Liste des Publications
 

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   38.  B. Bercu, L. Coutin and N. Savy, Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process,
   Stochastic Processes an their Applications, 122, 2012.

   37.  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, 16, 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.
   Annales de l'Institut Henri Poincaré, 27,  pp. 425-443, 1991.