Alexandre Brouste

Available identifiers

zbMath Open brouste.alexandreMaRDI QIDQ438674

List of research outcomes

Publication	Date of Publication	Type
One-step closed-form estimator for generalized linear model with categorical explanatory variables	2023-11-17	Paper
Fast calibration of weak Farima models	2023-08-21	Paper
Fast and asymptotically efficient estimation in the Hawkes processes	2023-07-25	Paper
Confidence interval for the mean time to failure in semi-Markov models: an application to wind energy production	2022-02-23	Paper
Mathematical formulation of a dynamical system with dry friction subjected to external forces	2022-02-21	Paper
One-step estimation for the fractional Gaussian noise at high-frequency	2020-12-15	Paper
A generalized linear model approach to seasonal aspects of wind speed modeling	2020-10-28	Paper
Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise	2020-08-25	Paper
Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling	2020-07-28	Paper
Local asymptotic normality property for fractional Gaussian noise under high-frequency observations	2018-10-24	Paper
Efficient estimation of stable Lévy process with symmetric jumps	2018-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q2953967	2017-01-11	Paper
Confidence intervals for annual wind power production	2015-11-17	Paper
Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise	2015-03-13	Paper
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package	2015-02-27	Paper
CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS	2013-07-24	Paper
Kalman type filter under stationary noises	2013-01-21	Paper
Design for estimation of the drift parameter in fractional diffusion systems	2012-07-31	Paper
Fractional Diffusion with Partial Observations	2012-06-08	Paper
Asymptotic properties of MLE for partially observed fractional diffusion system	2011-02-15	Paper
Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises	2009-11-30	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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instance of	human

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