Statistique de cha??nes de Markov cach??es ?? espace d'??tats fini. Le cas non stationnaire, Comptes Rendus de l'Acad??mie des Sciences - Series I - Mathematics, vol.325, issue.2, pp.203-206, 1997. ,
DOI : 10.1016/S0764-4442(97)84600-9
Adaptive estimation in autoregression or ?-mixing regression via model selection, Ann. Statist, vol.29, issue.3, pp.839-875, 2001. ,
Risk bounds for model selection via penalization. Probab. Theory Related Fields, pp.301-413, 1999. ,
Statistical Inference for Probabilistic Functions of Finite State Markov Chains, The Annals of Mathematical Statistics, vol.37, issue.6, pp.1554-1563, 1966. ,
DOI : 10.1214/aoms/1177699147
Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models, The Annals of Statistics, vol.26, issue.4, pp.1614-1635, 1998. ,
DOI : 10.1214/aos/1024691255
Minimum Contrast Estimators on Sieves: Exponential Bounds and Rates of Convergence, Bernoulli, vol.4, issue.3, pp.329-375, 1998. ,
DOI : 10.2307/3318720
Deconvolution of supersmooth densities with smooth noise. Canad, J. Statist, vol.32, issue.2, pp.181-192, 2004. ,
URL : https://hal.archives-ouvertes.fr/hal-00103058
Inference in hidden Markov models, 2005. ,
Computable infinite dimensional filters with applications to discretized diffusions. Stochastic Process, Appl, vol.116, issue.10, pp.1447-1467, 2006. ,
Adaptive estimation of the transition density of a regular Markov chain, Math. Methods Statist, vol.9, issue.4, pp.323-357, 2000. ,
Nonparametric estimation for some specific classes of hidden markov models, 2003. ,
Wavelets on the Interval and Fast Wavelet Transforms, Applied and Computational Harmonic Analysis, vol.1, issue.1, pp.54-81, 1993. ,
DOI : 10.1006/acha.1993.1005
URL : https://hal.archives-ouvertes.fr/hal-01311753
Penalized contrast estimator for adaptive density deconvolution. Canad, J. Statist, vol.34, issue.3, pp.431-452, 2006. ,
URL : https://hal.archives-ouvertes.fr/hal-00016489
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime, Ann. Statist, vol.32, issue.5, pp.2254-2304, 2004. ,
Mixing. Properties and examples, Lecture Notes in Statistics, vol.85, 1994. ,
Adaptively Local One-Dimensional Subproblems with Application to a Deconvolution Problem, The Annals of Statistics, vol.21, issue.2, pp.600-610, 1993. ,
DOI : 10.1214/aos/1176349139
Asymptotic normality of the maximum likelihood estimator in state space models, Ann. Statist, vol.27, issue.2, pp.514-535, 1999. ,
Concentration around the mean for maxima of empirical processes, The Annals of Probability, vol.33, issue.3, pp.1060-1077, 2005. ,
DOI : 10.1214/009117905000000044
B-spline estimation of regression functions with errors in variable, Statistics & Probability Letters, vol.40, issue.1, pp.57-66, 1998. ,
DOI : 10.1016/S0167-7152(98)00098-4
Adaptive estimation of the transition density of a Markov chain, Annales de l'Institut Henri Poincare (B) Probability and Statistics, vol.43, issue.5, 2007. ,
DOI : 10.1016/j.anihpb.2006.09.003
URL : https://hal.archives-ouvertes.fr/hal-00115617
Adaptive estimation of the transition density of a particular hidden Markov chain, Journal of Multivariate Analysis, vol.99, issue.5, 2007. ,
DOI : 10.1016/j.jmva.2007.04.006
URL : https://hal.archives-ouvertes.fr/hal-00115612
Maximum-likelihood estimation for hidden Markov models, Stochastic Processes and their Applications, vol.40, issue.1, pp.127-143, 1992. ,
DOI : 10.1016/0304-4149(92)90141-C
Strong consistency and rates for deconvolution of multivariate densities of stationary processes, Stochastic Processes and their Applications, vol.47, issue.1, pp.53-74, 1993. ,
DOI : 10.1016/0304-4149(93)90094-K
Ondelettes et opérateurs, 1990. ,
Adaptive wavelet estimator for nonparametric density deconvolution, Ann. Statist, vol.27, issue.6, pp.2033-2053, 1999. ,
Rates of convergence of some estimators in a class of deconvolution problems, Statistics & Probability Letters, vol.9, issue.3, pp.229-235, 1990. ,
DOI : 10.1016/0167-7152(90)90061-B
Inequalities for absolutely regular sequences: application to density estimation. Probab. Theory Related Fields, pp.467-492, 1997. ,
Least squares cross-validation for the kernel deconvolution density estimator, Comptes Rendus Mathematique, vol.334, issue.6, pp.334509-513, 2002. ,
DOI : 10.1016/S1631-073X(02)02291-4