P. Doukhan and O. Wintenberger, An invariance principle for weakly dependent stationary general model, 2007.

I. Gannaz and O. Wintenberger, Adaptive density estimation under weak dependence, ESAIM: Probability and Statistics, vol.14
DOI : 10.1051/ps:2008025
URL : https://hal.archives-ouvertes.fr/hal-00591694

P. Doukhan and O. Wintenberger, Weakly dependent chains with infinite memory, Stochastic Processes and their Applications, vol.118, issue.11
DOI : 10.1016/j.spa.2007.12.004
URL : https://hal.archives-ouvertes.fr/hal-00199890

J. M. Bardet and O. Wintenberger, Asymptotic normality of the Quasi Maximum Likelihood Estimator for multidimensional conditionally heteroscedastic processes' in preparation