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Adaptive density estimation under weak dependence

 Irène Gannaz , Olivier Wintenberger
ESAIM: Probability and Statistics, 2010, 14, pp.151-172. ⟨10.1051/ps:2008025⟩
Article dans une revue hal-00591694v1

Optimal learning with Bernstein online aggregation

 Olivier Wintenberger
Machine Learning, 2016, pp.1-23. ⟨10.1007/s10994-016-5592-6⟩
Article dans une revue hal-01380175v1
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Weak transport inequalities and applications to exponential inequalities and oracle inequalities

 Olivier Wintenberger
Electronic Journal of Probability, 2015, 20 (none), ⟨10.1214/EJP.v20-3558⟩
Article dans une revue hal-00719729v3
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Optimal learning with Bernstein Online Aggregation

 Olivier Wintenberger
Machine Learning, 2017, 106 (1), pp.119-141. ⟨10.1007/s10994-016-5592-6⟩
Article dans une revue hal-00973918v5
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Weak transport inequalities and applications to exponential and oracle inequalities

 Olivier Wintenberger
Electronic Journal of Probability, 2015, 20, pp.114. ⟨10.1214/EJP.v20-3558⟩
Article dans une revue hal-01263366v1
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Contributions à la statistique des processus : estimation, prédiction et extrêmes

 Olivier Wintenberger
Statistiques [math.ST]. Université Paris Dauphine - Paris IX, 2012
HDR tel-00757756v1
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Asymptotic Independence ex machina - Extreme Value Theory for the Diagonal SRE Model

 Sebastian Mentemeier , Olivier Wintenberger
Journal of Time Series Analysis, In press, 43 (5), pp.750-780. ⟨10.1111/jtsa.12637⟩
Article dans une revue hal-02591409v3
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Estimation of the Spectral Measure from Convex Combinations of Regularly Varying Random Vectors

 Marco Oesting , Olivier Wintenberger
2023
Pré-publication, Document de travail hal-02958799v2
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Stochastic Online Convex Optimization. Application to probabilistic time series forecasting

 Olivier Wintenberger
2023
Pré-publication, Document de travail hal-03125863v4
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Adaptive Probabilistic Forecasting of Electricity (Net-)Load

 Joseph de Vilmarest , Jethro Browell , Matteo Fasiolo , Yannig Goude , Olivier Wintenberger
2023
Pré-publication, Document de travail hal-03934739v2
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Exponential inequalities for unbounded functions of geometrically ergodic Markov chains. Applications to quantitative error bounds for regenerative Metropolis algorithms

 Olivier Wintenberger
Statistics, 2016, 51 (1), pp.222-234. ⟨10.1080/02331888.2016.1268205⟩
Article dans une revue hal-01222870v2
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EDITORIAL: SPECIAL ISSUE ON THE EXTREME VALUE ANALYSIS CONFERENCE CHALLENGE "PREDICTION OF EXTREMAL PRECIPITATION

 Olivier Wintenberger
Extremes, 2018, 21, ⟨10.1007/s10687-018-0327-7⟩
Article dans une revue hal-01962884v1
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Continuous invertibility and stable QML estimation of the EGARCH(1,1) model

 Olivier Wintenberger
Scandinavian Journal of Statistics, 2013, 40 (4), pp.846-867. ⟨10.1111/sjos.12038⟩
Article dans une revue hal-00751706v2
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Deviation inequalities for sums of weakly dependent time series

 Olivier Wintenberger
Electronic Communications in Probability, 2010, 15, pp.489-503
Article dans une revue hal-00430608v1
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Consistent Regression using Data-Dependent Coverings

 Vincent Margot , Jean-Patrick Baudry , Frédéric Guilloux , Olivier Wintenberger
Electronic Journal of Statistics , 2021, 15 (1), ⟨10.1214/21-EJS1806⟩
Article dans une revue hal-02170687v5
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Extremes for stationary regularly varying random fields over arbitrary index sets

 Riccardo Passeggeri , Olivier Wintenberger
2022
Pré-publication, Document de travail hal-03582839v1
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Precise large deviations for dependent regularly varying sequences.

 Thomas Mikosch , Olivier Wintenberger
Probability Theory and Related Fields, 2012, 156 (3-4), pp.851-887. ⟨10.1007/s00440-012-0445-0⟩
Article dans une revue hal-00705107v1
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Viking: Variational Bayesian Variance Tracking

 Joseph de Vilmarest , Olivier Wintenberger
2021
Pré-publication, Document de travail hal-03199401v2
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Asymptotic normality of the Quasi Maximum Likelihood Estimator for multidimensional causal processes

 Jean-Marc Bardet , Olivier Wintenberger
Annals of Statistics, 2009, 37 (5B), pp.2730-2759. ⟨10.1214/08-AOS674⟩
Article dans une revue hal-00193955v1
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On total claim amount for marked Poisson cluster models

 Bojan Basrak , Olivier Wintenberger , Petra Zugec
Journal of Applied Probability, In press
Article dans une revue hal-01788339v2
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Kalman Recursions Aggregated Online

 Eric Adjakossa , Yannig Goude , Olivier Wintenberger
2020
Pré-publication, Document de travail hal-02490103v1
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Large deviations for bootstrapped empirical measures

 José Trashorras , Olivier Wintenberger
Bernoulli, 2014, pp.10.3150/13-BEJ544
Article dans une revue hal-00633707v1
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Logarithmic Regret for parameter-free Online Logistic Regression

 Joseph de Vilmarest , Olivier Wintenberger
2019
Pré-publication, Document de travail hal-02046843v1
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Stochastic Online Optimization using Kalman Recursion

 Joseph de Vilmarest , Olivier Wintenberger
Journal of Machine Learning Research, 2021, 22, pp.1-55
Article dans une revue hal-02468701v2
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The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains

 Olivier Wintenberger , Thomas Mikosch
Probability Theory and Related Fields, 2013, 159 (1-2), pp.157-196. ⟨10.1007/s00440-013-0504-1⟩
Article dans une revue hal-00806306v1
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A Strongly Quasiconvex PAC-Bayesian Bound

 Niklas Thiemann , Christian Igel , Olivier Wintenberger , Yevgeny Seldin
Algorithmic Learning Theory 2017, Oct 2017, Kyoto, Japan
Communication dans un congrès hal-03905794v1
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Utilisation des notions de dépendance faible en statistique

 Olivier Wintenberger
Mathématiques [math]. Université Panthéon-Sorbonne - Paris I, 2007. Français. ⟨NNT : ⟩
Thèse tel-00160702v2
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Stable limits for sums of dependent infinite variance random variables

 Katarzyna Bartkiewicz , Adam Jakubowski , Thomas Mikosch , Olivier Wintenberger
Probability Theory and Related Fields, 2011, 150 (3), pp.337-372. ⟨10.1007/s00440-010-0276-9⟩
Article dans une revue hal-00395525v4
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AdaVol: An Adaptive Recursive Volatility Prediction Method

 Nicklas Werge , Olivier Wintenberger
Econometrics and Statistics , 2022, 23, pp.2452-3062. ⟨10.1016/j.ecosta.2021.01.004⟩
Article dans une revue hal-02733439v3
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Goodness-of-fit tests for log and exponential GARCH models

 Christian Francq , Olivier Wintenberger , Jean-Michel Zakoïan
Test, 2018, 27 (1), pp.27-51. ⟨10.1007/s11749-016-0506-2⟩
Article dans une revue hal-01258922v2
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