Recherche - Archive ouverte HAL

46 résultats

	Pour les 46 documents Envoyer sur ORCID RSS ATOM Exporter BibTeX XML-TEI CSV RTF EndNote PDF HTML Export avancé	Page : Page précédente 1 2 Page suivante	triés par Pertinence Auteur A→Z Auteur Z→A Titre A→Z Titre Z→A Date de publication croissante Date de publication décroissante Date de dépôt croissante Date de dépôt décroissante

		Testing the accuracy of WIM systems: application to a B-WIM case Alexandre Brouste 2018 Pré-publication, Document de travail hal-01894264v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package Alexandre Brouste , Stefano M. Iacus Computational Statistics, 2013, 28 (4), pp.1529 - 1547. ⟨10.1007/s00180-012-0365-6⟩ Article dans une revue hal-01634606v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		On Gaussian random fields simulations Alexandre Brouste , Jacques Istas , Sophie Lambert-Lacroix [Research Report] TR07009, Interuniversity Attraction Pole, Statistics network. 2007 Rapport hal-00853908v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises Alexandre Brouste Journal of Statistical Planning and Inference, 2010, 140 (2), pp.551 - 558. ⟨10.1016/j.jspi.2009.08.001⟩ Article dans une revue hal-01634589v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Fractional Diffusion with Partial Observations Alexandre Brouste , Marina Kleptsyna , Alexandre Popier Communications in Statistics - Theory and Methods, 2011, 40 (19-20), pp.3479 - 3491. ⟨10.1080/03610926.2011.581173⟩ Article dans une revue hal-01634596v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Mathematical formulation of a dynamical system with dry friction subjected to external forces A. Bensoussan , Alexandre Brouste , F.B. Cartiaux , C. Mathey , L. Mertz Physica D: Nonlinear Phenomena, 2021, 421, pp.132859. ⟨10.1016/j.physd.2021.132859⟩ Article dans une revue hal-03687246v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Acoustic emission-based monitoring of reinforced concrete T- beams subjected to four-point bending Deba Datta Mandal , Mourad Bentahar , Abderrahim El Mahi , Alexandre Brouste , Rachid El Guerjouma , et al. 16ème Congrès Français d'Acoustique, CFA2022, Société Française d'Acoustique; Laboratoire de Mécanique et d'Acoustique, Apr 2022, Marseille, France Communication dans un congrès hal-03848267v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Local asymptotic normality property for fractional Gaussian noise under high-frequency observations Alexandre Brouste , Masaaki Fukasawa Annals of Statistics, 2018, 46 (5), pp.2045-2061. ⟨10.1214/17-AOS1611⟩ Article dans une revue hal-02370019v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		One-step estimation for the fractional Gaussian noise at high-frequency Alexandre Brouste , Marius Soltane , Irene Votsi ESAIM: Probability and Statistics, 2020, 24, pp.827-841. ⟨10.1051/ps/2020022⟩ Article dans une revue hal-03022878v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Confidence intervals for risk indicators in semi-Markov models: an application to wind energy production Irene Votsi , Alexandre Brouste Journal of Applied Statistics, 2019, 46 (10), pp.1756-1773. ⟨10.1080/02664763.2019.1566449⟩ Article dans une revue hal-01590520v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Asymptotic properties of MLE for partially observed fractional diffusion system Alexandre Brouste , Marina Kleptsyna Statistical Inference for Stochastic Processes, 2010, 13 (1), pp.1 - 13. ⟨10.1007/s11203-009-9035-x⟩ Article dans une revue istex hal-01634593v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Design for estimation of the drift parameter in fractional diffusion systems Alexandre Brouste , Marina Kleptsyna , Alexandre Popier Statistical Inference for Stochastic Processes, 2012, 15 (2), pp.133 - 149. ⟨10.1007/s11203-012-9067-5⟩ Article dans une revue istex hal-01634601v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Efficient estimation of stable Lévy process with symmetric jumps Alexandre Brouste , Hiroki Masuda Statistical Inference for Stochastic Processes, 2018, 21 (2), pp.289-307. ⟨10.1007/s11203-018-9181-0⟩ Article dans une revue hal-02370028v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		On fractional Gaussian random fields simulations Alexandre Brouste , Jacques Istas , Sophie Lambert-Lacroix Journal of Statistical Software, 