From the 3 of 29 papers with an AI index.
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- Laboratoire de Mathématiques et Modélisation d'ÉvryFR6 papers
- LAM FoundationUS4 papers
- Laboratoire de Sciences Actuarielle et FinancièreFR3 papers
- Laboratoire Manceau de MathématiquesFR3 papers
- Le Mans UniversitéFR3 papers
- Clermont UniversitéFR2 papers
- École Nationale Supérieure d’Informatique pour l’Industrie et l’EntrepriseFR2 papers
- Laboratoire de Mathématiques Nicolas OresmeFR2 papers
- The University of SydneyAU2 papers
- The University of TokyoJP2 papers
- UCLouvainBE2 papers
- Center for Mathematical ModelingCL1 paper
5 papers · 1 filter
Asymptotic properties of maximum composite likelihood estimators for max-stable Brown-Resnick random fields over a fixed-domain
Nicolas Chenavier, Christian Y. Robert
Likelihood-based inference for max-stable random fields is challenging, since finite-dimensional densities are either unavailable in closed form or computationally intractable in m…
Asymptotic analysis of the finite predictor for fractional Gaussian noise
P. Chigansky, M. Kleptsyna
This paper proposes a new approach to the asymptotic analysis of the finite predictor for stationary sequences. Our method yields the exact asymptotics of both the relative predict…
On determinantal point processes with nonsymmetric kernels
Poinas Arnaud
Determinantal point processes (DPPs for short) are a class of repulsive point processes. They have found some statistical applications to model spatial point pattern datasets with…
Drift estimation for rough processes under small noise asymptotic : QMLE approach
Arnaud Gloter, Nakahiro Yoshida
We consider a process $X^\ve$ solution of a stochastic Volterra equation with an unknown parameter in the drift function. The Volterra kernel is singular near zero, exhi…
Drift estimation for rough processes under small noise asymptotic : trajectory fitting method
Arnaud Gloter, Nakahiro Yoshida
We consider a process $X^\ve$ that solves a stochastic Volterra equation with an unknown parameter in the drift function. The Volterra kernel is singular, and includes a…