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Bernard Bercu
Bernard Bercu
Professor of Statistics, University of Bordeaux
Verified email at math.u-bordeaux1.fr
Title
Cited by
Cited by
Year
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
1542015
Exponential inequalities for self-normalized martingales with applications
B Bercu, A Touati
1392008
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
1361997
A martingale approach for the elephant random walk
B Bercu
Journal of Physics A: Mathematical and Theoretical 51 (1), 015201, 2017
942017
Sharp large deviations for the Ornstein--Uhlenbeck process
B Bercu, A Rouault
Theory of Probability & Its Applications 46 (1), 1-19, 2002
912002
Weighted estimation and tracking for ARMAX models
B Bercu
SIAM journal on control and optimization 33 (1), 89-106, 1995
811995
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
622011
Sharp large deviations for Gaussian quadratic forms with applications
B Bercu, F Gamboa, M Lavielle
ESAIM: Probability and Statistics 4, 1-24, 2000
572000
On the multi-dimensional elephant random walk
B Bercu, L Laulin
Journal of Statistical Physics 175, 1146-1163, 2019
512019
Modélisation stochastique et simulation-Cours et applications
B Bercu, D Chafaï
Dunod, 2007
502007
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
492004
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
B Bercu, B De Saporta, A Gégout-Petit
472009
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
452017
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
372013
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
352002
On the center of mass of the elephant random walk
B Bercu, L Laulin
Stochastic Processes and their Applications 133, 111-128, 2021
322021
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
322012
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
322009
On large deviations in the Gaussian autoregressive process: stable, unstable and explosive cases
B Bercu
302001
Large deviations for the Ornstein-Uhlenbeck process with shift
B Bercu, A Richou
Advances in Applied Probability 47 (3), 880-901, 2015
292015
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