66 citations · 258 across the 53 of their papers we have counts for
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Generalized Hoeffding-Sobol Decomposition for Dependent Variables -Application to Sensitivity Analysis
Gaëlle Chastaing, Fabrice Gamboa, Clémentine Prieur
In this paper, we consider a regression model built on dependent variables. This regression modelizes an input output relationship. Under boundedness assumptions on the joint distr…
LAN property for some fractional type Brownian motion
Serge Cohen, Fabrice Gamboa, Céline Lacaux +1
We study asymptotic expansion of the likelihood of a certain class of Gaussian processes characterized by their spectral density . We consider the case where $f_θ\PAR{x} \sim_…
Gaussian stationary processes over graphs, general frame and maximum likelihood identification
Thibault Espinasse, Fabrice Gamboa, Jean-Michel Loubes
In this paper, using spectral theory of Hilbertian operators, we study ARMA Gaussian processes indexed by graphs. We extend Whittle maximum likelihood estimation of the parameters…
Exact Reconstruction using Beurling Minimal Extrapolation
Yohann de Castro, Fabrice Gamboa
We show that measures with finite support on the real line are the unique solution to an algorithm, named generalized minimal extrapolation, involving only a finite number of gener…