| Publication | Date of Publication | Type |
|---|
Winding number for stationary Gaussian processes using real variables
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-01-16 | Paper |
| The Hamilton Jacobi equation, the Feynman-Kac formula and the classical limit | 2024-01-10 | Paper |
A probabilistic point of view for the Kolmogorov hypoelliptic equations
ESAIM: Probability and Statistics | 2023-08-21 | Paper |
On the finiteness of the moments of the measure of level sets of random fields
Brazilian Journal of Probability and Statistics | 2023-06-05 | Paper |
| On the number of roots of Sturm-Liouville random sums | 2023-05-22 | Paper |
| On a general Kac-Rice formula for the measure of a level set | 2023-04-14 | Paper |
| Small time approximation in Wright-Fisher diffusion | 2022-12-21 | Paper |
| Large deviations and Wschebor's theorems | 2022-10-07 | Paper |
Central limit theorem for the volume of the zero set of Kostlan-Shub-Smale random polynomial systems
Journal of Complexity | 2022-06-17 | Paper |
| Kac-Rice formula: A contemporary overview of the main results and applications | 2022-05-18 | Paper |
Central limit theorem for the number of real roots of Kostlan Shub Smale random polynomial systems
American Journal of Mathematics | 2021-09-13 | Paper |
| On 3-dimensional Berry's model | 2021-03-26 | Paper |
On 3-dimensional Berry's model
(available as arXiv preprint) | 2021-03-26 | Paper |
Necessary and sufficient conditions for the finiteness of the second moment of the measure of level sets
Electronic Journal of Probability | 2020-09-29 | Paper |
Necessary and sufficient conditions for the finiteness of the second moment of the measure of level sets
Electronic Journal of Probability | 2020-09-29 | Paper |
Adaptive density estimation on bounded domains under mixing conditions
Electronic Journal of Statistics | 2020-06-11 | Paper |
| Fractional iterated Ornstein-Uhlenbeck processes | 2019-11-26 | Paper |
Asymptotic normality of high level-large time crossings of a Gaussian process
Stochastic Processes and their Applications | 2019-06-04 | Paper |
Conditions for the finiteness of the moments of the volume of level sets
Electronic Communications in Probability | 2019-05-16 | Paper |
Conditions for the finiteness of the moments of the volume of level sets
Electronic Communications in Probability | 2019-05-16 | Paper |
| Large deviations and Wschebor's theorems | 2019-04-02 | Paper |
Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data
ESAIM: Probability and Statistics | 2019-03-28 | Paper |
Hypoelliptic stochastic Fitzhugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate
The Annals of Applied Probability | 2018-11-07 | Paper |
Asymptotic variance of the number of real roots of random polynomial systems
Proceedings of the American Mathematical Society | 2018-10-23 | Paper |
| Application of satellite image to the implementation of two stochastic models for modeling the transport of chlorophyll-a on Lake Valencia (Venezuela) | 2017-11-24 | Paper |
An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition
Statistics | 2017-07-14 | Paper |
Invariant density estimation for a reflected diffusion using an Euler scheme
Monte Carlo Methods and Applications | 2017-06-12 | Paper |
A test of Gaussianity based on the Euler characteristic of excursion sets
Electronic Journal of Statistics | 2017-04-07 | Paper |
A central limit theorem for the Euler characteristic of a Gaussian excursion set
The Annals of Probability | 2017-01-13 | Paper |
Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term
The Annals of Applied Probability | 2016-08-23 | Paper |
Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term
The Annals of Applied Probability | 2016-08-23 | Paper |
CLT for the zeros of classical random trigonometric polynomials
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-06-27 | Paper |
CLT for the zeros of classical random trigonometric polynomials
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-06-27 | Paper |
| Local universality of the number of zeros of random trigonometric polynomials with continuous coefficients | 2015-12-17 | Paper |
Recursive estimation for stochastic damping Hamiltonian systems
Journal of Nonparametric Statistics | 2015-12-04 | Paper |
Variance estimator for fractional diffusions with variance and drift depending on time
Electronic Journal of Statistics | 2015-06-02 | Paper |
Difference based estimators and infill statistics
Statistical Inference for Stochastic Processes | 2015-03-31 | Paper |
Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion
Lecture Notes in Statistics | 2014-12-01 | Paper |
Parameterization of the extrapolations in the Kreĭn-Schwartz theorem and the entropy maximizer: the scalar case
Complex Analysis and Operator Theory | 2014-08-29 | Paper |
| scientific article; zbMATH DE number 6323308 (Why is no real title available?) | 2014-07-31 | Paper |
Cross-correlations and joint gaussianity in multivariate level crossing models
The Journal of Mathematical Neuroscience | 2014-07-14 | Paper |
Deviation of order \(p\) for estimators of the variance in first-order stochastic differential equation (SDE)
Statistics | 2014-03-14 | Paper |
Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density
Stochastic Processes and their Applications | 2014-02-07 | Paper |
CLT for crossings of random trigonometric polynomials
Electronic Journal of Probability | 2014-01-17 | Paper |
Rice formulas and Gaussian waves. II
Publicaciones Matemáticas del Uruguay | 2014-01-15 | Paper |
Level curves crossings and applications for Gaussian models
Extremes | 2011-11-27 | Paper |
Central limit theorems and quadratic variations in terms of spectral density
Electronic Journal of Probability | 2011-09-09 | Paper |
Rice formulae and Gaussian waves
Bernoulli | 2011-09-02 | Paper |
| Variance estimation with applications | 2011-03-09 | Paper |
A functional limit theorem for \(\eta \)-weakly dependent processes and its applications
Statistical Inference for Stochastic Processes | 2011-02-05 | Paper |
Level sets of random fields and applications: specular points and wave crests
International Journal of Stochastic Analysis | 2010-06-29 | 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 |
Estimation in models driven by fractional Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
Estimation in models driven by fractional Brownian motion
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
| Some applications of Rice formulas to waves | 2009-10-05 | Paper |
| scientific article; zbMATH DE number 5575859 (Why is no real title available?) | 2009-07-06 | Paper |
Weak dependence. With examples and applications.
