Denis Bosq

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Person:310614

Available identifiers

zbMath Open bosq.denisWikidataQ102117005 ScholiaQ102117005MaRDI QIDQ310614

List of research outcomes

PublicationDate of PublicationType
Piecewise Linear Continuous Estimators of the Quantile Function2023-01-24Paper
Detecting instants of jumps and estimating their intensity in the context of p derivatives with continuous or discrete data2021-10-28Paper
https://portal.mardi4nfdi.de/entity/Q33797722021-09-27Paper
https://portal.mardi4nfdi.de/entity/Q51526652021-09-24Paper
https://portal.mardi4nfdi.de/entity/Q33834062021-09-23Paper
https://portal.mardi4nfdi.de/entity/Q51134752020-06-11Paper
Polygonal smoothing of the empirical distribution function2018-08-10Paper
Asymptotic properties of a component-wise ARH(1) plug-in predictor2017-02-23Paper
https://portal.mardi4nfdi.de/entity/Q28343122016-11-28Paper
Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces2016-09-08Paper
Estimating jump intensity and detecting jump instants in the context of \(p\) derivatives2016-06-08Paper
Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes2016-04-15Paper
https://portal.mardi4nfdi.de/entity/Q52620642015-07-13Paper
Bayesian prediction for stochastic processes: theory and applications2015-06-30Paper
Estimating and Detecting Jumps. Applications to $$D\left[ 0,1\right $$-Valued Linear Processes]2015-06-24Paper
Models Associated with Extended Exponential Smoothing2015-04-29Paper
Exponential bounds for intensity of jumps2015-03-13Paper
Bayesian estimation in a high dimensional parameter framework2014-09-30Paper
Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes2014-01-13Paper
Mathematical Statistics and Stochastic Processes2013-11-19Paper
Comparing ARMA Processes with Roots of Modulus 1 and Polynomial Regression2012-10-29Paper
https://portal.mardi4nfdi.de/entity/Q28984962012-07-11Paper
Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process2011-04-08Paper
Tensorial products of functional ARMA processes2010-05-05Paper
https://portal.mardi4nfdi.de/entity/Q36452182009-11-16Paper
Tensorial products of functional ARMA processes2009-04-16Paper
A note on asymptotic parametric prediction2009-01-30Paper
Moving averages in Hilbert spaces2008-03-20Paper
https://portal.mardi4nfdi.de/entity/Q54388922008-02-08Paper
Inference and Prediction in Large Dimensions2007-11-01Paper
Sufficiency and efficiency in statistical prediction2007-03-15Paper
General linear processes in Hilbert spaces and prediction2007-02-14Paper
https://portal.mardi4nfdi.de/entity/Q54937862006-10-16Paper
https://portal.mardi4nfdi.de/entity/Q54626802005-08-03Paper
Estimation suroptimale de la densité par projection2005-07-05Paper
https://portal.mardi4nfdi.de/entity/Q46712092005-04-25Paper
Berry-Esseen inequality for linear processes in Hilbert spaces.2004-02-14Paper
Modelization and nonparametric estimation for dynamical systems with noise2004-02-03Paper
Linear functional processes and prediction.2003-09-15Paper
Estimation of mean and covariance operator of autoregressive processes in Banach spaces2003-03-10Paper
Local time and density estimation in continuous time2003-02-10Paper
Locally superoptimal and adaptive projection density estimators2002-06-12Paper
https://portal.mardi4nfdi.de/entity/Q27507872001-10-21Paper
A family of minimax rates for density estimators in continuous time2001-10-04Paper
https://portal.mardi4nfdi.de/entity/Q27367612001-09-11Paper
https://portal.mardi4nfdi.de/entity/Q49373922000-12-13Paper
Linear processes in function spaces. Theory and applications2000-10-08Paper
STATISTICAL ESTIMATION OF THE EMBEDDING DIMENSION OF A DYNAMICAL SYSTEM2000-08-09Paper
Représentation autorégressive de l'opérateur de covariance empirique d'un ARH(1). Applications2000-02-17Paper
Asymptotic normality for density kernel estimators in discrete and continuous time1999-11-29Paper
Estimation of an autoregressive semiparametric model with exogenous variables1999-08-23Paper
Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data1999-07-04Paper
Nonparametric estimation and prediction for continuous time processes1999-07-04Paper
https://portal.mardi4nfdi.de/entity/Q42548311999-06-29Paper
On the equivalence of the measures induced by banach valued gaussian autoregressive processes1999-06-01Paper
Accurate rates of density estimators for continuous-time processes1998-12-02Paper
Nonparametric statistics for stochastic processes. Estimation and prediction.1998-11-04Paper
Temps local et estimation sans biais de la densité en temps continu1998-06-18Paper
Parametric rates of nonparametric estimators and predictors for continuous time processes1998-04-29Paper
https://portal.mardi4nfdi.de/entity/Q31254061997-08-19Paper
Limit theorems for Banach-valued autoregressive processes. Applications to real continuous time processes1997-08-18Paper
Asymptotic estimation of a non-linear infinite filter. application to the estimation of volterra series1997-07-28Paper
A course in stochastic processes. Stochastic models and statistical inference1997-07-21Paper
Nonparametric statistics for stochastic processes1996-06-09Paper
Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system1996-03-11Paper
https://portal.mardi4nfdi.de/entity/Q48523381995-10-30Paper
Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data1995-06-18Paper
Bernstein-type large deviations inequalities for partial sums of strong mixing processes1995-02-28Paper
Asymptotic study of the density associated to a filter of infinite order1994-07-17Paper
https://portal.mardi4nfdi.de/entity/Q42891771994-07-14Paper
https://portal.mardi4nfdi.de/entity/Q42891361994-04-28Paper
https://portal.mardi4nfdi.de/entity/Q46951111993-09-20Paper
https://portal.mardi4nfdi.de/entity/Q52865841993-06-29Paper
Parametric estimation of a diffusion process with delays1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q39739131992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39739181992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q33616621991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34842321990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38174851989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42062671989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47332651989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30331311987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37714541986-01-01Paper
Nonparametric prediction of a Hilbert space valued random variable1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32236981984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33131261983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36589761983-01-01Paper
[https://portal.mardi4nfdi.de/wiki/Publication:4743507 Sur la pr�diction non param�trique de variables al�atoires et de mesures al�atoires]1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39158191981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38652971980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38785491979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39249931979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39288721979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39112181978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41740901978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41783391978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41213141977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41474501977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40850901976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41047311976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40844791975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40864821975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40544171974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40662981974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47767411973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56462361970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56462371970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56520641970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55766191969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55766201969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56115031969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55447761968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55451171968-01-01Paper

Research outcomes over time


Doctoral students

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