activity
20102024
most citedBasic properties of the Multivariate Fractional Brownian Motion

42 citations · 63 across the 10 of their papers we have counts for

collaborators

10 papers

math.ST2024

Exploring first and second-order spatio-temporal structures of lightning strike impacts in the French Alps using subsampling

Jean-François Coeurjolly, J Blanchet, Alexis Pellerin

We model cloud-to-ground lightning strike impacts in the French Alps over the period 2011-2021 (approximately 1.4 million of events) using spatio-temporal point processes. We inves…

math.ST2023

Regularization techniques for inhomogeneous (spatial) point processes intensity and conditional intensity estimation

Jean-François Coeurjolly, Ismaïla Ba, Achmad Choiruddin

Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional inte…

math.ST2021

Pairwise interaction function estimation of Gibbs point processes using basis expansion

Ismaïla Ba, Jean-François Coeurjolly, Francisco Cuevas-Pacheco

The class of Gibbs point processes (GPP) is a large class of spatial point processes able to model both clustered and repulsive point patterns. They are specified by their conditio…

stat.ME2021

Adaptive lasso and Dantzig selector for spatial point processes intensity estimation

Achmad Choiruddin, Jean-François Coeurjolly, Frédérique Letué

Lasso and Dantzig selector are standard procedures able to perform variable selection and estimation simultaneously. This paper is concerned with extending these procedures to spat…

math.ST2020★ 2 cited

Inference for possibly high-dimensional inhomogeneous Gibbs point processes

Ismaïla Ba, Jean-François Coeurjolly

Gibbs point processes (GPPs) constitute a large and flexible class of spatial point processes with explicit dependence between the points. They can model attractive as well as repu…

stat.ME2019

Second-order variational equations for spatial point processes with a view to pair correlation function estimation

Jean-François Coeurjolly, Francisco Cuevas-Pacheco, Rasmus Waagepetersen

Second-order variational type equations for spatial point processes are established. In case of log linear parametric models for pair correlation functions, it is demonstrated that…

stat.ME2017★ 1 cited

Spatial point processes intensity estimation with a diverging number of covariates

Achmad Choiruddin, Jean-François Coeurjolly, Frédérique Letué

Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of cov…

math.ST2014

Stein estimation of the intensity of a spatial homogeneous Poisson point process

Marianne Clausel, Jean-François Coeurjolly, Jérôme Lelong

In this paper, we revisit the original ideas of Stein and propose an estimator of the intensity parameter of a homogeneous Poisson point process defined in and observed in a…

math.ST2014★ 18 cited

Variational approach for spatial point process intensity estimation

Jean-François Coeurjolly, Jesper Møller

We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the -dimensional Euclidean space and observed within…

math.PR2010★ 42 cited

Basic properties of the Multivariate Fractional Brownian Motion

Pierre-Olivier Amblard, Jean-François Coeurjolly, Frédéric Lavancier +1

This paper reviews and extends some recent results on the multivariate fractional Brownian motion (mfBm) and its increment process. A characterization of the mfBm through its covar…