| Publication | Date of Publication | Type |
|---|
Stochastic maintenance for a large fleet of structures
Dynamic Games and Applications | 2026-03-30 | Paper |
Fast inference in copula models with categorical explanatory variables using the one-step procedure
Computational Statistics | 2026-02-25 | Paper |
Fast and asymptotically efficient estimation for t and log( t ) distributions
Communications in Statistics. Theory and Methods | 2026-02-09 | Paper |
One-step statistical estimation method for generalized linear models
Statistical Papers | 2025-10-22 | Paper |
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise
Journal of Statistical Planning and Inference | 2024-06-17 | Paper |
One-step closed-form estimator for generalized linear model with categorical explanatory variables
Statistics and Computing | 2023-11-17 | Paper |
Fast calibration of weak Farima models
ESAIM: Probability and Statistics | 2023-08-21 | Paper |
Fast and asymptotically efficient estimation in the Hawkes processes
Japanese Journal of Statistics and Data Science | 2023-07-25 | Paper |
Confidence interval for the mean time to failure in semi-Markov models: an application to wind energy production
Journal of Applied Statistics | 2022-02-23 | Paper |
Mathematical formulation of a dynamical system with dry friction subjected to external forces
Physica D | 2022-02-21 | Paper |
One-step estimation for the fractional Gaussian noise at high-frequency
ESAIM: Probability and Statistics | 2020-12-15 | Paper |
A generalized linear model approach to seasonal aspects of wind speed modeling
Journal of Applied Statistics | 2020-10-28 | Paper |
Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise
Statistical Inference for Stochastic Processes | 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
Computational Statistics | 2020-07-28 | Paper |
Local asymptotic normality property for fractional Gaussian noise under high-frequency observations
The Annals of Statistics | 2018-10-24 | Paper |
Local asymptotic normality property for fractional Gaussian noise under high-frequency observations
The Annals of Statistics | 2018-10-24 | Paper |
Efficient estimation of stable Lévy process with symmetric jumps
Statistical Inference for Stochastic Processes | 2018-08-10 | Paper |
| Statistical inference in financial and insurance mathematics with R | 2017-01-11 | Paper |
Confidence intervals for annual wind power production
ESAIM: Proceedings | 2015-11-17 | Paper |
Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise
Mathematical Methods of Statistics | 2015-03-13 | Paper |
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package
Computational Statistics | 2015-02-27 | Paper |
Controlled drift estimation in fractional diffusion linear systems
Stochastics and Dynamics | 2013-07-24 | Paper |
Kalman type filter under stationary noises
Systems & Control Letters | 2013-01-21 | Paper |
Design for estimation of the drift parameter in fractional diffusion systems
Statistical Inference for Stochastic Processes | 2012-07-31 | Paper |
Fractional diffusion with partial observations
Communications in Statistics. Theory and Methods | 2012-06-08 | Paper |
Asymptotic properties of MLE for partially observed fractional diffusion system
Statistical Inference for Stochastic Processes | 2011-02-15 | Paper |
Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises
Journal of Statistical Planning and Inference | 2009-11-30 | Paper |
