| Weakly dependent chains with infinite memory P Doukhan, O Wintenberger Stochastic Processes and their Applications 118 (11), 1997-2013, 2008 | 152 | 2008 |
| Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes JM Bardet, O Wintenberger Annals of Statistics 37 (5B), 2730-2759, 2009 | 142 | 2009 |
| Continuous invertibility and stable QML estimation of the EGARCH (1, 1) model O Wintenberger Scandinavian Journal of Statistics 40 (4), 846-867, 2013 | 107* | 2013 |
| GARCH models without positivity constraints: Exponential or log GARCH? C Francq, O Wintenberger, JM Zakoian Journal of Econometrics 177 (1), 34-46, 2013 | 106 | 2013 |
| A strongly quasiconvex PAC-Bayesian bound N Thiemann, C Igel, O Wintenberger, Y Seldin International Conference on Algorithmic Learning Theory, 466-492, 2017 | 105 | 2017 |
| Stable limits for sums of dependent infinite variance random variables K Bartkiewicz, A Jakubowski, T Mikosch, O Wintenberger Probability theory and related fields 150 (3), 337-372, 2011 | 100 | 2011 |
| Optimal learning with Bernstein online aggregation O Wintenberger Machine Learning 106, 119-141, 2017 | 88 | 2017 |
| Model selection for weakly dependent time series forecasting P Alquier, O Wintenberger Bernoulli 18 (3), 883-913, 2012 | 88 | 2012 |
| Feasible invertibility conditions and maximum likelihood estimation for observation-driven models F Blasques, P Gorgi, SJ Koopman, O Wintenberger Electronic Journal of Statistics 12 (1), 1019-1052, 2018 | 85 | 2018 |
| An invariance principle for weakly dependent stationary general models P Doukhan, O Wintenberger Probability and Mathematical Statistics 27, 45-73, 2007 | 70* | 2007 |
| Multiple breaks detection in general causal time series using penalized quasi-likelihood JM Bardet, W Kengne, O Wintenberger Electronic Journal of Statistics 6, 435-477, 2012 | 68* | 2012 |
| Prediction of time series by statistical learning: general losses and fast rates P Alquier, X Li, O Wintenberger Dependence Modeling 1 (2013), 65-93, 2013 | 58* | 2013 |
| Precise large deviations for dependent regularly varying sequences T Mikosch, O Wintenberger Probability Theory and Related Fields 156 (3), 851-887, 2013 | 56 | 2013 |
| A large deviations approach to limit theory for heavy-tailed time series T Mikosch, O Wintenberger Probability Theory and Related Fields 166, 233-269, 2016 | 51 | 2016 |
| The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains T Mikosch, O Wintenberger Probability Theory and Related Fields 159 (1), 157-196, 2014 | 51 | 2014 |
| Deviation inequalities for sums of weakly dependent time series O Wintenberger Electronic Communications in Probability 15, 489-503, 2010 | 35* | 2010 |
| Goodness-of-fit tests for Log-GARCH and EGARCH models C Francq, O Wintenberger, JM Zakoïan Test 27 (1), 27-51, 2018 | 27 | 2018 |
| Sparse regular variation N Meyer, O Wintenberger Advances in Applied Probability 53 (4), 1115-1148, 2021 | 26 | 2021 |
| The tail empirical process of regularly varying functions of geometrically ergodic Markov chains R Kulik, P Soulier, O Wintenberger Stochastic Processes and their Applications 129 (11), 4209-4238, 2019 | 25 | 2019 |
| Some Variations on the Extremal Index G Buriticá, N Meyer, T Mikosch, O Wintenberger Journal of Mathematical Sciences 273 (5), 687-704, 2023 | 19 | 2023 |
