3 papers
math.ST2014
Weighted M-estimators for multivariate clustered data: theory and simulation results
Mohammed El Asri, Delphine Blanke, Edith Gabriel
We study weighted M-estimators for -valued clustered data and give sufficient conditions for their consistency. Their asymptotic normality is established with estimat…
math.ST2012
Global smoothness estimation of a Gaussian process from regular sequence designs
Delphine Blanke, Céline Vial
We consider a real Gaussian process having a global unknown smoothness , $r_{\scriptscriptstyle 0}\in \mathds{N}_0$ and $β_…
math.ST2012
Bayesian prediction for stochastic processes. Theory and applications
Delphine Blanke, Denis Bosq
In this paper, we adopt a Bayesian point of view for predicting real continuous-time processes. We give two equivalent definitions of a Bayesian predictor and study some properties…