2 papers
math.PR2012★ 1 cited
Diffusivity of a random walk on random walks
Emmanuel Boissard, Serge Cohen, Thibault Espinasse +1
We consider a random walk with the constraint that each coordinate of the walk is at distance one from the following one. In th…
stat.ME2010
Estimation error for blind Gaussian time series prediction
Thibault Espinasse, Fabrice Gamboa, Jean-Michel Loubes
We tackle the issue of the blind prediction of a Gaussian time series. For this, we construct a projection operator build by plugging an empirical covariance estimation into a Schu…