30 (4), 1576-1604, 2002 | 35 | 2002 |
On the center of mass of the elephant random walk B Bercu, L Laulin Stochastic Processes and their Applications 133, 111-128, 2021 | 32 | 2021 |
Sharp large deviations for the non-stationary Ornstein–Uhlenbeck process B Bercu, L Coutin, N Savy Stochastic Processes and their Applications 122 (10), 3393-3424, 2012 | 32 | 2012 |
Almost sure stabilization for feedback controls of regime-switching linear systems with a hidden Markov chain B Bercu, F Dufour, GG Yin IEEE Transactions on automatic control 54 (9), 2114-2125, 2009 | 32 | 2009 |
On large deviations in the Gaussian autoregressive process: stable, unstable and explosive cases B Bercu | 30 | 2001 |
Large deviations for the Ornstein-Uhlenbeck process with shift B Bercu, A Richou Advances in Applied Probability 47 (3), 880-901, 2015 | 29 | 2015 |