143 citations · 145 across the 8 of their papers we have counts for
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stat.ME2013
Gaussian linear state-space model for wind fields in the North-East Atlantic
Julie Bessac, Pierre Ailliot, Valerie Monbet
A space-time model for wind fields is proposed. It aims at simulating realistic wind conditions with a focus on reproducing the space-time motions of the meteorological systems. A…
stat.AP2013
Consistency of the maximum likelihood estimate for Non-homogeneous Markov-switching models
Pierre Ailliot, Francoise Pene
Many nonlinear time series models have been proposed in the last decades. Among them, the models with regime switchings provide a class of versatile and interpretable models which…