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45. B. Bercu and A. Richou, Large deviations for the Ornstein-Uhlenbeck process with shift,
Advances in Applied Probability, 47, 2015.
44. B.
Bercu, B. Portier and V. Vazquez, A Durbin-Watson serial correlation test for ARX processes via excited
adaptive tracking,
International
Journal of Control, 88, 2015.
43. B. Bercu and V. Blandin, A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes,
Stochastic
Processes an their Applications, 125, pp. 1218-1243, 2015.
42. B. Bercu and V. Blandin, Limit theorems for bifurcating integer-valued autoregressive processes,
Statistical Inference for Stochastic Processes, 18, pp. 33-67, 2015.
41. B. Bercu, T. M. N. Nguyen and J. Saracco, On the asymptotic behavior of the recursive Nadaraya-Watson estimator
associated with the recursive SIR method, Statistics, 49, 2015.
40. B.
Bercu, F. Proia and N. Savy, On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes,
Statistics and Probability Letters, 85, pp. 36-44, 2014.
39. B.
Bercu, B. Portier and V. Vazquez, On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in
adaptive tracking, International Journal of Adaptive Control and Signal Processing, 28, pp. 1002-1023, 2014.
38. B. Bercu and F. Proia, A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the
first-order autoregressive process, ESAIM PS, 17, pp. 500-530, 2013.
37.
B. Bercu, L. Coutin
and N.
Savy, Sharp large deviations for the non-stationary Ornstein-Uhlenbeck
process,
Stochastic
Processes an their Applications, 122, pp. 3393-3424, 2012.
36. B. Bercu and P. Fraysse, A Robbins-Monro procedure for estimation in semiparametric regression models,
Annals of Statistics 40, pp. 666-693, 2012.
35. B.
Bercu, P. Del
Moral
and A. Doucet, Fluctuations of interacting Markov chain Monte Carlo methods,
Stochastic
Processes an their Applications, 122, pp. 1304-1331, 2012.
34.
B. Bercu, J. F. Bony and V. Bruneau, Large deviations for Gaussian stationary processes and semi-classical analysis,
Séminaire de Probabilités 44, Lecture Notes in Mathematics 2046, pp. 409-428, 2012.
33.
B. Bercu, T. M. N. Nguyen and J. Saracco, A new approach of recursive and non recursive SIR methods,
Journal of the Korean Statistical Society, 41, pp. 17-36, 2012.
32.
B. Bercu, L. Coutin
and N.
Savy, Sharp large deviations for the fractional Ornstein-Uhlenbeck
process,
SIAM
Theory of Probability and its Applications,
55, pp. 575-610, 2011.
31.
B. Bercu, I.
Nourdin and M.
S. Taqqu, Almost sure limit theorems on the Wiener space
Stochastic
Processes an their Applications, 120, pp. 1607-1628, 2010.
30.
B.
Bercu and V. Vazquez, A new concept of strong controllability via the
Schur complement for ARX models
in adaptive tracking, Automatica,
46, pp. 1799-1805, 2010.
29.
B.
Bercu and V. Vazquez, On the usefulness of persistent excitation in ARX
adaptive tracking,
International
Journal of Control, 83, pp. 1145-1154, 2010.
28.
B. Bercu, B. de
Saporta and A.
Gégout-Petit,
Asymptotical analysis for bifurcating autoregressive processes via
a martingale approach, Electronic Journal of
Probability, 14, pp. 2492-2526, 2009.
27. B.
Bercu, P. Del
Moral
and A. Doucet, A
functional central
limit theorem for a class of interacting Markov chain
Monte Carlo methods, Electronic Journal of
Probability, 14, pp. 2130-2155, 2009.
26.
B. Bercu, F. Dufour
and G. Yin, Almost
sure
stabilization for feedback controls of regime-switching linear systems
with a
hidden Markov chain, IEEE
Transactions on Automatic Control, 54, pp. 2114-2125, 2009.
25. B.
Bercu, P.
Cenac, G.
Fayolle,
On the almost sure central limit theorem for vector martingales :
convergence of
moments and statistical
applications, Journal
of Applied
Probability, 46, pp. 151-169, 2009.
24.
B. Bercu and B.
Portier, Kernel
density estimation and
goodness-of-fit test in adaptive tracking,
SIAM
Journal on Control and Optimization, 47, pp. 2440-2457, 2008.
23. B.
Bercu and A.
