34 citations · 56 across the 11 of their papers we have counts for
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math.ST2009
Robust estimation of the scale and of the autocovariance function of Gaussian short and long-range dependent processes
Céline Lévy-Leduc, Hélène Boistard, Eric Moulines +2
A desirable property of an autocovariance estimator is to be robust to the presence of additive outliers. It is well-known that the sample autocovariance, being based on moments, d…
stat.AP2009★ 34 cited
Distributed detection/localization of change-points in high-dimensional network traffic data
Alexandre Lung-Yut-Fong, Céline Lévy-Leduc, Olivier Cappé
We propose a novel approach for distributed statistical detection of change-points in high-volume network traffic. We consider more specifically the task of detecting and identifyi…