Assistant Professor

ENSAI - Campus de Ker-Lann
Rue Blaise Pascal - BP 37203
35712 BRUZ cedex

Tél. : +33 (0)2 99 05 32 76
Fax : +33 (0)2 99 05 32 05
  • Research
  • Teaching


Truquet, L (2017) Efficient semiparametric estimation in time-varying regression models.PDF

Truquet, L. (2017) A perturbation analysis of some Markov chains models with time-varying parameters. PDF

Truquet, L. (2017) Root n consistent estimation of the marginal density in some stationary time series. PDF

Truquet, L. (2017) Local stationarity and time inhomogeneous Markov chains.PDF




Cadre, B., Massiot, G., Truquet, L. (2017) A nonparametric test for Cox processes.Journal of Statistical Planning and Inference. Vol. 184, pp. 48-61.PDF

Truquet, L. (2016) Parameter stability and semiparametric inference in time-varying ARCH models. Journal of Royal Statistical Society, Series B. DOI: 10.1111/rssb.12221 PDF

Cadre, B., Truquet, L. (2015) Nonparametric regression estimation onto a Poisson point process covariate. ESAIM: PS, Vol. 19, pp. 251-267.

Truquet, L. (2014) On a family of contrasts for parametric inference in degenerate ARCH models. Econometric Theory, Vol. 30, Issue 6, pp. 1165-1206.

Truquet, L., Yao, Y.-F. (2012) On the quasi-likelihood estimation for random coefficient autoregressions. Statistics, Vol. 46, Issue 4, pp. 505-521.

Truquet, L. (2011) On a nonparametric resampling scheme for Markov random fields. Electron. J. Stat., Vol. 5, pp. 1503–1536.

Kachour, M., Truquet, L. (2011) A p-Order signed integer-valued autoregressive (SINAR(p)) model. Journal of Time Series Analysis, Vol. 32, Issue 3, pp. 223-236.

Truquet, L. (2010) A moment inequality of the Marcinkiewicz_Zygmund type for some weakly dependent random fields. Statistics and Probability Letters, Vol. 80, pp. 1673-1679.

Doukhan, P., Mayo, N., Truquet, L. (2009) Weak dependence, models and some applications. Metrika, Vol. 69, Numbers 2-3.

Doukhan, P., Truquet, L. (2007) A fixed point approach to model random fields. Alea, Vol. 3, pp. 111–132.







2014/2015 Introduction to time series. PDF.

2014/2015 Statistics and Markov models. PDF.

2013/2014 Martingales and Levy Processes. PDF.