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math.ST2018
Adaptive estimating function inference for non-stationary determinantal point processes
Frédéric Lavancier, Arnaud Poinas, Rasmus Waagepetersen
Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this paper we…
math.ST2018
Averaging of density kernel estimators
O. Chernova, F. Lavancier, P. Rochet
Averaging provides an alternative to bandwidth selection for density kernel estimation. We propose a procedure to combine linearly several kernel estimators of a density obtained f…
math.ST2008★ 8 cited
The V/S test of long-range dependence in random fields
Frédéric Lavancier
Recently, Giraitis et al. (2003, [10]) proposed the statistic for testing long memory in random sequences. We generalize this statistic to the setting of random fields. The n…