| Publication | Date of Publication | Type |
|---|
Exploring first and second-order spatio-temporal structures of lightning strike impacts in the French alps using heavy subsampling
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2025-10-10 | Paper |
Regularization techniques for inhomogeneous (spatial) point processes intensity and conditional intensity estimation
European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys | 2025-07-14 | Paper |
A Tutorial on Palm Distributions for Spatial Point Processes
International Statistical Review | 2023-11-10 | Paper |
Information criteria for inhomogeneous spatial point processes
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2023-10-20 | Paper |
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes
Scandinavian Journal of Statistics | 2023-10-11 | Paper |
Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion
The Annals of Statistics | 2023-08-31 | Paper |
Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion
The Annals of Statistics | 2023-08-31 | Paper |
Adaptive Lasso and Dantzig selector for spatial point processes intensity estimation
Bernoulli | 2023-06-02 | Paper |
Adaptive Lasso and Dantzig selector for spatial point processes intensity estimation
Bernoulli | 2023-06-02 | Paper |
| Regularization techniques for inhomogeneous (spatial) point processes intensity and conditional intensity estimation | 2023-05-22 | Paper |
Residuals and Goodness-of-Fit Tests for Stationary Marked Gibbs Point Processes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
Monte Carlo integration of non-differentiable functions on \([0,1]^\iota\), \(\iota =1,\ldots, d\), using a single determinantal point pattern defined on \([0,1]^d\)
Electronic Journal of Statistics | 2022-02-09 | Paper |
Monte Carlo integration of non-differentiable functions on \([0,1]^\iota\), \(\iota =1,\ldots, d\), using a single determinantal point pattern defined on \([0,1]^d\)
Electronic Journal of Statistics | 2022-02-09 | Paper |
Temporal dynamics of inter-limb coordination in ice climbing revealed through change-point analysis of the geodesic mean of circular data
Journal of Applied Statistics | 2020-10-26 | Paper |
The median of a jittered Poisson distribution
Metrika | 2020-09-17 | Paper |
Regularized estimation for highly multivariate log Gaussian Cox processes
Statistics and Computing | 2020-02-26 | Paper |
A concentration inequality for inhomogeneous Neyman-Scott point processes
Statistics & Probability Letters | 2019-02-20 | Paper |
| Projections of determinantal point processes | 2019-01-07 | Paper |
Intensity approximation for pairwise interaction Gibbs point processes using determinantal point processes
Electronic Journal of Statistics | 2018-11-01 | Paper |
Intensity approximation for pairwise interaction Gibbs point processes using determinantal point processes
Electronic Journal of Statistics | 2018-11-01 | Paper |
Identification of the Multivariate Fractional Brownian Motion
IEEE Transactions on Signal Processing | 2018-07-18 | Paper |
Convex and non-convex regularization methods for spatial point processes intensity estimation
Electronic Journal of Statistics | 2018-04-25 | Paper |
Convex and non-convex regularization methods for spatial point processes intensity estimation
Electronic Journal of Statistics | 2018-04-25 | Paper |
Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion
Statistics & Probability Letters | 2017-10-06 | Paper |
Median-based estimation of the intensity of a spatial point process
Annals of the Institute of Statistical Mathematics | 2017-04-05 | Paper |
Parametric estimation of pairwise Gibbs point processes with infinite range interaction
Bernoulli | 2017-04-05 | Paper |
Parametric estimation of pairwise Gibbs point processes with infinite range interaction
Bernoulli | 2017-04-05 | Paper |
Palm distributions for log Gaussian Cox processes
Scandinavian Journal of Statistics | 2017-03-03 | Paper |
Stein estimation of the intensity of a spatial homogeneous Poisson point process
The Annals of Applied Probability | 2016-08-23 | Paper |
Stein estimation of the intensity of a spatial homogeneous Poisson point process
The Annals of Applied Probability | 2016-08-23 | Paper |
Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix
(available as arXiv preprint) | 2016-04-01 | Paper |
| Standard and robust intensity parameter estimation for stationary determinantal point processes | 2016-03-24 | Paper |
| Towards optimal Takacs--Fiksel estimation | 2015-12-21 | Paper |
Almost sure behavior of functionals of stationary Gibbs point processes
Statistics & Probability Letters | 2015-05-06 | Paper |
Covariance of empirical functionals for inhomogeneous spatial point processes when the intensity has a parametric form
Journal of Statistical Planning and Inference | 2014-10-27 | Paper |
Logistic regression for spatial Gibbs point processes
Biometrika | 2014-08-13 | Paper |
Variational approach for spatial point process intensity estimation
Bernoulli | 2014-08-08 | Paper |
Variational approach for spatial point process intensity estimation
Bernoulli | 2014-08-08 | Paper |
Basic properties of the Multivariate Fractional Brownian Motion
(available as arXiv preprint) | 2014-06-24 | Paper |
Variance estimation for fractional Brownian motions with fixed Hurst parameters
Communications in Statistics: Theory and Methods | 2014-06-11 | Paper |
Wavelet analysis of the multivariate fractional Brownian motion
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
Fast covariance estimation for innovations computed from a spatial Gibbs point process
Scandinavian Journal of Statistics | 2013-12-19 | Paper |
Expectiles for subordinated Gaussian processes with applications
Electronic Journal of Statistics | 2013-05-28 | Paper |
Expectiles for subordinated Gaussian processes with applications
Electronic Journal of Statistics | 2013-05-28 | Paper |
Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model
Electronic Journal of Statistics | 2013-05-27 | Paper |
Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model
Electronic Journal of Statistics | 2013-05-27 | Paper |
Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise
Statistics Surveys | 2013-05-13 | Paper |
Geodesic normal distribution on the circle
Metrika | 2012-10-29 | Paper |
| Poisson intensity parameter estimation for stationary Gibbs point processes of finite interaction range | 2012-10-16 | Paper |
Attributable risk estimation for adjusted disability multistate models: application to nosocomial infections
Biometrical Journal | 2012-10-02 | Paper |
Takacs-Fiksel method for stationary marked Gibbs point processes
Scandinavian Journal of Statistics | 2012-09-21 | Paper |
Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
Statistical Inference for Stochastic Processes | 2012-04-04 | Paper |
Residuals and goodness-of-fit tests for stationary marked Gibbs point processes
(available as arXiv preprint) | 2010-02-03 | Paper |
Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption
Statistics & Probability Letters | 2008-10-30 | Paper |
Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
The Annals of Statistics | 2008-07-01 | Paper |
Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes
Electronic Journal of Statistics | 2008-05-14 | Paper |
Identification of multifractional Brownian motion
Bernoulli | 2006-11-06 | Paper |
Identification of multifractional Brownian motion
Bernoulli | 2006-11-06 | Paper |
| Maximum pseudo-likelihood estimator for nearest-neighbours Gibbs point processes | 2006-01-04 | Paper |
Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
Statistical Inference for Stochastic Processes | 2002-05-14 | Paper |
Exploring first and second-order spatio-temporal structures of lightning strike impacts in the French Alps using subsampling
(available as arXiv preprint) | N/A | Paper |
