| Publication | Date of Publication | Type |
|---|
A corrected likelihood approach for the nonlinear transformation model with application to fluorescence lifetime measurements using exponential mixtures
The International Journal of Biostatistics | 2024-11-27 | Paper |
New penalized criteria for smooth non-negative tensor factorization with missing entries
IEEE Transactions on Signal Processing | 2024-09-16 | Paper |
Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-cramér representations and applications
ESAIM: Probability and Statistics | 2024-02-20 | Paper |
General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
Electronic Journal of Statistics | 2021-08-09 | Paper |
Necessary and sufficient conditions for the identifiability of observation‐driven models
Journal of Time Series Analysis | 2021-06-30 | Paper |
| Hilbert valued fractionally integrated autoregressive moving average processes with long memory operators | 2020-10-09 | Paper |
Spectral estimation for non-linear long range dependent discrete time trawl processes
Electronic Journal of Statistics | 2020-09-14 | Paper |
Spectral estimation for non-linear long range dependent discrete time trawl processes
Electronic Journal of Statistics | 2020-09-14 | Paper |
New results on approximate Hilbert pairs of wavelet filters with common factors
Applied and Computational Harmonic Analysis | 2020-09-01 | Paper |
Posterior consistency for partially observed Markov models
Stochastic Processes and their Applications | 2020-01-24 | Paper |
| The $f$-Divergence Expectation Iteration Scheme | 2019-09-26 | Paper |
Time-frequency analysis of locally stationary Hawkes processes
Bernoulli | 2019-04-30 | Paper |
Time-frequency analysis of locally stationary Hawkes processes
Bernoulli | 2019-04-30 | Paper |
Linear Precoders for the Detection of a Gaussian Process in Wireless Sensors Networks
IEEE Transactions on Signal Processing | 2018-07-18 | Paper |
Inference of a Generalized Long Memory Process in the Wavelet Domain
IEEE Transactions on Signal Processing | 2018-07-18 | Paper |
Statistical Pileup Correction Method for HPGe Detectors
IEEE Transactions on Signal Processing | 2018-06-27 | Paper |
Error Exponents for Neyman-Pearson Detection of a Continuous-Time Gaussian Markov Process From Regular or Irregular Samples
IEEE Transactions on Information Theory | 2017-07-12 | Paper |
The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains
The Annals of Applied Probability | 2016-11-16 | Paper |
The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains
The Annals of Applied Probability | 2016-11-16 | Paper |
Estimators of long-memory: Fourier versus wavelets
Journal of Econometrics | 2016-07-18 | Paper |
Locally stationary Hawkes processes
Stochastic Processes and their Applications | 2016-04-20 | Paper |
Nonparametric estimation of the mixing density using polynomials
Mathematical Methods of Statistics | 2016-03-17 | Paper |
Nonparametric estimation of Mark's distribution of an exponential shot-noise process
Electronic Journal of Statistics | 2016-01-21 | Paper |
Nonparametric estimation of Mark's distribution of an exponential shot-noise process
Electronic Journal of Statistics | 2016-01-21 | Paper |
Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes
The Annals of Statistics | 2015-11-18 | Paper |
Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes
The Annals of Statistics | 2015-11-18 | Paper |
Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models
Lithuanian Mathematical Journal | 2015-10-22 | Paper |
Convergence to stable laws in the space \(\mathcal D\)
Journal of Applied Probability | 2015-05-29 | Paper |
Convergence to stable laws in the space \(\mathcal D\)
Journal of Applied Probability | 2015-05-29 | Paper |
Large scale reduction principle and application to hypothesis testing
Electronic Journal of Statistics | 2015-03-04 | Paper |
Large scale reduction principle and application to hypothesis testing
Electronic Journal of Statistics | 2015-03-04 | Paper |
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
Modelling bid and ask prices using constrained Hawkes processes: ergodicity and scaling limit
SIAM Journal on Financial Mathematics | 2015-01-20 | Paper |
Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders
Stochastic Processes and their Applications | 2014-08-28 | Paper |
High order chaotic limits of wavelet scalograms under long-range dependence
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2014-01-23 | Paper |
Function-indexed empirical processes based on an infinite source Poisson transmission stream
Bernoulli | 2012-08-09 | Paper |
Function-indexed empirical processes based on an infinite source Poisson transmission stream
Bernoulli | 2012-08-09 | Paper |
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory
Applied and Computational Harmonic Analysis | 2012-05-04 | Paper |
Weak convergence of the regularization path in penalized M-estimation
Scandinavian Journal of Statistics | 2011-11-26 | Paper |
Locally stationary long memory estimation
Stochastic Processes and their Applications | 2011-06-15 | Paper |
Asymptotic normality of wavelet estimators of the memory parameter for linear processes
Journal of Time Series Analysis | 2011-02-22 | Paper |
Information bounds and MCMC parameter estimation for the pile-up model
Journal of Statistical Planning and Inference | 2010-10-22 | Paper |
Frequency estimation based on the cumulated Lomb-Scargle periodogram
Journal of Time Series Analysis | 2010-04-22 | Paper |
Central limit theorems for arrays of decimated linear processes
Stochastic Processes and their Applications | 2009-09-17 | Paper |
Detection and localization of change-points in high-dimensional network traffic data
The Annals of Applied Statistics | 2009-07-29 | Paper |
Linear fractional stable sheets: Wavelet expansion and sample path properties
Stochastic Processes and their Applications | 2009-05-06 | Paper |
A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series
The Annals of Statistics | 2008-08-28 | Paper |
CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT
Fractals | 2008-07-02 | Paper |
On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
Journal of Time Series Analysis | 2008-06-18 | Paper |
On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
Journal of Time Series Analysis | 2008-06-18 | Paper |
On the existence of some ARCH\((\infty)\)processes
Stochastic Processes and their Applications | 2008-04-28 | Paper |
Modeling Occlusion and Scaling in Natural Images
Multiscale Modeling & Simulation | 2008-03-28 | Paper |
Estimation of the memory parameter of the infinite-source Poisson process
Bernoulli | 2008-01-09 | Paper |
Nonparametric inference of photon energy distribution from indirect measurement
Bernoulli | 2008-01-09 | Paper |
Joint continuity of the local times of linear fractional stable sheets
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2007-06-26 | Paper |
Local and asymptotic properties of linear fractional stable sheets
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2007-04-16 | Paper |
The dead leaves model: a general tessellation modeling occlusion
Advances in Applied Probability | 2006-06-19 | Paper |
Nonparametric estimation of mixing densities for discrete distributions
The Annals of Statistics | 2006-04-28 | Paper |
On recursive estimation for time varying autoregressive processes
The Annals of Statistics | 2006-03-23 | Paper |
New upper bounds of the Hausdorff dimensions of graphs of continuous functions
Mathematical Proceedings of the Cambridge Philosophical Society | 2004-05-18 | Paper |
Almost sure Hausdorff dimension of graphs of random wavelet series
The Journal of Fourier Analysis and Applications | 2003-12-16 | Paper |
| The dead leaves model : general results and limits at small scales | 2003-12-01 | Paper |
A Fourier formulation of the Frostman criterion for random graphs and its applications to wavelet series.
Applied and Computational Harmonic Analysis | 2003-05-27 | Paper |
Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates
Statistical Inference for Stochastic Processes | 2003-03-24 | Paper |
Hausdorff dimension of the graph of a continuous function: Deterministic upper bounds and almost sure lower bounds
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2002-06-18 | Paper |
