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Fran\c{c}ois Roueff (LTCI)

Identifiers

  • name variant Fran\c{c}ois Roueff (LTCI) 0.60 · backfill

Papers (25)

  1. Time-frequency analysis of locally stationary Hawkes processes math.ST · 2017 · author #1
  2. Anomaly Detection and Localisation using Mixed Graphical Models stat.ML · 2016 · author #2
  3. Prediction of weakly locally stationary processes by auto-regression math.ST · 2016 · author #1
  4. Nonparametric estimation of mark's distribution of an exponential Shot-noise process stat.AP · 2015 · author #4
  5. Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models math.ST · 2015 · author #2
  6. Large scale reduction principle and application to hypothesis testing math.PR · 2014 · author #2
  7. Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders math.PR · 2014 · author #2
  8. Ergodicity and scaling limit of a constrained multivariate Hawkes process stat.AP · 2013 · author #3
  9. Convergence to stable laws in the space $D$ math.PR · 2012 · author #1
  10. High order chaotic limits of wavelet scalograms under long--range dependence math.PR · 2012 · author #2
  11. Testing for homogeneity of variance in the wavelet domain stat.ME · 2011 · author #3
  12. Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes math.ST · 2011 · author #2
  13. Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory math.PR · 2010 · author #2
  14. Function-indexed empirical processes based on an infinite source Poisson transmission stream math.PR · 2010 · author #1
  15. Nonparametric estimation of the mixing density using polynomials math.ST · 2010 · author #2
  16. Locally stationary long memory estimation math.ST · 2009 · author #1
  17. Weak convergence of the regularization path in penalized M-estimation math.ST · 2008 · author #2
  18. Linear Fractional Stable Sheets: wavelet expansion and sample path properties math.ST · 2008 · author #2
  19. Central Limit Theorems for arrays of decimated linear processes math.ST · 2008 · author #1
  20. Asymptotic normality of wavelet estimators of the memory parameter for linear processes math.ST · 2008 · author #1
  21. Estimators of Long-Memory: Fourier versus Wavelets math.ST · 2008 · author #3
  22. Frequency estimation based on the cumulated Lomb-Scargle periodogram math.ST · 2007 · author #3
  23. On the existence of some ARCH($\infty$) processes math.ST · 2006 · author #2
  24. A Wavelet Whittle estimator of the memory parameter of a non-stationary Gaussian time series math.ST · 2006 · author #2
  25. Estimation of the Memory Parameter of the Infinite Source Poisson Process math.ST · 2005 · author #2

Mentions

  • 1506.08047 #4 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 1506.01831 #2 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
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  • 1402.1710 #2 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 1301.5007 #3 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 1211.4817 #1 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 1201.4831 #2 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 1106.1266 #3 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 1105.1011 #2 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 1006.2282 #2 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 1004.2182 #1 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 1002.4516 #2 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 0907.5151 #1 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 0809.0064 #2 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 0806.1725 #2 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 0805.0779 #1 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 0805.0778 #1 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 0801.4329 #3 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)
  • 0801.0158 #3 · backfill · confidence 0.70 Fran\c{c}ois Roueff (LTCI)

Frequent Coauthors