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Number of documents

5

Alain Latour


Professeur associé
Département de mathématiques
Université du Québec à  Montréal

Chercheur associé à  EMoStA-UQAM

Diplôme

Ph. D. en Informatique : 1986

Maîtrise es Sciences en mathématiques : 1976

Thème de recherche :

Analyse des séries chronologiques à valeurs entières


Inférence Processus Stochastiques [2011-2015]   

Journal articles1 document

  • Corinne Berzin, Alain Latour, José R. León. Variance estimator for fractional diffusions with variance and drift depending on time. Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2015, 9 (1), pp.926-1016. ⟨10.1214/15-EJS1023⟩. ⟨hal-01952996⟩

Conference papers3 documents

  • Corinne Berzin, Alain Latour, José R. León. L^2-deviation for the variance estimator of a fractional diffusion. Wschebor Workshop, Dec 2013, Solis, Uruguay. ⟨hal-00947511⟩
  • Corinne Berzin, Alain Latour, José R. León. Inference for diffusions driven by fractional Brownian motion. Conferencia León: Análisis, Estadística y Probabilidades, Nov 2011, Caracas, Venezuela. ⟨hal-00947510⟩
  • Alain Latour. Modeling threshold InGArch processes: a likelihood approach. 2nd International Workshop on Integer Valued Time Series, Jun 2011, Protaras, Cyprus. ⟨hal-00851615⟩

Books1 document

  • Corinne Berzin, Alain Latour, José R. León. Inference on the Hurst parameter and variance of diffusions driven by fractional Brownian motion. Bickel, P., Diggle, P., Fienberg, S.E., Gather, U., Olkin, I., Zeger, S. Springer, 216, pp.200, 2014, Lectures notes in statistics, Jon Gurstelle, 978-3-319-07874-8. ⟨10.1007/978-3-319-07875-5⟩. ⟨hal-00947513⟩