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Kernel deconvolution estimation for random fields
Ahmed El Ghini
,
Mohamed El Machkouri
2011
Preprints, Working Papers, ...
hal-00655770v1
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Sequential adaptive estimators in nonparametric autoregressive models
Ouerdia Arkoun
2010
Preprints, Working Papers, ...
hal-00465587v2
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Adaptive warped kernel estimators
Gaëlle Chagny
Journal articles
hal-00715184v4
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Some remarks on the ergodic theorem for $U$-statistics
Herold G. Dehling
,
Davide Giraudo
,
Dalibor Volny
2023
Preprints, Working Papers, ...
hal-03979769v1
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Optimal adaptive estimation of the relative density
Gaëlle Chagny
,
Claire Lacour
Journal articles
hal-00955161v2
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SMM: An R Package for Estimation and Simulation of Discrete-time semi-Markov Models
Vlad,stefan Barbu
,
Caroline Berard
,
Dominique Cellier
,
Mathilde Sautreuil
,
Nicolas Vergne
Journal articles
hal-02096101v1
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On the asymptotic normality of frequency polygons for strongly mixing spatial processes
Mohamed El Machkouri
2012
Preprints, Working Papers, ...
hal-00848605v1
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Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields
Mohamed El Machkouri
2010
Preprints, Working Papers, ...
hal-00530145v1
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Adaptive nonparametric estimation in the functional linear model with functional output
Gaëlle Chagny
,
Anouar Meynaoui
,
Angelina Roche
2022
Preprints, Working Papers, ...
hal-03579232v1
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On improved estimation in a conditionally Gaussian regression
Evgeny Pchelintsev
2011
Preprints, Working Papers, ...
hal-00595298v1
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Berry-Esseen's central limit theorem for non-causal linear processes in Hilbert space
Mohamed El Machkouri
2010
Preprints, Working Papers, ...
hal-00488676v1
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Estimation non paramétrique de la régression : cas du consentement à payer
Saturnin Adigaw
,
Dimitri Laroutis
,
Salima Taibi
41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France
Conference papers
inria-00386768v1
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Fast and Consistent Algorithm for the Latent Block Model
Vincent Brault
,
Antoine Channarond
2016
Preprints, Working Papers, ...
hal-01455682v1
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On the statistical properties of a stationary process sampled by a stationary point process
François Charlot
,
Mustapha Rachdi
Journal articles
istex
hal-00853955v1
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Piecewise deterministic Markov process - recent results
Romain Azaïs
,
Jean-Baptiste Bardet
,
Alexandre Genadot
,
Nathalie Krell
,
Pierre-André Zitt
Journal articles
hal-00865092v1
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On the Estimation of Latent Distances Using Graph Distances
Ery Arias-Castro
,
Antoine Channarond
,
Bruno Pelletier
,
Nicolas Verzelen
Journal articles
hal-02376073v1
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Sharp non-asymptotic oracle inequalities for nonparametric heteroscedastic regression models
Leonid Galtchouk
,
Serguei Pergamenchtchikov
Journal of Nonparametric Statistics, 2009, 21 (1), pp.1-16
Journal articles
hal-00454079v1
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Kernel density estimation for stationary random fields
Mohamed El Machkouri
2014
Preprints, Working Papers, ...
hal-00622861v5
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Sequential Estimation for Nonparametric Autoregressive Models
Ouerdia Arkoun
,
Jean-Yves Brua
,
Sergei Pergamenshchikov
Statistical Topics and Stochastic Models for Dependent Data - Applications in Reliability, Survival Analysis and Related Fields, In press
Book sections
hal-02366193v1
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A test of goodness-of-fit for the copula densities
Ghislaine Gayraud
,
Karine Tribouley
2009
Preprints, Working Papers, ...
hal-00364742v1
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A central limit theorem for stationary random fields
Mohamed El Machkouri
,
Dalibor Volny
,
Wei Biao Wu
2012
Preprints, Working Papers, ...
hal-00619049v2
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Procédures d'inférence bayésienne pour des dispositifs adaptatifs de recherche de doses dans les études cliniques
Bruno Lecoutre
,
Gérard Derzko
42èmes Journées de Statistique, 2010, Marseille, France, France
Conference papers
inria-00494746v1
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Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model
Matyas Barczy
,
Mohamed Ben Alaya
,
Ahmed Kebaier
,
Gyula Pap
2019
Preprints, Working Papers, ...
hal-02185354v1
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Geometric ergodicity for families of homogeneous Markov chains
Leonid Galtchouk
,
Serguei Pergamenchtchikov
2010
Preprints, Working Papers, ...
hal-00455976v2
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Adaptive nonparametric estimation in heteroscedastic regression models. Part 2: Asymptotic efficiency.
Leonid Galtchouk
,
Serguey Pergamenshchikov
Journal articles
hal-00269303v1
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Efficient robust nonparametric estimation in a semimartingale regression model
Victor Konev
,
Serguei Pergamenchtchikov
2010
Preprints, Working Papers, ...
hal-00526915v1
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Non-parametric estimation in a semimartingale regression model. Part 1. Oracle Inequalities.
Victor Konev
,
Serguei Pergamenchtchikov
2009
Preprints, Working Papers, ...
hal-00417603v1
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Adaptive sequential estimation for ergodic diffusion processes in quadratic metric. Part 1: Sharp non-asymptotic oracle inequalities.
Leonid Galtchouk
,
Sergey Pergamenshchikov
2007
Preprints, Working Papers, ...
hal-00177875v1
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Adaptive nonparametric estimation of a component density in a two-class mixture model
van Ha Hoang
,
Gaëlle Chagny
,
Antoine Channarond
,
Angelina Roche
Journal articles
hal-02909601v2
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Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions
Leonid Galtchouk
,
Serguei Pergamenchtchikov
2012
Preprints, Working Papers, ...
hal-00682844v1
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