Vincent Monsan

Available identifiers

Publication	Date of Publication	Type
WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE	2023-08-15	Paper
Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time	2023-02-01	Paper
Asymptotic property of spectral density estimators of a continuous time process almost periodically correlated low dependent by Poisson	2022-04-19	Paper
Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations	2021-07-15	Paper
https://portal.mardi4nfdi.de/entity/Q3088445	2011-08-19	Paper
Discrete periodic sampling with jitter and almost periodically correlated processes	2008-03-11	Paper
Minimum distance estimator for a hyperbolic stochastic partial differentialequation	2001-01-07	Paper
Spectral density estimation for \(p\)-adic stationary processes	1998-11-15	Paper
https://portal.mardi4nfdi.de/entity/Q5691580	1997-07-14	Paper
RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES	1997-03-23	Paper
Poisson sampling for spectral estimation in periodically correlated processes	1994-11-08	Paper

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