Research

TRUQUET Lionel

Associate Professor of Statistics - Chair of Statistics Department Research interests
  • Statistics for dependent data
  • Time series analysis
Bureau 256 Téléphone +33 (0)2 99 05 32 76 Email lionel.truquet@ensai.fr Adresse ENSAI
Campus de Ker Lann
51 Rue Blaise Pascal
BP 37203
35172 BRUZ Cedex

Preprints

Truquet, L. (2017) A perturbation analysis of some Markov chains models with time-varying parameters. PDF

Debaly, Zinsou Max, Truquet, L. Iterations of dependent random maps and exogeneity in nonlinear dynamics.PDF

Truquet, L. Coupling and perturbation techniques for categorical time series.PDF

Debaly, Zinsou Max, Truquet, L. Stationarity and Moment Properties of some Multivariate Count Autoregressions.

Publications

Fokianos, K., Truquet, L. (2018) On categorical time series models with covariates.PDF.  Stochastic processes and their applications. https://doi.org/10.1016/j.spa.2018.09.012.

Truquet, L. (2019) Local stationarity and time-inhomogeneous Markov chains. PDF.  The Annals of Statistics, Vol. 47, No. 4, 2023-2050. Supplementary material PDF.

Truquet, L. (2018) Root n consistent estimation of the marginal density in some stationary time series. PDF. Accepted in Bernoulli. Supplementary material PDF.

Truquet, L (2018) Efficient semiparametric estimation in time-varying regression models. Statistics. Vol. 52, n°3, pp. 590-618. PDF

Cadre, B., Massiot, G., Truquet, L. (2017) A nonparametric test for Cox processes.Journal of Statistical Planning and Inference. Vol. 184, pp. 48-61.PDF

Truquet, L. (2017) Parameter stability and semiparametric inference in time-varying ARCH models. Journal of Royal Statistical Society Series B, Vol. 79, pp. 1391-1414. PDF

Cadre, B., Truquet, L. (2015) Nonparametric regression estimation onto a Poisson point process covariate. ESAIM: PS, Vol. 19, pp. 251-267.

Truquet, L. (2014) On a family of contrasts for parametric inference in degenerate ARCH models. Econometric Theory, Vol. 30, Issue 6, pp. 1165-1206.

Truquet, L., Yao, Y.-F. (2012) On the quasi-likelihood estimation for random coefficient autoregressions. Statistics, Vol. 46, Issue 4, pp. 505-521.

Truquet, L. (2011) On a nonparametric resampling scheme for Markov random fields. Electron. J. Stat., Vol. 5, pp. 1503–1536.

Kachour, M., Truquet, L. (2011) A p-Order signed integer-valued autoregressive (SINAR(p)) model. Journal of Time Series Analysis, Vol. 32, Issue 3, pp. 223-236.

Truquet, L. (2010) A moment inequality of the Marcinkiewicz_Zygmund type for some weakly dependent random fields. Statistics and Probability Letters, Vol. 80, pp. 1673-1679.

Doukhan, P., Mayo, N., Truquet, L. (2009) Weak dependence, models and some applications. Metrika, Vol. 69, Numbers 2-3.

Doukhan, P., Truquet, L. (2007) A fixed point approach to model random fields. Alea, Vol. 3, pp. 111–132.

2018/2019 : Cours de stat math. Cours 1, Cours 2, Cours 3

2014/2015 : Cours séries temporelles 2A. Poly, TD1.

2014/2015Cours statistique des processus 3A

2013/2014 : Martingales et processus de Levy. Cours+TD.

 

Autres supports de cours

Cours Mathématiques pour Economistes (niveau L2) PDF

Cours Probabilités pour l'ingénieur (niveau M1) PDF

Cours Statistique des processus (niveau M2) PDF