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world:homepage [2023/09/27 17:20]
rdouc [Welcome to Randal Douc's homepage]
world:homepage [2023/10/13 18:23]
rdouc
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 If you click below, you can find a list of my published papers: ​ If you click below, you can find a list of my published papers: ​
  
-<hidden ====Click here to see my published papers====>​+ <​color /​yellow> ​<hidden ====Click here to see my published papers====>  </color>
 <​sortable r1> <​sortable r1>
 <​searchtable>​ <​searchtable>​
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 | 25  | R. Douc and E. Moulines ​                                  | Asymptotic properties of the maximum likelihood estimation in misspecified Hidden Markov models ​                         | Annals of Statistics ​                                         | 2012           | Oct. 2012, Volume 40, Number 5 (2012), 2697-2732. ​  ​| ​       | | 25  | R. Douc and E. Moulines ​                                  | Asymptotic properties of the maximum likelihood estimation in misspecified Hidden Markov models ​                         | Annals of Statistics ​                                         | 2012           | Oct. 2012, Volume 40, Number 5 (2012), 2697-2732. ​  ​| ​       |
 | 26  | R. Douc, P. Doukhan and E. Moulines ​                      | Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator ​                 | Stochastic Processes and their Applications ​                  | 2013           | Volume 123, Issue 7, July 2013, Pages 2620-2647 ​    ​| ​       | | 26  | R. Douc, P. Doukhan and E. Moulines ​                      | Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator ​                 | Stochastic Processes and their Applications ​                  | 2013           | Volume 123, Issue 7, July 2013, Pages 2620-2647 ​    ​| ​       |
-| 28  | M. Bédard, R. Douc and E. Moulines ​                       | Scaling analysis of Delayed Rejection MCMC methods ​                                                                      | Methodology and Computing in Applied ​ProbabilitY ​             | 2014           | Volume 16, Issue 4, P 811-838 ​                      ​| ​       |+| 28  | M. Bédard, R. Douc and E. Moulines ​                       | Scaling analysis of Delayed Rejection MCMC methods ​                                                                      | Methodology and Computing in Applied ​Probability ​             | 2014           | Volume 16, Issue 4, P 811-838 ​                      ​| ​       |
 | 27  | C. Dubarry, R. Douc                                       | Calibrating the exponential Ornstein-Uhlenbeck multiscale stochastic volatility model                                    | Quantitative finance ​                                         | 2013           | Volume 14, Issue 3, p 443-456 ​                      ​| ​       | | 27  | C. Dubarry, R. Douc                                       | Calibrating the exponential Ornstein-Uhlenbeck multiscale stochastic volatility model                                    | Quantitative finance ​                                         | 2013           | Volume 14, Issue 3, p 443-456 ​                      ​| ​       |
 | 29  | R. Douc, E. Moulines and J. Olsson ​                       | Long-term stability of sequential Monte Carlo methods under verifiable conditions ​                                       | Annals of Applied Probability ​                                | 2014           | Volume 24, No. 5, p 1767–1802 ​                      ​| ​       | | 29  | R. Douc, E. Moulines and J. Olsson ​                       | Long-term stability of sequential Monte Carlo methods under verifiable conditions ​                                       | Annals of Applied Probability ​                                | 2014           | Volume 24, No. 5, p 1767–1802 ​                      ​| ​       |
world/homepage.txt · Last modified: 2023/10/13 18:23 by rdouc