| Publication | Date of Publication | Type |
|---|
An irregularly spaced ARMA(1,1) model and an application to contamination data
Statistics | 2025-01-20 | Paper |
Efficient and consistent model selection procedures for time series
Bernoulli | 2024-11-12 | Paper |
A criterion for estimating the largest linear homoscedastic zone in Gaussian data
Journal of Statistical Planning and Inference | 2024-11-12 | Paper |
Quasi-maximum likelihood estimation of long-memory linear processes
Statistical Inference for Stochastic Processes | 2024-11-09 | Paper |
Generalized Gaussian quasi-maximum likelihood estimation for most common time series
Communications in Statistics: Theory and Methods | 2024-02-23 | Paper |
A new estimator for LARCH processes
Journal of Time Series Analysis | 2024-01-11 | Paper |
| Quasi-Maximum Likelihood Estimation of long-memory linear processes | 2023-10-23 | Paper |
Laplace's method and BIC model selection for least absolute value criterion
Statistics & Probability Letters | 2023-06-20 | Paper |
Contrast estimation of time-varying infinite memory processes
Stochastic Processes and their Applications | 2022-08-29 | Paper |
Local correlation dimension of multidimensional stochastic process
Statistics & Probability Letters | 2022-01-24 | Paper |
| Efficient and Consistent Data-Driven Model Selection for Time Series | 2021-10-19 | Paper |
Data-driven semi-parametric detection of multiple changes in long-range dependent processes
Electronic Journal of Statistics | 2020-11-05 | Paper |
Data-driven semi-parametric detection of multiple changes in long-range dependent processes
Electronic Journal of Statistics | 2020-11-05 | Paper |
A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters
Journal of Applied Statistics | 2020-10-21 | Paper |
Change-point detection, segmentation, and related topics
ESAIM: Proceedings and Surveys | 2020-07-27 | Paper |
| Contrast estimation of general locally stationary processes using coupling | 2020-05-15 | Paper |
Consistent model selection criteria and goodness-of-fit test for common time series models
Electronic Journal of Statistics | 2020-05-13 | Paper |
Consistent model selection criteria and goodness-of-fit test for common time series models
Electronic Journal of Statistics | 2020-05-13 | Paper |
| Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion | 2019-07-11 | Paper |
Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity
Electronic Journal of Statistics | 2018-08-14 | Paper |
Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity
Electronic Journal of Statistics | 2018-08-14 | Paper |
Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics
Journal of Time Series Econometrics | 2018-02-07 | Paper |
A new non-parametric detector of univariate outliers for distributions with unbounded support
Extremes | 2018-01-31 | Paper |
Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes
Electronic Journal of Statistics | 2017-04-07 | Paper |
Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes
Electronic Journal of Statistics | 2017-04-07 | Paper |
A new non-parametric detector of univariate outliers for distributions with unbounded support
(available as arXiv preprint) | 2015-09-08 | Paper |
| scientific article; zbMATH DE number 6422172 (Why is no real title available?) | 2015-04-01 | Paper |
Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
Journal of Multivariate Analysis | 2014-09-08 | Paper |
Monitoring procedure for parameter change in causal time series
Journal of Multivariate Analysis | 2014-02-13 | Paper |
Multiple breaks detection in general causal time series using penalized quasi-likelihood
Electronic Journal of Statistics | 2013-05-28 | Paper |
Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes
Electronic Journal of Statistics | 2013-05-28 | Paper |
Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes
Electronic Journal of Statistics | 2013-05-28 | Paper |
Nonparametric estimation of the local Hurst function of multifractional Gaussian processes
Stochastic Processes and their Applications | 2013-03-06 | Paper |
Moment bounds and central limit theorems for Gaussian subordinated arrays
Journal of Multivariate Analysis | 2013-01-16 | Paper |
Measuring the roughness of random paths by increment ratios
Bernoulli | 2012-09-19 | Paper |
Measuring the roughness of random paths by increment ratios
Bernoulli | 2012-09-19 | Paper |
| Semiparametric stationarity tests based on adaptive multidimensional increment ratio statistics | 2012-07-10 | Paper |
An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic
Journal of Multivariate Analysis | 2012-03-13 | Paper |
A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times
Scandinavian Journal of Statistics | 2011-11-26 | Paper |
A functional limit theorem for \(\eta \)-weakly dependent processes and its applications
Statistical Inference for Stochastic Processes | 2011-02-05 | Paper |
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
Stochastic Processes and their Applications | 2010-11-25 | Paper |
| Detecting multiple change-points in general causal time series using penalized quasi-likelihood | 2010-07-31 | Paper |
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Journal of Time Series Analysis | 2010-04-22 | Paper |
Dependent Lindeberg central limit theorem and some applications
ESAIM: Probability and Statistics | 2010-03-15 | Paper |
Dependent Lindeberg central limit theorem and some applications
ESAIM: Probability and Statistics | 2010-03-15 | Paper |
Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
The Annals of Statistics | 2009-08-19 | Paper |
Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes
Bernoulli | 2009-03-02 | Paper |
Asymptotic Properties of the Detrended Fluctuation Analysis of Long-Range-Dependent Processes
IEEE Transactions on Information Theory | 2009-02-24 | Paper |
Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2008-08-06 | Paper |
DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
Fractals | 2008-07-02 | Paper |
| Estimation non-param\'etrique de la densit\'e spectrale d'un processus gaussien \'echantillonn\'e al\'eatoirement | 2008-02-11 | Paper |
Identification of the multiscale fractional Brownian motion with biomechanical applications
Journal of Time Series Analysis | 2007-12-16 | Paper |
| Detecting changes in the fluctuations of a Gaussian process and an application to heartbeat time series | 2007-12-07 | Paper |
Statistical study of the wavelet analysis of fractional Brownian motion
IEEE Transactions on Information Theory | 2005-05-11 | Paper |
Bivariate occupation measure dimension of multidimensional processes.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
| scientific article; zbMATH DE number 2134053 (Why is no real title available?) | 2005-02-15 | Paper |
| scientific article; zbMATH DE number 1944329 (Why is no real title available?) | 2004-03-08 | Paper |
| scientific article; zbMATH DE number 1944328 (Why is no real title available?) | 2003-11-09 | Paper |
On the tails of the distribution of the maximum of a smooth stationary Gaussian process
ESAIM: Probability and Statistics | 2002-09-30 | Paper |
On the tails of the distribution of the maximum of a smooth stationary Gaussian process
ESAIM: Probability and Statistics | 2002-09-30 | Paper |
Testing for the presence of self-similarity of Gaussian series having stationary increments
Journal of Time Series Analysis | 2001-09-23 | Paper |
Un test d'auto-similarité pour les processus gaussiens à accroissements stationnaires
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-04-27 | Paper |
Wavelet estimator of long-range dependent processes.
Statistical Inference for Stochastic Processes | 2000-01-01 | Paper |
Dimension de corrélation locale et dimension de Hausdorff des processus vectoriels continus
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1999-02-14 | Paper |
Recent advances on the semi-parametric estimation of the long-range dependence coefficient
ESAIM: Proceedings | 1999-01-27 | Paper |
