Limit Theorems for Markov Walks Conditioned to Stay Positive Under a Spectral Gap Assumption
Ion Grama
,
Ronan Lauvergnat
,
Emile Le Page
Article dans une revue
hal-01706547v1
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Estimation de quantiles extrêmes et probabilités d'évènements rares d'un processus stochastique
Gilles Durrieu
,
Ion Grama
,
Quang-Khoai Pham
,
Tricot Jean-Marie
45e Journées de Statistique , May 2013, Toulouse, France. pp.1-6
Communication dans un congrès
hal-00905425v1
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Limit theorems for random walks in the general linear group.
Ion Grama
The Third Conference of Mathematical Society of the Republic of Moldova. , Aug 2014, Chisinau, Moldova. pp.74-77
Communication dans un congrès
hal-01270419v1
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On the rate of convergence in the central limit theorem for d-dimensional semimartingales
Ion Grama
Stochastics and Stochastics Reports , 1993, 44 (3+4), pp.131-152
Article dans une revue
hal-01270044v1
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Self-normalized Cramér type moderate deviations for martingales
Xiequan Fan
,
Ion Grama
,
Quansheng Liu
,
Qi-Man Shao
Article dans une revue
hal-02019056v1
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Precise large deviation for products of random matrices
Xiao Hui
,
Ion Grama
,
Quansheng Liu
Colloque Jeunes probabilistes et Statisticiens (JPS’18) , May 2018, Oléron, France
Communication dans un congrès
hal-02019621v1
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BERRY -ESSEEN BOUND AND CRAMÉR MODERATE DEVIATION EXPANSION FOR A SUPERCRITICAL BRANCHING RANDOM WALK
Thi Thuy Bui
,
Ion Grama
,
Quansheng Liu
2020
Pré-publication, Document de travail
hal-02933786v1
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Conditional limit theorems for products of random matrices.
Ion Grama
Workshop New Horizons in Statistical Decision Theory , Mathematisches Forschungsinstitut Oberwolfach, Sep 2014, Oberwolfach, Germany. pp. 23-25,
⟨10.4171/OWR/2014/41⟩
Communication dans un congrès
hal-01270418v1
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Non-local means and optimal weights for noise removal
Qiyu Jin
,
Ion Grama
,
Charles Kervrann
,
Quansheng Liu
SIAM Journal on Imaging Sciences , 2017
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hal-01575918v1
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Convergence in $L^p$ for a supercritical multi-type branching process in a random environment
Ion Grama
,
Quansheng Liu
,
Erwan Pin
Proceedings of the Steklov Institute of Mathematics , In press
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hal-03431594v1
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Estimation des paramètres d'un modèle de Rash mixte par la méthode GEE. Application en qualité de vie.
Ion Grama
,
Mohand Larbi Feddag
,
Mounir Mesbah
Modèles Mixtes et Biométrie , Société Française de Biométrie, Jan 2002, Paris, France. pp.2
Communication dans un congrès
hal-01270355v1
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Asymptotic equivalence of nonparametric autoregression and nonparametric regression
Ion Grama
,
Michael Neumann
Annals of Statistics , 2006, 34 (4), pp.1701-1732
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hal-01269590v1
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Cramér type moderate deviation expansion for a supercritical multi-type branching process in a random environment
Ion Grama
,
Quansheng Liu
,
Erwan Pin
2020
Pré-publication, Document de travail
hal-02934081v1
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Berry-Esseen's bound and harmonic moments for supercritical multi-type branching processes in random environments
Grama Ion
,
Quansheng Liu
,
Erwan Pin
2020
Pré-publication, Document de travail
hal-02911865v1
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Conditioned local limit theorems for random walks defined on finite Markov chains
Ion Grama
,
Ronan Lauvergnat
,
Emile Le Page
Article dans une revue
hal-02878963v1
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Self-normalized Cramér type moderate deviations for martingales
Xiequan Fan
,
Ion Grama
,
Quansheng Liu
,
Qi-Man Shao
Article dans une revue
hal-02487825v1
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Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles
Gilles Durrieu
,
Ion Grama
,
Quang-Khoai Pham
,
Tricot Jean-Marie
Article dans une revue
hal-01262262v1
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A survey on conditioned limit theorems for products of random matrices and affine random walks
Ion Grama
Vladimir Panov. Modern Problems of Stochastic Analysis and Statistics , 208, pp.93-102, 2017, Springer Proceedings in Mathematics & Statistics
Chapitre d'ouvrage
hal-01449023v1
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Pareto approximation of the tail by local exponential modeling.
