12 citations
- Le Mans UniversitéFR12 papers
- Laboratoire d'Acoustique de l'Université du MansFR3 papers
- National and Kapodistrian University of AthensGR3 papers
- Laboratoire de mathématiques appliquées de CompiègneFR2 papers
- Laboratoire de Mathématiques Blaise PascalFR2 papers
- Laboratoire Manceau de MathématiquesFR2 papers
- Tel Aviv UniversityIL2 papers
- Centre National de la Recherche ScientifiqueFR1 paper
- GREYCFR1 paper
- Groupe de Recherche en Psychologie SocialeFR1 paper
- Hellenic American UniversityUS1 paper
- Indian Institute of Science BangaloreIN1 paper
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math.ST2022
On misspecification in cusp-type change-point models
O V Chernoyarov, S Dachian, Yu A Kutoyants
The problem of parameter estimation by i.i.d. observations of an inhomogeneous Poisson process is considered in situation of misspecification. The model is that of a Poissonian sig…
math.ST2022
Fast calibration of weak FARIMA models
Samir Ben Hariz, Alexandre Brouste, Youssef Esstafa +1
In this paper, we investigate the asymptotic properties of Le Cam's one-step estimator for weak Fractionally AutoRegressive Integrated Moving-Average (FARIMA) models. For these mod…
math.ST2019
Hypotheses testing and posterior concentration rates for semi-Markov processes
V Barbu, Ghislaine Gayraud, N. Limnios +1
In this paper, we adopt a nonparametric Bayesian approach and investigate the asymptotic behavior of the posterior distribution in continuous time and general state space semi-Mark…