Accueil
S. Valère BITSEKI PENDA
Maître de Conférences
Adresse: Université de Bourgogne, Institut Mathématiques de Bourgogne (IMB)
9 Avenue Alain Savary- BP 47870, 21078 Dijon Cedex- France
Email: simeon-valere.bitseki-penda-at-u-bourgogne.fr (if you are not a robot, then replace -at- by @)
Thèmes de recherche:
Grandes déviations
Processus de Markov
Inégalités de concentrations et inégalités fonctionnelles
Théorèmes limites
Processus indexés par des arbres
Statistique paramétrique et non-paramétrique
Recherche et Publications:
Deviations inequalities, moderate deviations and some limits theorems for bifurcating Markov chains with application.
Auteurs: S. Valère BITSEKI PENDA, Hacène DJELLOUT and Arnaud GUILLIN.
Deviations inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models.
Auteurs: S. Valère BITSEKI PENDA and Hacène DJELLOUT.
Annales de l'Institut Henri Poincaré 50, 3, 806--844 (2014).
Moderate deviations for Durbin- Watson statistic related to the first- order autoregressive process.
Auteurs: S. Valère BITSEKI PENDA, Hacène DJELLOUT and Frédéric PROIA.
Deviations inequalities for bifurcating Markov chains on Galton- Watson tree.
Auteurs: S. Valère BITSEKI PENDA.
Transportation cost-information and concentration inequalities for bifurcating Markov chains.
Auteurs: S. Valère BITSEKI PENDA, M. ESCOBAR-BACH and Arnaud GUILLIN.
Autoregressive functions estimation in nonlinear bifurcating autoregressive models.
Auteurs: S. Valère BITSEKI PENDA and Adélaïde OLIVIER.
Statistical Inference for Stochastic Processes, 20, 2 (2017), 179–210
Adaptive estimation for bifurcating Markov chains.
Auteurs: S. Valère BITSEKI PENDA, Marc HOFFMANN and Adélaïde OLIVIER
Moderate deviation principle in nonlinear bifurcating autoregressive models
Auteurs: S. Valère BITSEKI PENDA and Adélaïde OLIVIER
Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model
Auteurs: S. Valère BITSEKI PENDA and Angelina ROCHE
A Phase Transition for Large Values of Bifurcating Autoregressive Models
Auteurs: Vincent BANSAYE and S. Valère BITSEKI PENDA
Central limit theorem for bifurcating Markov chains under point-wise ergodic conditions.
Auteurs: S. Valère BITSEKI PENDA and Jean-François Delmas.
Central limit theorem for bifurcating Markov chains under L^2 ergodic conditions.
Auteurs: S. Valère BITSEKI PENDA and Jean-François DELMAS.
Moderate deviation principles for bifurcating Markov chains: case of functions dependent of one variable
Auteurs: S. Valère BITSEKI PENDA and Gorgui GACKOU.
Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models
Auteurs: S. Valère BITSEKI PENDA and Jean-François DELMAS.
Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains
Auteur: S. Valère BITSEKI PENDA.
Kernel estimation of the transition density in bifurcating Markov chains
Auteur: S. Valère BITSEKI PENDA.
Central limit theorem for bifurcating Markov chains: the mother-daughters triangles case
Auteur: S. Valère BITSEKI PENDA.
Explicit sub exponential rates of convergence for continuous time Markov processes.
Auteurs: S. Valère BITSEKI PENDA and Xinyu WANG.