7 citations · 18 across the 21 of their papers we have counts for
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math.ST2017
Risk measure estimation for -mixing time series and applications
Valérie Chavez-Demoulin, Armelle Guillou
In this paper, we discuss the application of extreme value theory in the context of stationary -mixing sequences that belong to the Fréchet domain of attraction. In particular,…
stat.ME2017
Improving the local scoring algorithm using gradient sampling
Marc-Olivier Boldi, Valérie Chavez-Demoulin
We adapt the gradient sampling algorithm to the local scoring algorithm to solve complex estimation problems based on an optimization of an objective function. This overcomes non-d…