2 papers
math.PR2014
Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score
Claudie Chabriac, Agnès Lagnoux, Sabine Mercier +1
Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score.
math.ST2011
Unbiased risk estimation method for covariance estimation
Hélène Lescornel, Jean-Michel Loubes, Claudie Chabriac
We consider a model selection estimator of the covariance of a random process. Using the Unbiased Risk Estimation (URE) method, we build an estimator of the risk which allows to se…