Bruno Saussereau

Available identifiers

zbMath Open saussereau.brunoMaRDI QIDQ408079

List of research outcomes

Publication	Date of Publication	Type
Portmanteau test for a class of multivariate asymmetric power GARCH model	2023-08-22	Paper
Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms	2023-05-31	Paper
Estimation of multivariate asymmetric power GARCH models	2022-09-30	Paper
Portmanteau test for the asymmetric power GARCH model when the power is unknown	2022-07-05	Paper
A multi-strain epidemic model for COVID-19 with infected and asymptomatic cases: application to French data	2022-06-21	Paper
Estimating FARIMA models with uncorrelated but non-independent error terms	2021-11-11	Paper
Change-point detection, segmentation, and related topics	2020-07-27	Paper
Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations	2019-03-20	Paper
Estimation of multivariate asymmetric power GARCH models	2018-12-05	Paper
Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations	2018-10-02	Paper
Fractional Poisson process: long-range dependence and applications in ruin theory - Correction	2017-01-17	Paper
Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory	2014-10-15	Paper
Nonparametric inference for fractional diffusion	2014-05-05	Paper
A stability result for stochastic differential equations driven by fractional Brownian motions	2013-01-09	Paper
A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs	2012-11-09	Paper
Deviation probability bounds for fractional martingales and related remarks	2012-09-11	Paper
A new numerical scheme for the Zaka\"i equation	2012-08-30	Paper
Scalar conservation laws with fractional stochastic forcing: existence, uniqueness and invariant measure	2012-06-01	Paper
Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion	2012-03-29	Paper
Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion	2009-03-10	Paper
Time reversal for drifted fractional Brownian motion with Hurst index \(H > 1/2\)	2007-11-23	Paper
On the long-time behaviour of a class of parabolic SPDE's: monotonicity methods and exchange of stability	2006-03-09	Paper
A relative compactness criterion in Wiener-Sobolev spaces and application to semi-linear stochastic PDEs	2004-08-16	Paper
Approximation of the Snell Envelope and American Options Prices in dimension one	2002-06-11	Paper

Research outcomes over time

Doctoral students

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