Lecture Notes in Statistics | 2007-08-22 | Paper |
Estimating the Hurst parameter
Statistical Inference for Stochastic Processes | 2007-05-24 | Paper |
Central limit theorem for solutions of random initialized differential equations: a simple proof
Journal of Applied Mathematics and Stochastic Analysis | 2007-03-19 | Paper |
Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift
Stochastic Processes and their Applications | 2007-02-26 | Paper |
On the second moment of the number of crossings by a stationary Gaussian process
The Annals of Probability | 2006-11-08 | Paper |
Geometrical characteristics of Gaussian sea waves
Journal of Applied Probability | 2005-10-18 | Paper |
| scientific article; zbMATH DE number 2163515 (Why is no real title available?) | 2005-04-29 | Paper |
Asymptotics for theLp-deviation of the variance estimator under diffusion
ESAIM: Probability and Statistics | 2005-04-26 | Paper |
Asymptotics for theLp-deviation of the variance estimator under diffusion
ESAIM: Probability and Statistics | 2005-04-26 | Paper |
Convergence in fractional models and applications
Electronic Journal of Probability | 2005-03-08 | Paper |
Convergence in fractional models and applications
Electronic Journal of Probability | 2005-03-08 | Paper |
Stable Convergence of Certain Functionals of Diffusions Driven by fBm
Stochastic Analysis and Applications | 2005-01-20 | Paper |
Non-linear functionals of the Brownian bridge and some applications.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
Convergence of non-linear functionals of smoothed empirical processes and kernel density estimates
Statistics | 2004-03-08 | Paper |
Increments and crossings for the Brownian bridge: weak convergence
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2002-11-11 | Paper |
Study of the asymptotic behaviour of non-linear functionals for the empirical bridge via strong approximations
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2002-05-20 | Paper |
Central limit theorems for level functionals of stationary Gaussian processes and fields
Journal of Theoretical Probability | 2002-05-02 | Paper |
Level crossings and local time for regularized Gaussian processes
Probability and Mathematical Statistics | 2002-02-18 | Paper |
High-frequency approximation for the Helmholtz equation: A probabilistic approach
Reports on Mathematical Physics | 2002-02-12 | Paper |
The regression model and the nonlinear autoregressive process -- a survey
Acta Cientifica Venezolana | 2002-01-24 | Paper |
| scientific article; zbMATH DE number 1552205 (Why is no real title available?) | 2001-09-02 | Paper |
Estimating the diffusion coefficient for diffusions driven by fBm
Statistical Inference for Stochastic Processes | 2001-08-17 | Paper |
Central limit theorems for the number of maxima and an estimator of the second spectral moment of a stationary Gaussian process, with application to hydroscience
Extremes | 2001-07-11 | Paper |
Weak convergence of a nonlinear functional of a stationary Gaussian process. Application to the local time
Acta Mathematica Hungarica | 2001-06-12 | Paper |
Approximation of the Ornstein-Uhlenbeck local time by harmonic oscillators
Bernoulli | 2001-02-16 | Paper |
| scientific article; zbMATH DE number 1342035 (Why is no real title available?) | 2000-07-05 | Paper |
Weak convergence of the integrated number of level crossings to the local time for Wiener processes
Teoriya Veroyatnostei i ee Primeneniya | 1999-03-02 | Paper |
Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes
Stochastic Processes and their Applications | 1998-03-29 | Paper |
| scientific article; zbMATH DE number 1053613 (Why is no real title available?) | 1998-02-10 | Paper |
Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field
Acta Mathematica Hungarica | 1997-11-10 | Paper |
Franchissement et temps local pour l'oscillateur harmonique
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1997-11-10 | Paper |
Weak convergence of the integrated number of level crossings to the local time for Wiener processes
Teoriya Veroyatnostei i ee Primeneniya | 1997-01-01 | Paper |
| scientific article; zbMATH DE number 724717 (Why is no real title available?) | 1995-05-23 | Paper |
| scientific article; zbMATH DE number 681296 (Why is no real title available?) | 1995-05-15 | Paper |
| scientific article; zbMATH DE number 469192 (Why is no real title available?) | 1994-01-16 | Paper |
| scientific article; zbMATH DE number 55135 (Why is no real title available?) | 1992-09-26 | Paper |
| scientific article; zbMATH DE number 4215049 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4215064 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4151523 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4201271 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4188353 (Why is no real title available?) | 1989-01-01 | Paper |
Convergence en loi des H-variations d'un processus gaussien stationnaire sur \({\mathbb{R}}\). (Convergence in law of H-variations of a stationary Gaussian process)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1989-01-01 | Paper |
Convergence en loi des H-variations d'un processus gaussien stationnaire sur \({\mathbb{R}}\). (Convergence in law of H-variations of a stationary Gaussian process)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4121135 (Why is no real title available?) | 1989-01-01 | Paper |
Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables)
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4166456 (Why is no real title available?) | 1987-01-01 | Paper |
Une mesure de la déviation quadratique d'estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1986-01-01 | Paper |
Une mesure de la déviation quadratique d'estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4044512 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4142663 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3956118 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3982161 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3974051 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3888596 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3837183 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3837183 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3673252 (Why is no real title available?) | 1980-01-01 | Paper |
