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| hal-00708264v1
Journal articles
A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process J. Statist. Plann. Inference, 2013, 143 (8), pp.1295-1306. ⟨10.1016/j.jspi.2013.03.022⟩ |
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| hal-00358727v1
Preprints, Working Papers, ...
Adaptive sequential design for regression on Schauder Basis 2008 |
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| inria-00576446v1
Journal articles
Regularity and identification of Generalized Multifractional Gaussian Processes Lecture Notes in Mathematics, Springer, 2004, Séminaire de Probabilités XXXVIII, 1857, pp.290-312. ⟨10.1007/978-3-540-31449-3_20⟩ |
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| hal-00280818v1
Journal articles
Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions J. Math. Kyoto Univ., 2009, Vol 49 (No 2), pp.267-286 |
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| hal-01974259v1
Journal articles
Preface Annales de la Faculté des Sciences de Toulouse. Mathématiques., Université Paul Sabatier _ Cellule Mathdoc 2017, 26 (4), pp.1-2 |
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| hal-01974253v1
Journal articles
Diffusivity of a random walk on random walks Random Structures and Algorithms, Wiley, 2015, 47 (2), pp.267-283 |
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| hal-00754368v2
Journal articles
Approximation of stationary solutions to SDEs driven by multiplicative fractional noise Stochastic Processes and their Applications, Elsevier, 2014, 124 (3), pp.1197-1225. ⟨10.1016/j.spa.2013.11.004⟩ |
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| hal-00142691v1
Journal articles
A general framework for simulation of fractional fields Stochastic Processes and their Applications, Elsevier, 2008, 118 (9), pp.1489--1517 |
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| hal-00714865v1
Journal articles
Adaptive sequential design for regression on multi-resolution bases Statistics and Computing, Springer Verlag (Germany), 2012, 22 (3), pp.753-772. ⟨10.1007/s11222-011-9267-7⟩ |
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| hal-00441180v2
Journal articles
Approximation of stationary solutions of Gaussian driven Stochastic Differential Equations Stochastic Processes and their Applications, Elsevier, 2011, 121 (12), pp.2776-2801. ⟨10.1016/j.spa.2011.08.001⟩ |
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| hal-00955827v1
Book sections
Fractional Lévy fields Lévy Matters II, Springer, pp.1-95, 2012, Lecture Notes in Mathematics, 978-3-642-31406-3. ⟨10.1007/978-3-642-31407-0_1⟩  |
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| hal-00635006v1
Journal articles
Invariance principle, multifractional Gaussian processes and long-range dependence Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2008, 44 (3), pp.475-489. ⟨10.1214/07-AIHP127⟩  |
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| hal-00871792v1
Books
Lévy Matters II Springer, pp.188, 2013, Lecture Notes in Mathematics, 978-3-642-31406-3, e-isbn 978-3-642-31407-0. ⟨10.1007/978-3-642-31407-0⟩ |
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| hal-00871783v1
Books
Fractional Fields and Applications Springer, pp.270, 2013, Mathématiques et Applications, 978-3-642-36738-0, e-isbn 978-3-642-36739-7. ⟨10.1007/978-3-642-36739-7⟩ |
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| hal-00629537v1
Journal articles
On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion Journal of Theoretical Probability, Springer, 2010, 23 (4), pp.1204-1226. ⟨10.1007/s10959-009-0249-z⟩ |
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| hal-00625304v1
Journal articles
Tail behavior of random products and stochastic exponentials Stochastic Processes and their Applications, Elsevier, 2008, 118, pp.333-345. ⟨10.1016/j.spa.2007.05.003⟩ |
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| hal-00629535v1
Journal articles
Modeling and simulation with operator scaling Stochastic Processes and their Applications, Elsevier, 2010, 120, pp.2390-2411. ⟨10.1016/j.spa.2010.08.002⟩ |
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| hal-00942950v1
Journal articles
Effective discrepancy and numerical experiments Computer Physics Communications, Elsevier, 2012, 183 (12), pp.2535-2541. ⟨10.1016/j.cpc.2012.07.002⟩ |
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| hal-00666811v1
Journal articles
Selfdecomposability of moving average fractional Levy processes Statistics and Probability Letters, Elsevier, 2011, 81 (11), pp.1664-1669. ⟨10.1016/j.spl.2011.06.015⟩ |
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| hal-00635568v1
Journal articles
Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2007, 13 (1), pp.195-210. ⟨10.3150/07-BEJ6011⟩  |
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| hal-00876407v1
Journal articles
Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres ESAIM: Probability and Statistics, EDP Sciences, 2012, 16, pp.165-221. ⟨10.1051/ps/2011105⟩ |
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| hal-00638121v1
Journal articles
LAN property for some fractional type Brownian motion ALEA : Latin American Journal of Probability and Mathematical Statistics, Instituto Nacional de Matemática Pura e Aplicada, 2013, 10 (1), pp.91-106 |
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| inria-00581032v1
Conference papers
The covariance structure of multifractional Brownian motion, with application to long range dependence 2000 IEEE International Conference on Acoustics, Speech, and Signal Processing - ICASSP 2000, 2000, Istanbul, Turkey. ⟨10.1109/ICASSP.2000.860233⟩ |
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| hal-00272022v1
Journal articles
Singularity functions for fractional processes : application to the fractional Brownian sheet Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2006, 42 (2), pp.187-205. ⟨10.1016/j.anihpb.2005.03.002⟩ |
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| hal-00271988v1
Journal articles
Identification of an isometric transformation of the standard brownian sheet Journal of Statistical Planning and Inference, Elsevier, 2006, 136 (4), pp.1317-1330. ⟨10.1016/j.jspi.2004.09.012⟩ |
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