296 citations
- Centre National de la Recherche ScientifiqueFR14 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR13 papers
- Université Paris CitéFR11 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR10 papers
- École PolytechniqueFR10 papers
- Modélisation aléatoire de Paris NanterreFR6 papers
- Sorbonne UniversitéFR6 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR4 papers
- Laboratoire Traitement et Communication de l’InformationFR4 papers
- Centre de Mathématiques Laurent SchwartzFR3 papers
- Roma Tre UniversityIT3 papers
- Université Paris-Est CréteilFR3 papers
4 papers · 2 filters
Goodness-of-fit testing and quadratic functional estimation from indirect observations
Cristina Butucea
We consider the convolution model where i.i.d. random variables having unknown density are observed with additive i.i.d. noise, independent of the 's. We assume that t…
Estimation of bivariate excess probabilities for elliptical models
Belkacem Abdous, Anne-Laure Fougères, Kilani Ghoudi +1
Let be a random vector whose conditional excess probability is of interest. Estimating this kind of probability is a delicate problem as soon as…
On the existence of some ARCH() processes
Randal Douc, François Roueff, Philippe Soulier
A new sufficient condition for the existence of a stationary causal solution of an ARCH() equation is provided. This condition allows to consider polynomially decaying coef…
Asymptotics for spherical needlets
P. Baldi, G. Kerkyacharian, D. Marinucci +1
We investigate invariant random fields on the sphere using a new type of spherical wavelets, called needlets. These are compactly supported in frequency and enjoy excellent localiz…