Paul Doukhan

5.8k total citations · 3 hit papers
63 papers, 3.6k citations indexed

About

Paul Doukhan is a scholar working on Finance, Statistics and Probability and Artificial Intelligence. According to data from OpenAlex, Paul Doukhan has authored 63 papers receiving a total of 3.6k indexed citations (citations by other indexed papers that have themselves been cited), including 40 papers in Finance, 32 papers in Statistics and Probability and 21 papers in Artificial Intelligence. Recurrent topics in Paul Doukhan's work include Financial Risk and Volatility Modeling (33 papers), Statistical Methods and Inference (25 papers) and Bayesian Methods and Mixture Models (20 papers). Paul Doukhan is often cited by papers focused on Financial Risk and Volatility Modeling (33 papers), Statistical Methods and Inference (25 papers) and Bayesian Methods and Mixture Models (20 papers). Paul Doukhan collaborates with scholars based in France, Germany and Venezuela. Paul Doukhan's co-authors include Georges Oppenheim, Murad S. Taqqu, Sana Louhichi, Pascal Massart, Jérôme Dedecker, Gabriel Lang, Konstantinos Fokianos, Dag Tjøstheim, Michael H. Neumann and José R. León and has published in prestigious journals such as The Annals of Statistics, Probability Theory and Related Fields and Econometric Theory.

In The Last Decade

Paul Doukhan

58 papers receiving 3.4k citations

Hit Papers

Mixing: Properties and Examples 1994 2026 2004 2015 1994 2003 1994 250 500 750
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Mixing: Properties and Examples
    1994 888 citations Paul Doukhan CERN Document Server (European Organization for Nuclear Research) profile →
  2. Theory and applications of long-range dependence
    2003 756 citations Paul Doukhan, Georges Oppenheim et al. Birkhäuser eBooks profile →
  3. Mixing
    1994 469 citations Paul Doukhan profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Paul Doukhan France 21 1.9k 1.7k 868 800 561 63 3.6k
Wei Biao Wu United States 30 1.3k 0.7× 1.6k 0.9× 712 0.8× 516 0.6× 280 0.5× 158 3.2k
Miklós Csörgő Canada 26 1.4k 0.7× 1.9k 1.1× 340 0.4× 514 0.6× 681 1.2× 169 3.5k
Gennady Samorodnitsky United States 26 2.2k 1.1× 718 0.4× 1.2k 1.4× 405 0.5× 968 1.7× 192 4.6k
И. А. Ибрагимов Russia 27 1.4k 0.7× 1.9k 1.1× 427 0.5× 835 1.0× 1.5k 2.7× 136 4.7k
Tailen Hsing United States 22 1.0k 0.5× 1.1k 0.7× 417 0.5× 511 0.6× 333 0.6× 61 2.3k
R. Liptser Israel 19 1.8k 1.0× 618 0.4× 551 0.6× 426 0.5× 596 1.1× 81 3.5k
Ludger Rüschendorf Germany 34 1.6k 0.8× 1.2k 0.7× 809 0.9× 500 0.6× 525 0.9× 195 4.2k
Piotr Kokoszka United States 35 2.6k 1.3× 2.4k 1.4× 2.1k 2.4× 702 0.9× 146 0.3× 163 5.4k
Claudia Klüppelberg Germany 35 3.6k 1.9× 1.5k 0.9× 1.8k 2.0× 526 0.7× 867 1.5× 148 6.1k
R. M. Loynes United Kingdom 16 1.2k 0.6× 1.4k 0.8× 464 0.5× 525 0.7× 762 1.4× 61 3.9k

Countries citing papers authored by Paul Doukhan

Since Specialization
Citations

This map shows the geographic impact of Paul Doukhan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Paul Doukhan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Paul Doukhan more than expected).

Fields of papers citing papers by Paul Doukhan

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Paul Doukhan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Paul Doukhan. The network helps show where Paul Doukhan may publish in the future.

