Jean-François Coeurjolly

Available identifiers

zbMath Open coeurjolly.jean-francoisMaRDI QIDQ222110

List of research outcomes

Publication	Date of Publication	Type
A Tutorial on Palm Distributions for Spatial Point Processes	2023-11-10	Paper
Information criteria for inhomogeneous spatial point processes	2023-10-20	Paper
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2023-10-11	Paper
Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion	2023-08-31	Paper
Adaptive Lasso and Dantzig selector for spatial point processes intensity estimation	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	2022-07-11	Paper
Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix	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 \([0,1]^d\)]	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	2020-10-26	Paper
The median of a jittered Poisson distribution	2020-09-17	Paper
Regularized estimation for highly multivariate log Gaussian Cox processes	2020-02-26	Paper
A concentration inequality for inhomogeneous Neyman-Scott point processes	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	2018-11-01	Paper
Identification of the Multivariate Fractional Brownian Motion	2018-07-18	Paper
Convex and non-convex regularization methods for spatial point processes intensity estimation	2018-04-25	Paper
Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion	2017-10-06	Paper
Median-based estimation of the intensity of a spatial point process	2017-04-05	Paper
Parametric estimation of pairwise Gibbs point processes with infinite range interaction	2017-04-05	Paper
Palm Distributions for Log Gaussian Cox Processes	2017-03-03	Paper
Stein estimation of the intensity of a spatial homogeneous Poisson point process	2016-08-23	Paper
Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix	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	2015-05-06	Paper
Covariance of empirical functionals for inhomogeneous spatial point processes when the intensity has a parametric form	2014-10-27	Paper
Logistic regression for spatial Gibbs point processes	2014-08-13	Paper
Variational approach for spatial point process intensity estimation	2014-08-08	Paper
Basic properties of the Multivariate Fractional Brownian Motion	2014-06-24	Paper
Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters	2014-06-11	Paper
Wavelet analysis of the multivariate fractional Brownian motion	2014-04-10	Paper
Fast Covariance Estimation for Innovations Computed from a Spatial Gibbs Point Process	2013-12-19	Paper
Expectiles for subordinated Gaussian processes with applications	2013-05-28	Paper
Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model	2013-05-27	Paper
Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise	2013-05-13	Paper
Geodesic normal distribution on the circle	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	2012-10-02	Paper
Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size	2012-04-04	Paper
Residuals and goodness-of-fit tests for stationary marked Gibbs point processes	2010-02-03	Paper
Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption	2008-10-30	Paper
Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles	2008-07-01	Paper
Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes	2008-05-14	Paper
Identification of multifractional Brownian motion	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	2002-05-14	Paper

Research outcomes over time

Doctoral students

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