Ion Grama
,
Vladimir Spokoiny
BULETINUL ACADEMIEI DE STIINTE A REPUBLICII MOLDOVA. MATEMATICA , 2007, 53 (1), pp.1-22
Article dans une revue
hal-01269589v1
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Modeling of the characteristics of the priority disciplines DD
Ion Grama
,
G. Mishkoy
,
V. Katruk
,
O. Trofilov
Computer Science Journal of Moldova , 1995, 3 (1), pp.55-74
Article dans une revue
hal-01270094v1
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An asymptotic expansion of moderate deviations for multivariate martingales
Ion Grama
,
Erich Haeusler
Journal of Theoretical Probability , 2006, 19 (1), pp.1-44
Article dans une revue
hal-01269600v1
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Precise large deviation asymptotics for products of random matrices
Hui Xiao
,
Ion Grama
,
Quansheng Liu
Stochastic Processes and their Applications , 2020, 130, pp.5213-5242
Article dans une revue
hal-02173735v1
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Estimation of the extreme survival probabilities from censored data
Ion Grama
,
Jean-Marie Tricot
,
Jean-François Petiot
BULETINUL ACADEMIEI DE S TIINT E A REPUBLICII MOLDOVA. MATEMATICA , 2014, 74 (1), pp.33-62
Article dans une revue
hal-00918841v1
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On the rate of convergence in the weak invariance principle for dependent random variables with application to Markov chains
Ion Grama
,
Emile Le Page
,
Marc Peigné
Colloquium Mathematicum , 2014, 134 (1), pp.1-55
Article dans une revue
hal-00904518v1
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Cramér large deviation expansions for martingales under Bernstein's condition
Xiequan Fan
,
Ion Grama
,
Quansheng Liu
Stochastic Processes and their Applications , 2013, 123, pp.3919-3942
Article dans une revue
hal-00905517v1
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LIMIT THEOREMS FOR MARKOV WALKS CONDITIONED TO STAY POSITIVE UNDER A SPECTRAL GAP ASSUMPTION
Ion Grama
,
Ronan Lauvergnat
,
Émile Le Page
2017
Pré-publication, Document de travail
hal-01443936v1
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Nonclassical rates of convergence in the central limit theorem for semimartingales
Ion Grama
Matematicheskie Issledovania. Stokhasticheskii Analiz. , 97, Kishinev: Stiinta, pp.16-33, 1987
Chapitre d'ouvrage
hal-01270125v1
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Heavy-tail index estimation via fitting Pareto d.f.
Ion Grama
Actes des XXXIII Journées de Statistique , May 2001, Nantes, France. pp.396-399
Communication dans un congrès
hal-01270352v1
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Estimation of extreme survival probabilities with Cox model
Ion Grama
,
Kévin Jaunatrre
Article dans une revue
hal-02018943v1
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A Survey on Conditioned Limit Theorems for Products of Random Matrices and Affine Random Walks
Ion Grama
Talk at the international conference « Modern Problems
of Stochastic Analysis and Statistics » on occazion of Valentin Konakov’s 70 birthday. Moscow, May 30-June 1. 2016. , May 2016, Moscou, Russia
Communication dans un congrès
hal-02019690v1
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