8 citations · 8 across the 2 of their papers we have counts for
4 papers
Nonparametric estimation of mark's distribution of an exponential Shot-noise process
Paul Ilhe, Eric Moulines, François Roueff +1
In this paper, we consider a nonlinear inverse problem occurring in nuclear science. Gamma rays randomly hit a semiconductor detector which produces an impulse response of electric…
Large scale reduction principle and application to hypothesis testing
Marianne Clausel, François Roueff, Murad Taqqu
Consider a non--linear function where is a stationary Gaussian sequence with long--range dependence. The usual reduction principle states that the partial sums of $G…
Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders
Marianne Clausel, François Roueff, Murad Taqqu +1
Hermite processes are self--similar processes with stationary increments which appear as limits of normalized sums of random variables with long range dependence. The Hermite proce…
High order chaotic limits of wavelet scalograms under long--range dependence
Marianne Clausel, François Roueff, Murad S. Taqqu +1
Let be a non--linear function of a Gaussian process with long--range dependence. The resulting process is not Gaussian…