488 citations · 3k across the 119 of their papers we have counts for
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Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
Olaf Kouamo, Céline Lévy-Leduc, Eric Moulines
In this paper, we study robust estimators of the memory parameter d of a (possibly) non stationary Gaussian time series with generalized spectral density f. This generalized spectr…
Estimation of the autocovariance function with missing observations
Natalia Bahamonde, Paul Doukhan, Eric Moulines
We propose a novel estimator of the autocorrelation function in presence of missing observations. We establish the consistency, the asymptotic normality, and we derive deviation bo…
High-Rate Quantization for the Neyman-Pearson Detection of Hidden Markov Processes
Joffrey Villard, Pascal Bianchi, Eric Moulines +1
This paper investigates the decentralized detection of Hidden Markov Processes using the Neyman-Pearson test. We consider a network formed by a large number of distributed sensors.…