My work is centred on dependence of stochastic processes. The asymptotic properties of weak or strong dependence are central in my research work. I am very involved in the problem of modeling times series with specific properties.
I introduced several nonlinear models exhibiting distributional long range dependence and the monograph [2] is a main reference for long range dependence.
For the weakly dependent case, my monograph [1] is among the most cited reference for mixing and a (...)

1975-1979 Fellow at E.N.S. Saint-Cloud. 1976-1977 D.E.A. Statistics University Paris-Sud Orsay. 1977-1978 French competition for highshool professors in Mathematics, [option Probability, 11th/1000 competitors]. 1979-1980 Fellowship D.G.R.S.T. 1980 PhD : Processus autorégressifs non linéaires,
advisor : J. Bretagnolle, University Paris-Sud, Orsay. 1980-1981 Internship for professors in highshools [Academy of Versailles].
]. 1981-1982 Assistant Professor Rouen University 1982-1983 Researcher (...)

1980-1981 Internship in highschools, Versailles.
1980-1986 Preparation to the competition for highschool professors : Analysis, ENS Saint-Cloud.
1981-1982 Assistant professor at Rouen University : Classes in DEUG A.
1988-1989 Direction of the program of applied mathematics : Wuhan, China.
1990-1992 PhD course M.A.S.E. University Paris 9 : Stochastic Calculus.
1992-1993 PhD course, Bordeaux 1 University Functional Estimation.
1993 (...)

Recent Publications
Books
[Publications in refereed journals
>#journalarticles]
Colloquia, congresses and chapters in a book
Notes at Comptes Rendus Acad. Sc. Paris
In preparation
BOOKS
[1] Mixing : properties and examples ; Lecture Notes in Statistics 85, Springer-Verlag, 1994.
[2] Theory and Applications of Long-range Dependence, Paul Doukhan, Georges Oppenheim and Murad S. Taqqu editors (718 pages) Birkhaüser, Boston (2003).
[3] Course of Mathematical Analysis with Jean (...)