The following pages link to Jean-François Coeurjolly (Q222110):
Displayed 47 items.
- Stein estimation of the intensity of a spatial homogeneous Poisson point process (Q303954) (← links)
- Variational approach for spatial point process intensity estimation (Q395994) (← links)
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- Covariance of empirical functionals for inhomogeneous spatial point processes when the intensity has a parametric form (Q466529) (← links)
- Median-based estimation of the intensity of a spatial point process (Q520559) (← links)
- Parametric estimation of pairwise Gibbs point processes with infinite range interaction (Q520700) (← links)
- Geodesic normal distribution on the circle (Q715500) (← links)
- Identification of multifractional Brownian motion (Q850716) (← links)
- Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662) (← links)
- Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption (Q951205) (← links)
- Intensity approximation for pairwise interaction Gibbs point processes using determinantal point processes (Q1616306) (← links)
- A concentration inequality for inhomogeneous Neyman-Scott point processes (Q1726911) (← links)
- Convex and non-convex regularization methods for spatial point processes intensity estimation (Q1746561) (← links)
- Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (Q1950323) (← links)
- Expectiles for subordinated Gaussian processes with applications (Q1950818) (← links)
- Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model (Q1952078) (← links)
- Monte Carlo integration of non-differentiable functions on \([0,1]^\iota\), \(\iota =1,\ldots, d\), using a single determinantal point pattern defined on \([0,1]^d\) (Q2074323) (← links)
- The median of a jittered Poisson distribution (Q2202035) (← links)
- Regularized estimation for highly multivariate log Gaussian Cox processes (Q2302515) (← links)
- Almost sure behavior of functionals of stationary Gibbs point processes (Q2343661) (← links)
- Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion (Q2407486) (← links)
- Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes (Q2426834) (← links)
- Fast Covariance Estimation for Innovations Computed from a Spatial Gibbs Point Process (Q2868860) (← links)
- Logistic regression for spatial Gibbs point processes (Q2874951) (← links)
- Attributable risk estimation for adjusted disability multistate models: Application to nosocomial infections (Q2919461) (← links)
- Palm Distributions for Log Gaussian Cox Processes (Q2965542) (← links)
- Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix (Q3391111) (← links)
- Identification of the Multivariate Fractional Brownian Motion (Q4573282) (← links)
- Basic properties of the Multivariate Fractional Brownian Motion (Q4981682) (← links)
- Residuals and Goodness-of-Fit Tests for Stationary Marked Gibbs Point Processes (Q5088217) (← links)
- Temporal dynamics of inter-limb coordination in ice climbing revealed through change-point analysis of the geodesic mean of circular data (Q5129115) (← links)
- Wavelet analysis of the multivariate fractional Brownian motion (Q5408486) (← links)
- Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters (Q5419687) (← links)
- Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths (Q5952141) (← links)
- A Tutorial on Palm Distributions for Spatial Point Processes (Q6064693) (← links)
- Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes (Q6073438) (← links)
- Information criteria for inhomogeneous spatial point processes (Q6075103) (← links)
- Adaptive Lasso and Dantzig selector for spatial point processes intensity estimation (Q6103217) (← links)
- Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion (Q6136585) (← links)
- Residuals and goodness-of-fit tests for stationary marked Gibbs point processes (Q6217491) (← links)
- Poisson intensity parameter estimation for stationary Gibbs point processes of finite interaction range (Q6236400) (← links)
- Towards optimal Takacs--Fiksel estimation (Q6268609) (← links)
- Standard and robust intensity parameter estimation for stationary determinantal point processes (Q6271814) (← links)
- Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix (Q6272110) (← links)
- Projections of determinantal point processes (Q6312132) (← links)
- Regularization techniques for inhomogeneous (spatial) point processes intensity and conditional intensity estimation (Q6437562) (← links)
- Maximum pseudo-likelihood estimator for nearest-neighbours Gibbs point processes (Q6476534) (← links)