208 citations
- Institut Polytechnique de ParisFR7 papers
- Centre National de la Recherche ScientifiqueFR5 papers
- Laboratoire Traitement et Communication de l’InformationFR4 papers
- Télécom ParisFR4 papers
- Institut Mines-TélécomFR2 papers
- Centrale MéditerranéeFR1 paper
- Centre de Recherche en Économie et StatistiqueFR1 paper
- Centre de Recherche en Mathématiques de la DécisionFR1 paper
- Centre Inria de SaclayFR1 paper
- CY Cergy Paris UniversitéFR1 paper
- Hebrew University of JerusalemIL1 paper
- Institut de Mathématiques de MarseilleFR1 paper
Showing 2012Show all
3 papers · 1 filter
math.ST2012★ 2 cited
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
Randal Douc, Paul Doukhan, Eric Moulines
This paper deals with a general class of observation-driven time series models with a special focus on time series of counts. We provide conditions under which there exist strict-s…
stat.CO2012
Bayesian Conditional Monte Carlo Algorithms for Sequential Single and Multi-Object filtering
Yohan Petetin, François Desbouvries
Bayesian filtering aims at tracking sequentially a hidden process from an observed one. In particular, sequential Monte Carlo (SMC) techniques propagate in time weighted trajectori…
cs.NI2012
Quantifying Spatiotemporal Stability by means of Entropy: Approach and Motivations
Mohamed-Haykel Zayani, Vincent Gauthier, Djamal Zeghlache
Several studies demonstrate that there are critical differences between real wireless networks and simulation models. This finding has permitted to extract spatial and temporal pro…