Concepedia

Bernard Bercu

BB

Statistics

Publications

26

Citations

965

H-Index

18

Active since

1995

Affiliations

Institut de Mathématiques de Bordeaux(Current)

Université de Bordeaux

Université Paris-Sud

Université Toulouse III - Paul Sabatier

Institut national de recherche en sciences et technologies du numérique

Bernard Bercu is an author at Institut de Mathématiques de Bordeaux specializing in engineering, probability theory, and statistics.

Top concepts

EngineeringStatisticsProbabilityLarge DeviationsStochastic CalculusStochastic ProcessesEstimation TheoryStochastic AnalysisBusinessPhysics

Publications per year

1995–2022

26

Publications

26

Large deviations for quadratic forms of stationary Gaussian processes

Bernard Bercu, Fabrice Gamboa, Alain Rouault · Stochastic Processes and their Applications · 1997 · 114 citations

Large Deviations, Gaussian Process

Exponential inequalities for self-normalized martingales with applications

Bernard Bercu, Abderrahmen Touati · The Annals of Applied Probability · 2008 · 102 citations · Full text

Economics, Self-normalized Martingales, Engineering +13

A martingale approach for the elephant random walk

Bernard Bercu · Journal of Physics A Mathematical and Theoretical · 2017 · 95 citations · Full text

Sharp Large Deviations for the Ornstein--Uhlenbeck Process

Bernard Bercu, Alain Rouault · Theory of Probability and Its Applications · 2002 · 93 citations

Large Deviations, Engineering, Uhlenbeck Process +10

Weighted Estimation and Tracking for ARMAX Models

Bernard Bercu · SIAM Journal on Control and Optimization · 1995 · 62 citations

State Estimation, Armax Models, Nonlinear System Identification +14

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