Anne Philippe

Available identifiers

zbMath Open philippe.anneMaRDI QIDQ254925

List of research outcomes

Publication	Date of Publication	Type
Explicit and combined estimators for parameters of stable distributions	2022-01-25	Paper
Innovative methods for modeling of scale invariant processes	2021-10-28	Paper
Random discretization of stationary continuous time processes	2021-06-28	Paper
Aggregation and long memory: recent developments	2021-06-02	Paper
Estimating Long Memory in Panel Random‐Coefficient AR(1) Data	2020-09-16	Paper
Sample covariances of random-coefficient AR(1) panel model	2019-11-26	Paper
Inference for continuous-time long memory randomly sampled processes	2019-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q5355312	2017-09-07	Paper
ABC shadow algorithm: a tool for statistical analysis of spatial patterns	2017-06-30	Paper
Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data	2016-12-15	Paper
Hypothesis testing for Markovian models with random time observations	2016-03-08	Paper
On particle filters applied to electricity load forecasting	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	2015-06-26	Paper
Statistical Estimation for a Class of Self‐Regulating Processes	2015-05-20	Paper
CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES	2014-12-10	Paper
Basic properties of the Multivariate Fractional Brownian Motion	2014-06-24	Paper
DETECTION OF NONCONSTANT LONG MEMORY PARAMETER	2014-06-20	Paper
Consistency of the posterior distribution and MLE for piecewise linear regression	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	2011-10-11	Paper
Marginal density estimation for linear processes with cyclical long memory	2011-07-26	Paper
On the peeling procedure applied to a Poisson point process	2010-11-26	Paper
A two-sample test for comparison of long memory parameters	2010-09-01	Paper
Asymptotic normality of the mixture density estimator in a disaggregation scheme	2010-06-18	Paper
Random sampling of long-memory stationary processes	2010-02-26	Paper
Covariance function of vector self-similar processes	2009-11-18	Paper
Bayesian analysis of autoregressive moving average processes with unknown orders	2009-04-06	Paper
Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory	2009-02-19	Paper
https://portal.mardi4nfdi.de/entity/Q3498017	2008-05-28	Paper
A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS	2007-04-23	Paper
Time series aggregation, disaggregation and long memory	2007-02-27	Paper
Almost periodically correlated processes with long memory	2007-01-09	Paper
Orthogonal series density estimation in a disaggregation scheme	2006-06-30	Paper
Invariance principle for a class of non stationary processes with long memory	2006-03-20	Paper
Numerical comparisons of approximations of geometric sums	2004-11-24	Paper
https://portal.mardi4nfdi.de/entity/Q4407624	2004-03-08	Paper
https://portal.mardi4nfdi.de/entity/Q4407623	2003-11-09	Paper
Non-informative priors in the case of Gaussian long-memory processes	2003-01-30	Paper
Identification of a locally self-similar Gaussian process by using convex rearrangements	2002-12-15	Paper
Optimal estimators for the importance sampling method	2000-07-10	Paper
Processing simulation output by riemann sums	1999-05-26	Paper
https://portal.mardi4nfdi.de/entity/Q3033312	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4775946	1973-01-01	Paper

Research outcomes over time

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