The following pages link to Alexandre Brouste (Q438674):
Displaying 22 items.
- Design for estimation of the drift parameter in fractional diffusion systems (Q438676) (← links)
- Asymptotic properties of MLE for partially observed fractional diffusion system (Q625313) (← links)
- Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling (Q782645) (← links)
- Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises (Q1039494) (← links)
- Efficient estimation of stable Lévy process with symmetric jumps (Q1656845) (← links)
- Local asymptotic normality property for fractional Gaussian noise under high-frequency observations (Q1800793) (← links)
- Kalman type filter under stationary noises (Q1932741) (← links)
- Mathematical formulation of a dynamical system with dry friction subjected to external forces (Q2077650) (← links)
- Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise (Q2194049) (← links)
- Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080) (← links)
- Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
- CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS (Q2841324) (← links)
- Fractional Diffusion with Partial Observations (Q2890081) (← links)
- (Q2953967) (← links)
- Confidence intervals for annual wind power production (Q3451714) (← links)
- Confidence interval for the mean time to failure in semi-Markov models: an application to wind energy production (Q5036624) (← links)
- A generalized linear model approach to seasonal aspects of wind speed modeling (Q5128675) (← links)
- One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345) (← links)
- One-step closed-form estimator for generalized linear model with categorical explanatory variables (Q6089195) (← links)
- Fast calibration of weak Farima models (Q6133911) (← links)
- Fast and asymptotically efficient estimation in the Hawkes processes (Q6134372) (← links)
- Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise (Q6556772) (← links)
