Anne Philippe

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A noncentral limit theorem for the empirical process of linear sequences with seasonal long memory Mathematical Methods of Statistics	2026-01-26	Paper
A frequency-domain test for long range dependence Statistical Inference for Stochastic Processes	2026-01-21	Paper
Asymptotics for irregularly observed long memory processes Stochastic Processes and their Applications	2025-05-06	Paper
Inference for continuous-time long memory randomly sampled processes Statistical Papers	2024-07-30	Paper
Explicit and combined estimators for parameters of stable distributions Statistics	2022-01-25	Paper
Innovative methods for modeling of scale invariant processes Communications in Statistics: Theory and Methods	2021-10-28	Paper
Random discretization of stationary continuous time processes Metrika	2021-06-28	Paper
Aggregation and long memory: recent developments (available as arXiv preprint)	2021-06-02	Paper
Estimating long memory in panel random-coefficient AR(1) data Journal of Time Series Analysis	2020-09-16	Paper
Sample covariances of random-coefficient AR(1) panel model Electronic Journal of Statistics	2019-11-26	Paper
Sample covariances of random-coefficient AR(1) panel model Electronic Journal of Statistics	2019-11-26	Paper
Inference for continuous-time long memory randomly sampled processes	2019-08-19	Paper
Hierarchical Bayesian modeling for combining dates in archeological context	2017-09-07	Paper
ABC shadow algorithm: a tool for statistical analysis of spatial patterns Statistics and Computing	2017-06-30	Paper
Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data Journal of Multivariate Analysis	2016-12-15	Paper
Hypothesis testing for Markovian models with random time observations Journal of Statistical Planning and Inference	2016-03-08	Paper
On particle filters applied to electricity load forecasting	2015-07-13	Paper
On particle filters applied to electricity load forecasting (available as arXiv preprint)	2015-07-13	Paper
Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting Test	2015-06-26	Paper
Statistical estimation for a class of self-regulating processes Scandinavian Journal of Statistics	2015-05-20	Paper
Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes Journal of Time Series Analysis	2014-12-10	Paper
Basic properties of the Multivariate Fractional Brownian Motion (available as arXiv preprint)	2014-06-24	Paper
DETECTION OF NONCONSTANT LONG MEMORY PARAMETER Econometric Theory	2014-06-20	Paper
Consistency of the posterior distribution and MLE for piecewise linear regression Electronic Journal of Statistics	2013-05-28	Paper
Consistency of the posterior distribution and MLE for piecewise linear regression Electronic Journal of Statistics	2013-05-28	Paper
Estimation of Scale and Hurst Parameters of Semi-Selfsimilar Processes	2012-07-10	Paper
Some convergence results on quadratic forms for random fields and application to empirical covariances Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2011-10-11	Paper
Marginal density estimation for linear processes with cyclical long memory Statistics & Probability Letters	2011-07-26	Paper
On the peeling procedure applied to a Poisson point process Advances in Applied Probability	2010-11-26	Paper
A two-sample test for comparison of long memory parameters Journal of Multivariate Analysis	2010-09-01	Paper
Asymptotic normality of the mixture density estimator in a disaggregation scheme Journal of Nonparametric Statistics	2010-06-18	Paper
Random sampling of long-memory stationary processes Journal of Statistical Planning and Inference	2010-02-26	Paper
Covariance function of vector self-similar processes Statistics & Probability Letters	2009-11-18	Paper
Bayesian analysis of autoregressive moving average processes with unknown orders Computational Statistics and Data Analysis	2009-04-06	Paper
Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory Theory of Probability & Its Applications	2009-02-19	Paper
scientific article; zbMATH DE number 5280105 (Why is no real title available?)	2008-05-28	Paper
A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS Econometric Theory	2007-04-23	Paper
Time series aggregation, disaggregation and long memory	2007-02-27	Paper
Almost periodically correlated processes with long memory Lecture Notes in Statistics	2007-01-09	Paper
Orthogonal series density estimation in a disaggregation scheme Journal of Statistical Planning and Inference	2006-06-30	Paper
Invariance principle for a class of non stationary processes with long memory Comptes Rendus. Mathématique. Académie des Sciences, Paris	2006-03-20	Paper
Numerical comparisons of approximations of geometric sums Applied Stochastic Models in Business and Industry	2004-11-24	Paper
scientific article; zbMATH DE number 1944329 (Why is no real title available?)	2004-03-08	Paper
scientific article; zbMATH DE number 1944328 (Why is no real title available?)	2003-11-09	Paper
Non-informative priors in the case of Gaussian long-memory processes Bernoulli	2003-01-30	Paper
Identification of a locally self-similar Gaussian process by using convex rearrangements Methodology and Computing in Applied Probability	2002-12-15	Paper
Optimal estimators for the importance sampling method Communications in Statistics. Simulation and Computation	2000-07-10	Paper
Processing simulation output by riemann sums Journal of Statistical Computation and Simulation	1999-05-26	Paper
scientific article; zbMATH DE number 4131647 (Why is no real title available?)	1989-01-01	Paper
scientific article; zbMATH DE number 3451969 (Why is no real title available?)	1973-01-01	Paper

Research outcomes over time

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