TRUQUET Lionel
Enseignant-Chercheur en Statistique - Responsable du département Statistique DOMAINES DE RECHERCHE- Statistics for dependent data
- Time series analysis
Campus de Ker Lann
51 Rue Blaise Pascal
BP 37203
35172 BRUZ Cedex
Preprints
Doukhan, P., Neumann, H.M., Truquet, L. Stationarity and ergodic properties for some observation-driven models in random environments. PDF
Debaly, Zinsou Max, Truquet, L. Stationarity and Moment Properties of some Multivariate Count Autoregressions.
Publications
Debaly, Zinsou Max, Truquet, L. Iterations of dependent random maps and exogeneity in nonlinear dynamics. To appear in Econometric Theory. PDF
Truquet, L. (2020) Coupling and perturbation techniques for categorical time series. Accepted for publication in Bernoulli. PDF
Truquet, L. (2020) A perturbation analysis of some Markov chains models with time-varying parameters. Accepted for publication in Bernoulli. PDF
Fokianos, K., Truquet, L. (2019) On categorical time series models with covariates.PDF. Stochastic processes and their applications, Vol. 129, No. 9, 3446--3462.
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. (2019) Root n consistent estimation of the marginal density in some stationary time series. PDF. Bernoulli, Vol. 25, No. 3, 2107-2136. 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.
2014/2015 : Cours 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