Limit Theorems for Affine Markov Walks Conditioned to Stay Positive
Ion Grama
,
Ronan Lauvergnat
,
Emile Le Page
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques , 2018, 54 (1), pp.529-568.
⟨10.1214/16-AIHP814⟩
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hal-01264999v1
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CONDITIONAL LIMIT THEOREMS FOR PRODUCTS OF RANDOM MATRICES
Ion Grama
,
Émile Le Page
,
Marc Peigné
Probability Theory and Related Fields , 2017, 168, pp.601-639
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hal-01264996v1
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Poisson Shot Noise Removal by an Oracular Non-Local Algorithm
Qiyu Jin
,
Ion Grama
,
Quansheng Liu
Article dans une revue
hal-03430388v1
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Estimation of the survival probabilities by adjusting a Cox model to the tail
Ion Grama
,
Jean Marie Tricot
,
Jean François Petiot
Article dans une revue
hal-00880127v1
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On the rate of convergence in the central limit theorem for semimartingales in non-classical situation
Ion Grama
Uspekhi Mat. Nauk , 1986, 41 (5), pp.169-170
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hal-01269573v1
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Convergence Theorems For The Non-Local Means Filter
Qiyu Jin
,
Ion Grama
,
Quansheng Liu
Article dans une revue
hal-02019079v1
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LIMIT THEOREMS FOR THE COEFFICIENTS OF RANDOM WALKS ON THE GENERAL LINEAR GROUP
Hui Xiao
,
Ion Grama
,
Quansheng Liu
2021
Pré-publication, Document de travail
hal-03438876v1
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Estimation des paramètres d’un modèle de Rasch mixte par la méthode GEE. Application en qualité de vie.
Mohand Larbi Feddag
,
Ion Grama
,
Mounir Mesbah
Journal de la Société Française de Statistique , 2002, 143 (1-2), pp.167-175
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hal-01270083v1
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Long Term Survival Probabilities and Kaplan-Meier Estimator
Ion Grama
,
Jean-Marie Tricot
,
Jean-François Petiot
2013
Pré-publication, Document de travail
hal-00918822v1
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Quantiles extrêmes conditionnels et application à la surveillance en temps réell d'un système aquatique
Gilles Durrieu
,
Ion Grama
,
Quang-Khoai Pham
,
Tricot Jean-Marie
47èmes journées de statistique , Jun 2015, Lille, France
Communication dans un congrès
hal-01266078v1
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On the rate of convergence in the functional central limit theorem for semimartingales
Ion Grama
Statistics and Control of Stochastic Processes. Proceedings of the Steklov seminar 1985-1986. ed. by N.V.Krylov and A.N.Shiryaev. , 2, Optimization Software, INC. Publication Division. New York. Los Angeles, pp.141-156, 1989
Chapitre d'ouvrage
hal-01270113v1
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HARMONIC MOMENTS AND LARGE DEVIATIONS FOR A SUPERCRITICAL BRANCHING PROCESS IN A RANDOM ENVIRONMENT
Ion Grama
,
Quansheng Liu
,
Eric Miqueu
2016
Pré-publication, Document de travail
hal-01357340v1
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A zero-one law for invariant measures and a local limit theorem for coefficients of random walks on the general linear group
Ion Grama
,
Jean-François Quint
,
Hui Xiao
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques , In press
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hal-03431376v1
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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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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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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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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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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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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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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
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hal-01270094v1
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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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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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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
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hal-01269589v1
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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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An asymptotic expansion of moderate deviations for multivariate martingales
Ion Grama
,
Erich Haeusler
Journal of Theoretical Probability , 2006, 19 (1), pp.1-44
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hal-01269600v1
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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
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hal-01270044v1
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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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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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