• Randal Douc, Olivier Cappé, Eric Moulines, and Christian P. Robert. On the convergence of the Monte Carlo maximum likelihood method for latent variable models. Scandinavian J. Statist., 29(4), 2002.
• Olivier Cappé, Eric Moulines, Jean-Christophe Pesquet, Athina Petropulu, and Xueshi Yang. Long-range dependence and heavy-tail modeling for teletraffic data. IEEE Signal Processing Mag., 19(3):14–27, May 2002. (DOI)
• Olivier Cappé. A Bayesian approach for simultaneous segmentation and classification of count data. IEEE Trans. Signal Process., 50(2):400–410, February 2002. (DOI)