Co-authorship network of co-authors of Paul Doukhan

This figure shows the co-authorship network connecting the top 25 collaborators of Paul Doukhan. A scholar is included among the top collaborators of Paul Doukhan based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Paul Doukhan. Paul Doukhan is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Doukhan, Paul, et al.. (2023). Stationarity and ergodic properties for some observation-driven models in random environments. The Annals of Applied Probability. 33(6B). 2 indexed citations
2.
Bardet, Jean‐Marc, Paul Doukhan, & Olivier Wintenberger. (2022). Contrast estimation of time-varying infinite memory processes. Stochastic Processes and their Applications. 152. 32–85. 1 indexed citations
3.
Doukhan, Paul, et al.. (2020). Mixtures of Nonlinear Poisson Autoregressions. Journal of Time Series Analysis. 42(1). 107–135. 6 indexed citations
4.
Doukhan, Paul, et al.. (2018). Spectral estimation in the presence of missing data. Theory of Probability and Mathematical Statistics. 95. 59–79. 2 indexed citations
5.
Doukhan, Paul, Konstantinos Fokianos, & Xiaoyin Li. (2012). On weak dependence conditions: The case of discrete valued processes. Statistics & Probability Letters. 82(11). 1941–1948. 14 indexed citations
6.
Doukhan, Paul & Olivier Wintenberger. (2008). Weakly dependent chains with infinite memory. Stochastic Processes and their Applications. 118(11). 1997–2013. 69 indexed citations
7.
Doukhan, Paul, et al.. (2006). 0-1 laws for dependent images. Latin American Journal of Probability and Mathematical Statistics. 2. 157–175. 1 indexed citations
8.
Doukhan, Paul & Michael H. Neumann. (2006). Probability and moment inequalities for sums of weakly dependent random variables, with applications. Stochastic Processes and their Applications. 117(7). 878–903. 45 indexed citations
9.
Doukhan, Paul, et al.. (2006). A simple integer-valued bilinear time series model. Advances in Applied Probability. 38(2). 559–578. 30 indexed citations
10.
Doukhan, Paul, et al.. (2004). WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS. Econometric Theory. 20(6). 63 indexed citations
11.
Doukhan, Paul, Georges Oppenheim, & Murad S. Taqqu. (2003). Theory and applications of long-range dependence. Birkhäuser eBooks. 756 indexed citations breakdown →
12.
Dedecker, Jérôme & Paul Doukhan. (2003). A new covariance inequality and applications. Stochastic Processes and their Applications. 106(1). 63–80. 77 indexed citations
13.
Doukhan, Paul, et al.. (2003). Algorithmes stochastiques à bruit dépendant. Comptes Rendus Mathématique. 337(7). 473–476. 1 indexed citations
14.
Doukhan, Paul, et al.. (2000). A triangular central limit theorem under a new weak dependence condition. Statistics & Probability Letters. 47(1). 61–68. 33 indexed citations
15.
Doukhan, Paul, et al.. (1995). Invariance principles for absolutely regular empirical processes. French digital mathematics library (Numdam). 31(2). 393–427. 143 indexed citations
16.
Doukhan, Paul, Pascal Massart, & Emmanuel Rio. (1994). The functional central limit theorem for strongly mixing processes. French digital mathematics library (Numdam). 30(1). 63–82. 105 indexed citations
17.
Doukhan, Paul. (1994). Mixing: Properties and Examples. CERN Document Server (European Organization for Nuclear Research). 888 indexed citations breakdown →
18.
Doukhan, Paul, et al.. (1987). Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. Probability Theory and Related Fields. 76(1). 51–70. 7 indexed citations
19.
Doukhan, Paul, et al.. (1986). Une mesure de la déviation quadratique d'estimateurs non paramétriques. French digital mathematics library (Numdam). 22(1). 37–66. 1 indexed citations
20.
Doukhan, Paul, et al.. (1983). Estimation de la transition de probabilité d'une chaîne de Markov doëblin-récurrente. étude du cas du processus autorégressif général d'ordre 1. Stochastic Processes and their Applications. 15(3). 271–293. 32 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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