The following pages link to François Roueff (Q341616):
Displaying 50 items.
- (Q258035) (redirect page) (← links)
- Nonparametric estimation of the mixing density using polynomials (Q258036) (← links)
- Locally stationary Hawkes processes (Q271846) (← links)
- The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains (Q341618) (← links)
- Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
- Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory (Q412400) (← links)
- Function-indexed empirical processes based on an infinite source Poisson transmission stream (Q442075) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- Information bounds and MCMC parameter estimation for the pile-up model (Q710745) (← links)
- Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
- On recursive estimation for time varying autoregressive processes (Q817986) (← links)
- Central limit theorems for arrays of decimated linear processes (Q841489) (← links)
- Local and asymptotic properties of linear fractional stable sheets (Q876108) (← links)
- Joint continuity of the local times of linear fractional stable sheets (Q886279) (← links)
- Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes (Q892242) (← links)
- Nonparametric estimation of Mark's distribution of an exponential shot-noise process (Q906306) (← links)
- A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668) (← links)
- Linear fractional stable sheets: Wavelet expansion and sample path properties (Q1016610) (← links)
- Almost sure Hausdorff dimension of graphs of random wavelet series (Q1416659) (← links)
- Time-frequency analysis of locally stationary Hawkes processes (Q1740528) (← links)
- Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates (Q1857367) (← links)
- A Fourier formulation of the Frostman criterion for random graphs and its applications to wavelet series. (Q1873790) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- New results on approximate Hilbert pairs of wavelet filters with common factors (Q2197958) (← links)
- Spectral estimation for non-linear long range dependent discrete time trawl processes (Q2199705) (← links)
- Large scale reduction principle and application to hypothesis testing (Q2259532) (← links)
- Detection and localization of change-points in high-dimensional network traffic data (Q2270664) (← links)
- Posterior consistency for partially observed Markov models (Q2289808) (← links)
- Nonparametric estimation of mixing densities for discrete distributions (Q2368847) (← links)
- Nonparametric inference of photon energy distribution from indirect measurement (Q2465269) (← links)
- Estimation of the memory parameter of the infinite-source Poisson process (Q2465274) (← links)
- On the existence of some ARCH\((\infty)\)processes (Q2483465) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- Dimension de Hausdorff du graphe d'une fonction continue : nouvelles majorations déterministes et minorations presque sûres (Q2732237) (← links)
- High order chaotic limits of wavelet scalograms under long--range dependence (Q2871436) (← links)
- Modelling Bid and Ask Prices Using Constrained Hawkes Processes: Ergodicity and Scaling Limit (Q2940755) (← links)
- Asymptotic normality of wavelet estimators of the memory parameter for linear processes (Q3077662) (← links)
- Weak Convergence of the Regularization Path in Penalized M-Estimation (Q3103136) (← links)
- On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter (Q3505314) (← links)
- CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT (Q3510243) (← links)
- Frequency estimation based on the cumulated Lomb-Scargle periodogram (Q3552867) (← links)
- New upper bounds of the Hausdorff dimensions of graphs of continuous functions (Q4461535) (← links)
- Statistical Pileup Correction Method for HPGe Detectors (Q4567466) (← links)
- Linear Precoders for the Detection of a Gaussian Process in Wireless Sensors Networks (Q4572826) (← links)
- Inference of a Generalized Long Memory Process in the Wavelet Domain (Q4573353) (← links)
- Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691) (← links)
- Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes (Q5174343) (← links)
- Convergence to Stable Laws in the Space<i>D</i> (Q5252233) (← links)
- Error Exponents for Neyman-Pearson Detection of a Continuous-Time Gaussian Markov Process From Regular or Irregular Samples (Q5273642) (← links)
- Modeling Occlusion and Scaling in Natural Images (Q5454230) (← links)
