Liste des Publications
 

 [ Page Principale | Education | Liste des Prepublications | Conferences | Evenements ]


   34.  B. Bercu, J. F. Bony and V. Bruneau, Large deviations for Gaussian stationary processes and semi-classical analysis,
  Séminaire de Probabilités, Lecture Notes in Mathematics, 44, 2011.

   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, 40, 2011.

   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.