Publications (24)
On the multi-dimensional elephant random walk
Bernard Bercu, Lucile Laulin
On the asymptotic behavior of the Nadaraya-Watson estimator associated with the recursive SIR method
Bernard Bercu, Thi Mong Ngoc Nguyen, Jerome Saracco
A martingale approach for the elephant random walk
Bernard Bercu
Almost Sure Stabilization for Adaptive Controls of Regime-switching LQ Systems with A Hidden Markov Chain
Bernard Bercu, Francois Dufour, G. George Yin
Asymptotic results for empirical measures of weighted sums of independent random variables
Bernard Bercu, Wlodzimierz Bryc
Spectrum of the product of Toeplitz matrices with application in probability
Bernard Bercu, Jean-Francois Bony, Vincent Bruneau
Exponential inequalities for self-normalized martingales with applications
Bernard Bercu, Abderrahmen Touati
Sharp large deviations for the fractional Ornstein-Uhlenbeck process
Bernard Bercu, Laure Coutin, Nicolas Savy
Fluctuations of Interacting Markov Chain Monte Carlo Methods
Bernard Bercu, Pierre Del Moral, Arnaud Doucet
A Durbin-Watson serial correlation test for ARX processes via excited adaptive tracking
Bernard Bercu, Bruno Portier, Victor Vazquez
Almost sure central limit theorems on the Wiener space
Bernard Bercu, Ivan Nourdin, Murad Taqqu
A multiple stochastic integral criterion for almost sure limit theorems
Bernard Bercu, Ivan Nourdin, Murad S. Taqqu
A Robbins-Monro procedure for estimation in semiparametric regression models
Bernard Bercu, Philippe Fraysse
On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
Bernard Bercu, Frederic Proia, Nicolas Savy
On the usefulness of persistent excitation in ARX adaptive tracking
Bernard Bercu, Victor Vazquez
Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
Bernard Bercu, Laure Coutin, Nicolas Savy
Large deviations for the Ornstein-Uhlenbeck process with shift
Bernard Bercu, Adrien Richou
Large deviations and concentration inequalities for the Ornstein-Uhlenbeck process without tears
Bernard Bercu, Adrien Richou
A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process
Bernard Bercu, Frederic Proia
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
Bernard Bercu, Benoite de Saporta, Anne Gegout-Petit
Nonparametric estimation of the derivative of the regression function: application to sea shores water quality
Bernard Bercu, Sami Capderou, Gilles Durrieu
A new concept of strong controllability via the Schur complement in adaptive tracking
Bernard Bercu, Victor Vazquez
A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes
Bernard Bercu, Vassili Blandin
On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking
Bernard Bercu, Bruno Portier, Victor Vazquez