Data driven smooth test of comparison for dependent sequences. - Paul Doukhan; Denys Pommeret; Laurence Reboul (J. Multivar. Anal., 2015)

Exponential inequalities for nonstationary Markov Chains. - Pierre Alquier; Paul Doukhan; Xiequan Fan (CoRR, 2018)

Absolute regularity of semi-contractive GARCH-type processes. - Paul Doukhan; Michael H. Neumann (J. Appl. Probab., 2019)

High-dimensional VAR with low-rank transition. - Pierre Alquier; Karine Bertin; Paul Doukhan; Rémy Garnier (Stat. Comput., 2020)

A Dynamic Taylor's law. - Victor de la Peña; Paul Doukhan; Yahia Salhi (J. Appl. Probab., 2022)