Touati,
Exponential inequalities for
self-normalized martingales with applications,
Annals of Applied
Probability, 18, pp. 1848-1869, 2008.
22.
B. Bercu and J.
C. Fort, A
moment approach
for
the almost sure central limit theorem for martingales,
Studia
Scientiarum Mathematicarum Hungarica, 45, pp. 139-159, 2008.
21.
B. Bercu and W. Bryc,
Asymptotic results
for empirical measures of weighted sums of independent random
variables,
Electronic
Communications in Probability, 12, pp. 184-199, 2007.
20.
B. Bercu, An exponential inequality for autoregressive processes in
adaptive tracking,
Journal of Systems Science and Complexity, 20, pp. 243-250, 2007.
19. B.
Bercu and C.
Prieur,
Spectral properties of chaotic processes,
Stochastics and
Dynamics, 6, pp. 355-371, 2006.
18.
B. Bercu, On the convergence of moments in the almost sure central
limit theorem for martingales with statistical applications,
Stochastic
Processes and their Applications, 111, pp. 157-173, 2004.
17.
B. Bercu, E.
Gassiat
and E. Rio, Concentration inequalities, large and moderate deviations
for
self-normalized empirical processes,
Annals of Probability, 30, pp.
1576
-1604, 2002.
16.
B. Bercu and A.
Rouault, Sharp large deviations for the Ornstein-Uhlenbeck process,
SIAM
Theory of Probability and its Applications, 46, pp. 1-19, 2002.
15.
B. Bercu and B. Portier,
Adaptive control of parametric
nonlinear
autoregressive models via a new martingale approach,
IEEE Transations on
Automatic
Control, 47, pp. 1524-1528, 2002.
14.
B. Bercu and A. Touati, On Hartman's law of iterated logarithm
for explosive Gaussian autoregressive processes,
Probability
and
Mathematical
Statistics, 22, pp. 101-113, 2002.
13.
B. Bercu,
F. Gamboa and M.
Lavielle,
Estimation of marginal and spectral modes,
Journal of
Nonparametric
Statistics,
14, pp. 353-366, 2002.
12.
B. Bercu, On large deviations in the Gaussian autoregressive
process:
stable, unstable and explosive cases,
Bernoulli, 7, pp.
299-316, 2001.
11. B.
Bercu, Weighted estimation and tracking for branching
processes
with immigration,
IEEE Transations on
Automatic Control, 46, pp. 43-50, 2001.
10. B.
Bercu, F.
Gamboa and M.
Lavielle, Sharp large deviations for Gaussian quadratic
forms
with applications,
ESAIM PS, 4, pp. 1-24, 2000.
09. B. Bercu,
Weighted estimation and tracking for Benaymé
Galton Watson processes with adaptive control,
Statistics
&
Probability
Letters, 42, pp. 415- 421, 1999.
08. B. Bercu, Central
limit theorem and law of iterated logarithm
for the least squares algorithms in adaptive tracking,
SIAM
Journal on Control and Optimization, 36, pp. 910-928, 1998.
07. B. Bercu, F.
Gamboa and A. Rouault,
Large deviations for quadratic forms of stationary Gaussian
processes,
Stochastic
Processes and their Applications, 71, pp. 75-90, 1997.
06. B. Bercu, F.
Gamboa et A.
Rouault, Grandes déviations pour des formes
quadratiques
de processus gaussiens stationnaires,
Note au C.R.A.S.
Paris, T.
322, Série I, pp. 695-698, 1996.
05. B. Bercu, Weighted
estimation and tracking for ARMAX models,
SIAM
Journal on Control and Optimization, 33, pp. 89-106, 1995.
04. B. Bercu,
Théorème de limite centrale et loi du
logarithme itéré pour les algorithmes des moindres
carrés
en poursuite adaptative,
Note au C.R.A.S.
Paris, T. 320, Série
I,
pp. 493-496, 1995.
03. B. Bercu et M.
Duflo, Moindres carrés
pondérés
et poursuite,
Annales
de l'Institut Henri Poincaré, 28, pp. 403-430,
1992.
02. B. Bercu,
Estimation pondérée et poursuite pour
les modèles ARMAX,
Note au C.R.A.S.
Paris, T. 314, Série
I, pp. 403-406, 1992.
01. B.
Bercu, Sur l'estimateur des moindres carrés
généralisés d'un modèle ARMAX,
Application à l'identification des
modèles ARMA.