51 citations · 141 across the 20 of their papers we have counts for
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math.ST2015★ 5 cited
Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data
Remigijus Leipus, Anne Philippe, Vytautė Pilipauskaitė +1
We discuss nonparametric estimation of the distribution function of the autoregressive coefficient from a panel of random-coefficient AR(1) data, each of…
math.ST2015
ABC Shadow algorithm: a tool for statistical analysis of spatial patterns
R. S. Stoica, A. Philippe, P. Gregori +1
This paper presents an original ABC algorithm, "ABC Shadow", that can be applied to sample posterior densities that are continuously differentiable. The proposed method uses the id…
math.ST2015
Hypothesis testing for markovian models with random time observations
Flavia Barsotti, Anne Philippe, Paul Rochet
The aim of this paper is to propose a methodology for testing general hypothesis in a Markovian setting with random sampling. A discrete Markov chain X is observed at random time i…