| 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 |
| Takacs-Fiksel method for stationary marked Gibbs point processes | 2012-09-21 | 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 |
| Exploring first and second-order spatio-temporal structures of lightning strike impacts in the French Alps using subsampling | N/A | Paper |
