papers
Publications (5)
math.ST2016
An averaged projected Robbins-Monro algorithm for estimating the parameters of a truncated spherical distribution
Antoine Godichon-Baggioni, Bruno Portier
math.PR2014
A Durbin-Watson serial correlation test for ARX processes via excited adaptive tracking
Bernard Bercu, Bruno Portier, Victor Vazquez
math.ST2019
An efficient stochastic Newton algorithm for parameter estimation in logistic regressions
Bernard Bercu, Antoine Godichon-Baggioni, Bruno Portier
math.ST2012
On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking
Bernard Bercu, Bruno Portier, Victor Vazquez
stat.ME2010
Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
Nadine Hilgert, Bruno Portier