H. Boistard

activity

20092015

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Showing 2009Show all

2 papers · 1 filter

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…

math.ST2009

Asymptotic properties of U-processes under long-range dependence

Céline Lévy-Leduc, Hélène Boistard, Eric Moulines +2

Let $(X_{i})_{i \geq 1}$ be a stationary mean-zero Gaussian process with covariances $ρ(k)=\PE(X_{1}X_{k+1})$ satisfying: $ρ (0) = 1$ and $ρ (k) = k^{- D} L (k)$ where $D$ is in $(0, 1)$ and $…