Concepedia

Bernard Bercu

BB

Statistics

Publications

26

Citations

989

H-Index

19

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 stochastic processes, probability theory, and mathematics.

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 · 116 citations

Natural Sciences, Mathematics, Probability Theory +14

Exponential inequalities for self-normalized martingales with applications

Bernard Bercu, Abderrahmen Touati · The Annals of Applied Probability · 2008 · 105 citations · Full text

Engineering, Economics, Probability Theory +8

A martingale approach for the elephant random walk

Bernard Bercu · Journal of Physics A Mathematical and Theoretical · 2017 · 98 citations · Full text

Engineering, Mathematics, Dynamical Systems +13

Sharp Large Deviations for the Ornstein--Uhlenbeck Process

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

Engineering, Mathematics, Probability Theory +16

Weighted Estimation and Tracking for ARMAX Models

Bernard Bercu · SIAM Journal on Control and Optimization · 1995 · 63 citations

Engineering, Mathematics, Optimization +15

1–5 of 26