11 citations · 11 across the 2 of their papers we have counts for
2 papers
stat.ME2007
Estimating copula measure using ranks and subsampling: a simulation study
Jérôme Collet
We describe here a new method to estimate copula measure. From N observations of two variables X and Y, we draw a huge number m of subsamples (size n<N), and we compute the joint r…
math.ST2006★ 11 cited
Simulation of Gegenbauer Processes using Wavelet Packets
Jérôme Collet, Jalal Fadili
In this paper, we study the synthesis of Gegenbauer processes using the wavelet packets transform. In order to simulate a 1-factor Gegenbauer process, we introduce an original algo…