58 citations · 140 across the 27 of their papers we have counts for
19 papers · 1 filter
Information criteria for inhomogeneous spatial point processes
Achmad Choiruddin, Jean-François Coeurjolly, Rasmus Waagepetersen
The theoretical foundation for a number of model selection criteria is established in the context of inhomogeneous point processes and under various asymptotic settings: infill, in…
The median of a jittered Poisson distribution
Jean-François Coeurjolly, Joëlle Rousseau-Trépanier
Let and be two independent random variables respectively distributed as a Poisson distribution with parameter and a uniform distribution on . This paper esta…
Standard and robust intensity parameter estimation for stationary determinantal point processes
Jean-François Coeurjolly, Christophe Ange Napoléon Biscio
This work is concerned with the estimation of the intensity parameter of a stationary determinantal point process. We consider the standard estimator, corresponding to the number o…
Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix
Jean-Francois Coeurjolly, Emilio Porcu
This paper is concerned with the study of the embedding circulant matrix method to simulate stationary complex-valued Gaussian sequences. The method is, in particular, shown to be…
Towards optimal Takacs--Fiksel estimation
Jean-François Coeurjolly, Yongtao Guan, Mahdieh Khanmohammadi +1
The Takacs--Fiksel method is a general approach to estimate the parameters of a spatial Gibbs point process. This method embraces standard procedures such as the pseudolikelihood a…
A tutorial on Palm distributions for spatial point processes
Jean-François Coeurjolly, Jesper Møller, Rasmus Waagepetersen
This tutorial provides an introduction to Palm distributions for spatial point processes. Initially, in the context of finite point processes , we give an explicit definition of Pa…
Palm distributions for log Gaussian Cox processes
Jean-François Coeurjolly, Jesper Møller, Rasmus Waagepetersen
This paper establishes a remarkable result regarding Palmdistributions for a log Gaussian Cox process: the reduced Palmdistribution for a log Gaussian Cox process is itself a log G…
Median-based estimation of the intensity of a spatial point process
Jean-François Coeurjolly
This paper is concerned with a robust estimator of the intensity of a stationary spatial point process. The estimator corresponds to the median of a jittered sample of the number o…
Expectiles for subordinated Gaussian processes with applications
Jean-François Coeurjolly, Hedi Kortas
In this paper, we introduce a new class of estimators of the Hurst exponent of the fractional Brownian motion (fBm) process. These estimators are based on sample expectiles of disc…
Identification of the Multivariate Fractional Brownian Motion
Pierre-Olivier Amblard, Jean-François Coeurjolly
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case.…
Geodesic Normal distribution on the circle
Jean-François Coeurjolly, Nicolas Le Bihan
This paper is concerned with the study of a circular random distribution called geodesic Normal distribution recently proposed for general manifolds. This distribution, parameteriz…
Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model
Jean-François Coeurjolly, Rémy Drouilhet
This paper presents asymptotic properties of the maximum pseudo-likelihood estimator of a vector $\Vectθ$ parameterizing a stationary Gibbs point process. Sufficient conditions, ex…
Residuals and goodness-of-fit tests for stationary marked Gibbs point processes
Jean-François Coeurjolly, Frédéric Lavancier
The inspection of residuals is a fundamental step to investigate the quality of adjustment of a parametric model to data. For spatial point processes, the concept of residuals has…
Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
Jean-Christophe Breton, Jean-François Coeurjolly
In this paper, we show how concentration inequalities for Gaussian quadratic form can be used to propose exact confidence intervals of the Hurst index parametrizing a fractional Br…
Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes
Jean-Michel Billiot, Jean-François Coeurjolly, Rémy Drouilhet
This paper is devoted to the estimation of a vector parametrizing an energy function of a Gibbs point process, via the maximum pseudolikelihood method. Strong consistency a…
Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption
Jean-François Coeurjolly
We obtain a Bahadur representation for sample quantiles of nonlinear functional of Gaussian sequences with correlation function decreasing as for some . This represe…
Normalized information-based divergences
Jean-François Coeurjolly, Rémy Drouilhet, Jean-François Robineau
This paper is devoted to the mathematical study of some divergences based on the mutual information well-suited to categorical random vectors. These divergences are generalizations…
Maximum pseudo-likelihood estimator for nearest-neighbours Gibbs point processes
Jean-Michel Billiot, Jean-François Coeurjolly, Rémy Drouilhet
This paper is devoted to the estimation of a vector parametrizing an energy function associated to some "Nearest-Neighbours" Gibbs point process, via the pseudo-likelihood method.…
Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
Jean-François Coeurjolly
This paper is devoted to the introduction of a new class of consistent estimators of the fractal dimension of locally self-similar Gaussian processes. These estimators are based on…