| Publication | Date of Publication | Type |
|---|
Time changes and stationarity issues for extended scalar autoregressive models
Journal of Statistical Planning and Inference | 2024-03-14 | Paper |
Nonstationary space–time covariance functions induced by dynamical systems
Scandinavian Journal of Statistics | 2023-01-05 | Paper |
Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes
Journal of Time Series Analysis | 2020-09-16 | Paper |
Reduction problems and deformation approaches to nonstationary covariance functions over spheres
Electronic Journal of Statistics | 2020-05-13 | Paper |
Anisotropy models for spatial data
Mathematical Geosciences | 2018-10-10 | Paper |
Modelling of codling moth damage as a function of adult monitoring, crop protection and other orchard characteristics
Journal of Agricultural, Biological and Environmental Statistics | 2015-06-16 | Paper |
An Automated MCEM Algorithm for Hierarchical Models with Multivariate and Multitype Response Variables
Communications in Statistics: Theory and Methods | 2014-11-26 | Paper |
Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains.
Stochastic Processes and their Applications | 2004-09-07 | Paper |
| scientific article; zbMATH DE number 2098694 (Why is no real title available?) | 2004-09-07 | Paper |
Semigroup stationary processes and spectral representation
Bernoulli | 2004-06-10 | Paper |
Assessing goodness of fit of spatially inhomogeneous Poisson processes
Biometrika | 2002-03-20 | Paper |
An implicitization algorithm for rational surfaces with no base points
Journal of Symbolic Computation | 2002-03-07 | Paper |
Weak homogenization of point processes by space deformations
Advances in Applied Probability | 2001-07-26 | Paper |
Nonparametric identification of controlled nonlinear time varying processes
SIAM Journal on Control and Optimization | 2001-06-21 | Paper |
Reducing non-stationary random fields to stationarity and isotropy using a space deformation
Statistics & Probability Letters | 2000-12-18 | Paper |
Reducing non-stationary stochastic processes to stationarity by a time deformation
Statistics & Probability Letters | 2000-07-02 | Paper |
| scientific article; zbMATH DE number 972665 (Why is no real title available?) | 1997-01-29 | Paper |
Statistique asymptotique presque-sûre de modèles statistiques convexes. (Almost sure asymptotic statistics for convex models)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-25 | Paper |
Statistique asymptotique presque-sûre de modèles statistiques convexes. (Almost sure asymptotic statistics for convex models)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-25 | Paper |
Propriétés asymptotiques presque sûres de l'estimateur des moindres carrés d'un modèle autorégressif vectoriel. (Almost sure asymptotic properties of the least squares estimators in a vectorial autoregressive model)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-25 | Paper |
Propriétés asymptotiques presque sûres de l'estimateur des moindres carrés d'un modèle autorégressif vectoriel. (Almost sure asymptotic properties of the least squares estimators in a vectorial autoregressive model)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-25 | Paper |
Problème d'identification dans le modèle de Cox. (Identification problem for the Cox's model)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-25 | Paper |
Problème d'identification dans le modèle de Cox. (Identification problem for the Cox's model)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-25 | Paper |
Sur la loi des grands nombres pour les martingales vectorielles et l'estimateur des moindres carrés d'un modèle de régression. (On the law of large numbers for vectorial martingales and least square estimators of a regression model)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1990-01-01 | Paper |
Sur la loi des grands nombres pour les martingales vectorielles et l'estimateur des moindres carrés d'un modèle de régression. (On the law of large numbers for vectorial martingales and least square estimators of a regression model)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1990-01-01 | Paper |
