| 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 |
