183 citations · 569 across the 16 of their papers we have counts for
5 papers · 1 filter
On the spectral density of the wavelet coefficients of long memory time series with application to the log-regression estimation of the memory parameter
Eric Moulines, François Roueff, Murad Taqqu
In the recent years, methods to estimate the memory parameter using wavelet analysis have gained popularity in many areas of science. Despite its widespread use, a rigorous semi-pa…
Nonparametric inference of photon energy distribution from indirect measurements
Eric Moulines, Francois Roueff, Antoine Souloumiac +1
We consider a density estimation problem arising in nuclear physics. Gamma photons are impinging on a semiconductor detector, producing pulses of current. The integral of this puls…
Computable Convergence Rates for Subgeometrically Ergodic Markov Chains
Randal Douc, Eric Moulines, Philippe Soulier
In this paper, we give quantitative bounds on the -total variation distance from convergence of an Harris recurrent Markov chain on an arbitrary under drift and minorisation con…
Limit theorems for weighted samples with applications to Sequential Monte Carlo Methods
R. Douc, France E. Moulines
In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence o…
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
Randal Douc, Eric Moulines, Tobias Ryden
An autoregressive process with Markov regime is an autoregressive process for which the regression function at each time point is given by a nonobservable Markov chain. In this pap…