Person:341616

Available identifiers

zbMath Open roueff.francoisMaRDI QIDQ341616

List of research outcomes

Publication	Date of Publication	Type
Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-cramér representations and applications	2024-02-20	Paper
General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator	2021-08-09	Paper
Necessary and sufficient conditions for the identifiability of observation‐driven models	2021-06-30	Paper
Hilbert valued fractionally integrated autoregressive moving average processes with long memory operators	2020-10-09	Paper
Spectral estimation for non-linear long range dependent discrete time trawl processes	2020-09-14	Paper
New results on approximate Hilbert pairs of wavelet filters with common factors	2020-09-01	Paper
Posterior consistency for partially observed Markov models	2020-01-24	Paper
The $f$-Divergence Expectation Iteration Scheme	2019-09-26	Paper
Time-frequency analysis of locally stationary Hawkes processes	2019-04-30	Paper
Linear Precoders for the Detection of a Gaussian Process in Wireless Sensors Networks	2018-07-18	Paper
Inference of a Generalized Long Memory Process in the Wavelet Domain	2018-07-18	Paper
Statistical Pileup Correction Method for HPGe Detectors	2018-06-27	Paper
Error Exponents for Neyman-Pearson Detection of a Continuous-Time Gaussian Markov Process From Regular or Irregular Samples	2017-07-12	Paper
The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains	2016-11-16	Paper
Estimators of long-memory: Fourier versus wavelets	2016-07-18	Paper
Locally stationary Hawkes processes	2016-04-20	Paper
Nonparametric estimation of the mixing density using polynomials	2016-03-17	Paper
Nonparametric estimation of Mark's distribution of an exponential shot-noise process	2016-01-21	Paper
Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes	2015-11-18	Paper
Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models	2015-10-22	Paper
Convergence to Stable Laws in the SpaceD	2015-05-29	Paper
Large scale reduction principle and application to hypothesis testing	2015-03-04	Paper
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes	2015-02-17	Paper
Modelling Bid and Ask Prices Using Constrained Hawkes Processes: Ergodicity and Scaling Limit	2015-01-20	Paper
Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders	2014-08-28	Paper
High order chaotic limits of wavelet scalograms under long--range dependence	2014-01-23	Paper
Function-indexed empirical processes based on an infinite source Poisson transmission stream	2012-08-09	Paper
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory	2012-05-04	Paper
Weak Convergence of the Regularization Path in Penalized M-Estimation	2011-11-26	Paper
Locally stationary long memory estimation	2011-06-15	Paper
Asymptotic normality of wavelet estimators of the memory parameter for linear processes	2011-02-22	Paper
Information bounds and MCMC parameter estimation for the pile-up model	2010-10-22	Paper
Frequency estimation based on the cumulated Lomb-Scargle periodogram	2010-04-22	Paper
Central limit theorems for arrays of decimated linear processes	2009-09-17	Paper
Detection and localization of change-points in high-dimensional network traffic data	2009-07-29	Paper
Linear fractional stable sheets: Wavelet expansion and sample path properties	2009-05-06	Paper
A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series	2008-08-28	Paper
CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT	2008-07-02	Paper
On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter	2008-06-18	Paper
On the existence of some ARCH\((\infty)\)processes	2008-04-28	Paper
Modeling Occlusion and Scaling in Natural Images	2008-03-28	Paper
Nonparametric inference of photon energy distribution from indirect measurement	2008-01-09	Paper
Estimation of the memory parameter of the infinite-source Poisson process	2008-01-09	Paper
Joint continuity of the local times of linear fractional stable sheets	2007-06-26	Paper
Local and asymptotic properties of linear fractional stable sheets	2007-04-16	Paper
The dead leaves model: a general tessellation modeling occlusion	2006-06-19	Paper
Nonparametric estimation of mixing densities for discrete distributions	2006-04-28	Paper
On recursive estimation for time varying autoregressive processes	2006-03-23	Paper
New upper bounds of the Hausdorff dimensions of graphs of continuous functions	2004-05-18	Paper
Almost sure Hausdorff dimension of graphs of random wavelet series	2003-12-16	Paper
The dead leaves model : general results and limits at small scales	2003-12-01	Paper
A Fourier formulation of the Frostman criterion for random graphs and its applications to wavelet series.	2003-05-27	Paper
Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates	2003-03-24	Paper
Dimension de Hausdorff du graphe d'une fonction continue : nouvelles majorations déterministes et minorations presque sûres	2002-06-18	Paper
Hilbert valued fractionally integrated autoregressive moving average processes with long memory operators	0001-01-03	Paper

Research outcomes over time

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This page was built for person: François Roueff