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Articles
published in journals and books
On the rate of convergence in the
central limit theorem for semimartingales in the “nonclassical”
setting. Uspehi Matematicheskih Nauk, 1986, Vol. 41, N 5, pp.
169-170 (in Russian).
On the rate of convergence in the
central limit theorem for continuous martingales. Verojatnostnyi Analiz.
Matematicheskie Issledovania. 1986, No 89, pp. 24-33,
Nonclassical rates of convergence in
the central limit theorem for semimartingales. Stokhasticeskii Analiz.
Matematicheskie Issledovania. 1987, No 97, pp. 16-33,
On the improved rate of convergence
in the central limit theorem for semimartingales. Stokhasticeskii Analiz.
Matematicheskie Issledovania. 1987, No 97, pp. 34-40,
Normal approximation for
semimartingales. Uspehi Matematicheskih Nauk 1987, Vol. 42,
N 6, pp. 169-170 (in Russian).
On the improved rate of convergence
in the CLT for semimartingales. VINITI No 1248-B88, 31 pp., (1988)
(in Russian).
(with Mamatov H.M.) On the rate of
convergence in the limit theorem for stochastic integrals with respect to
semimartingales. Uspehi Matematicheskih Nauk 1988, Vol. 43,
N 1, pp. 143-144 (in Russian).
On the rate of convergence in the functional
central limit theorem for semimartingales. in book Statistics and Control of
Stochastic Processes. Proceedings of the Steklov seminar 1985-1986, Vol.
2, ed. by Krylov, N.V. and Shiryaev, A.N. Optimization Software, INC. Publication
Division. New York. Los Angeles, pp. 141-156, (1989).
On the rate of convergence in the
central limit theorem for semimartingales in the “nonclassical”
setting. Probab. and Applications. Serie: Matematicheskie
Issledovania. 1990, N 116, pp. 14-46.
(with Mishkoy G.C.) Object oriented
programming for queuing systems. The Computer Science Journal of
On the rate of convergence in the
central limit theorem for d-dimensional semimartingales. Stochastics
and Stochastics Reports 1993, Vol. 44, No. 3+4, pp.
131-152.
The probabilities of large deviations
for semimartingales. Stochastics and Stochastics Reports 1995,
Vol. 54, pp. 1-19.
(with Mishkoy G., Katruk V. and
Trofilov O.) Modeling of the characteristics of the priority disciplines
DD. The Computer Science Journal of Moldova 1995,
Vol. 3,N1 pp. 55-74.
On moderate deviations for
martingales. Annals of Probability 1997, Vol. 25, No.
1, pp. 152-183.
(with
Nussbaum M.) Asymptotic equivalence for generalized linear models. Probability Theory and Related Fields 1998,
Vol. 111, pp. 167-214.
Gaussian approximation for
nonparametric models. Tatra Mountains Mathematical Publications 1998,
Vol. 17, pp. 219-226. [pdf]
(with
Haeusler E.) Large deviations for martingales via Cramer's method. Stochastic
Processes and its Applications 2000, V. 85, pp.
279-293.
(with
Nussbaum M.) Asymptotic equivalence for nonparametric regression. Mathematical Methods of Statistics 2002, Vol. 11, No 1, pp.
1-36.
(with
Nussbaum, M.) A functional Hungarian construction for sums of independent
random variables. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2002,
38 (6) pp. 923-957.
(with
Feddag M. L. and Mesbah M.) Estimation des paramètres
d’un modèle de Rasch mixte par la méthode GEE. Application
en qualité de vie. Journal de la SFDS. 2002,Tome 143 (1-2), pp.
167-175.
(with
Feddag M.-L. and Mesbah M.) Generalized Estimating Equations (GEE) for mixed
logistic models. Communications in Statistics -Theory
and methods. 2003, Vol. 32, No. 4, pp. 851-874.
(with
Dupuiy J.-F. and Mesbah M.) Normalité asymptotique des
estimateurs semiparamétriques dans le modèle de Cox avec
covariable manquante nonignorable. C.R. Acad. Sci. Paris.
Statiststique-Probabilités. 2003, Vol. 336, No. 1, pp.
81-84.
(with Malyutov, M. and Tsybakov,
A.) Non-Parametric Multi-Trajectory
Estimation. NATO
Science Series, III: Computer and Systems Sciences. Volume 198,
2005. Data
Fusion for Situation Monitoring, Incident Detection, Alert and Response
Management. Edited by Elisa Shahbazian, Galina Rogova, Pierre
Valin. ISBN 978-1-58603-536-5. pp. 587 – 596. http://www.booksonline.iospress.nl/Content/PBookSeriesAll.aspx
Dupuy J.-F.,
Articles
published in proceedings
Numerical
inversion of the
(with
Mishkoy, G. C.) Fast numerical algorithms for evaluating characteristics
of priority queuing systems. 1. MATHMOD
(with
Haeusler, E.) Moderate deviations results for martingales using Lindeberg's
method. in Bulletin of the International Statistical Institute. 52nd
Session. Proceedings. Tome LVIII.
(with
Spokoiny, V.) Data driven fit of the Pareto model to heavy tailed data. Proceedings of 10-th international
Symposium on Applied stochastic models and data analysis (ASMDA 2001),
Compiègne, France, 12-15 Juin 2001, p. 492-497. http://www.hds.utc.fr/asmda2001/
Ph. D.
thesis
“Rates of convergence
for semimartingales”. Ph. D.
Thesis. Steklov Mathematical Institute, Moscow, 1988, 138 p. (in Russian).
Reprints
and manuscripts
Large deviations inequalities for conditional
distributions and coupling of random variables. 31 pp. Manuscript [pdf].
(with Spokoiny, V.) Pareto
approximation of the tail by local exponential modelling. WIAS Preprint N° 819, 2003. Submitted. [pdf], http://www.wias-berlin.de/main/publications/wias-publ
(with Spokoiny) Adaptive estimation of
the excess of a distribution function. (2005). Submitted to Annals of Statistics. [pdf]