14 citations · 14 across the 3 of their papers we have counts for
3 papers
Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
Magalie Fromont, Fabrice Grela, Ronan Le Guével
Motivated by applications in cybersecurity and epidemiology, we consider the problem of detecting an abrupt change in the intensity of a Poisson process, characterised by a jump (n…
A Ferguson-Klass-LePage series representation of multistable multifractional processes and related processes
Ronan Le Guével, Jacques Lévy-Véhel
The study of non-stationary processes whose local form has controlled properties is a fruitful and important area of research, both in theory and applications. We present here a co…
Localisable moving average stable and multistable processes
Kenneth Falconer, Ronan Le Guével, Jacques Lévy-Véhel
We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a…