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stat.ME2024
Spatio-temporal point process intensity estimation using zero-deflated subsampling applied to a lightning strikes dataset in France
Jean-François Coeurjolly, Thibault Espinasse, Anne-Laure Fougères +1
Cloud-to-ground lightning strikes observed in a specific geographical domain over time can be naturally modeled by a spatio-temporal point process. Our focus lies in the parametric…
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…