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20152026
most citedThe Generalized Method of Wavelet Moments with Exogenous Inputs: a Fast Approach for the Analysis of GNSS Position Time Series

21 citations · 73 across the 29 of their papers we have counts for

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6 papers · 1 filter

math.ST2020

A General Approach for Simulation-based Bias Correction in High Dimensional Settings

Stéphane Guerrier, Mucyo Karemera, Samuel Orso +2

An important challenge in statistical analysis lies in controlling the bias of estimators due to the ever-increasing data size and model complexity. Approximate numerical methods a…

math.ST2020★ 2 cited

Asymptotically Optimal Bias Reduction for Parametric Models

Stéphane Guerrier, Mucyo Karemera, Samuel Orso +1

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. This problem is magnified in high-dimensional settings where the number…

math.ST2019

Phase Transition Unbiased Estimation in High Dimensional Settings

Stéphane Guerrier, Mucyo Karemera, Samuel Orso +1

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. For example, the maximum likelihood estimator has a bias that can resul…

math.ST2018★ 1 cited

On the Properties of Simulation-based Estimators in High Dimensions

Stéphane Guerrier, Mucyo Karemera, Samuel Orso +1

Considering the increasing size of available data, the need for statistical methods that control the finite sample bias is growing. This is mainly due to the frequent settings wher…

math.ST2017★ 8 cited

A Study of the Allan Variance for Constant-Mean Non-Stationary Processes

Haotian Xu, Stéphane Guerrier, Roberto Molinari +1

The Allan Variance (AV) is a widely used quantity in areas focusing on error measurement as well as in the general analysis of variance for autocorrelated processes in domains such…

math.ST2016★ 5 cited

On the Identifiability of Latent Models for Dependent Data

Stéphane Guerrier, Roberto Molinari

The condition of parameter identifiability is essential for the consistency of all estimators and is often challenging to prove. As a consequence, this condition is often assumed f…