1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.FA2020
Hilbert valued fractionally integrated autoregressive moving average processes with long memory operators
Amaury Durand, François Roueff
Fractionally integrated autoregressive moving average (FIARMA) processes have been widely and successfully used to model and predict univariate time series exhibiting long range de…
math.ST2019
Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-Cramér representations and applications
Amaury Durand, François Roueff
The spectral theory for weakly stationary processes valued in a separable Hilbert space has known renewed interest in the past decade. Here we follow earlier approaches which fully…
math.ST2017★ 1 cited
Time-frequency analysis of locally stationary Hawkes processes
François Roueff, Rainer Von Sachs
Locally stationary Hawkes processes have been introduced in order to generalise classical Hawkes processes away from stationarity by allowing for a time-varying second-order struct…