2007, 23 (1), pp.1-23 Article dans une revue hal-00853131v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Fast and Asymptotically-efficient estimation in a Fractional autoregressive process Samir Ben Hariz , Alexandre Brouste , Chunhao Cai , Marius Soltane 2021 Pré-publication, Document de travail hal-03221391v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Design for estimation of drift parameter in fractional diffusion system Alexandre Brouste , Marina Kleptsyna , Alexandre Popier 2010 Pré-publication, Document de travail hal-00486428v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Conditional fractional Gaussian fields with the package FieldSim Alexandre Brouste , Jacques Istas , Sophie Lambert-Lacroix The R Journal, 2016, 8 (1), pp.38-47 Article dans une revue hal-02271831v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Characterization of Fault Roughness at Various Scales: Implications of Three-Dimensional High Resolution Topography Measurements Thibault Candela , François Renard , Michel Bouchon , Alexandre Brouste , David Marsan , et al. Pure and Applied Geophysics, 2009, 166 (10-11), pp.1817-1851. ⟨10.1007/s00024-009-0521-2⟩ Article dans une revue insu-00410954v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Fast and asymptotically efficient estimation in the Hawkes processes Alexandre Brouste , Christian Farinetto Japanese Journal of Statistics and Data Science , In press, ⟨10.1007/s42081-023-00186-2⟩ Article dans une revue hal-04020985v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise Alexandre Brouste , C. Cai , M. Kleptsyna Mathematical Methods of Statistics, 2014, 23 (2), pp.103 - 115. ⟨10.3103/S1066530714020021⟩ Article dans une revue hal-01634621v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Cox-Ingersoll-Ross model for wind speed modeling and forecasting Alexandre Brouste , Alain Bensoussan Wind Energy, 2016, 19 (7), pp.1355 - 1365. ⟨10.1002/we.1896⟩ Article dans une revue istex hal-01634645v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Efficient estimation for stochastic differential equations driven by a stable Lévy process Alexandre Brouste , Laurent Denis , Trâm Thi-Bao Ngô 2023 Pré-publication, Document de travail hal-04348383v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Marginal Weibull diffusion model for wind speed modeling and short-term forecasting Alain Bensoussan , Alexandre Brouste 2017 Pré-publication, Document de travail hal-01590587v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Testing the accuracy of WIM systems: Application to a B-WIM case Alexandre Brouste Measurement - Journal of the International Measurement Confederation (IMEKO), 2021, 185, pp.110068. ⟨10.1016/j.measurement.2021.110068⟩ Article dans une revue hal-03687204v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Closed form Maximum Likelihood Estimator for Generalized Linear Models in the case of categorical explanatory variables: Application to insurance loss modelling Alexandre Brouste , Christophe Dutang , Tom Rohmer Computational Statistics, 2020, ⟨10.1007/s00180-019-00918-7⟩ Article dans une revue hal-01781504v3	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Stochastic maintenance for large numbers of bridges Alain Bensoussan , Alexandre Brouste , F.B. Cartiaux , Véronique Le Corvec , Jorge Semiao , et al. 2023 Pré-publication, Document de travail hal-03918289v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise Alexandre Brouste , Chunhao Cai , Marius Soltane , Longmin Wang Statistical Inference for Stochastic Processes, 2020, 23 (2), pp.301-318. ⟨10.1007/s11203-020-09217-1⟩ Article dans une revue hal-03687258v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Kalman type filter under stationary noises Alexandre Brouste , Marina Kleptsyna Systems and Control Letters, 2012, 61 (12), pp.1229 - 1234. ⟨10.1016/j.sysconle.2012.09.007⟩ Article dans une revue hal-01634605v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		One-step corrected projected stochastic gradient descent for statistical estimation Alexandre Brouste , Youssef Esstafa 2024 Pré-publication, Document de travail hal-04122876v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		One-step closed-form estimator for generalized linear model with categorical explanatory variables Alexandre Brouste , Christophe Dutang , Lilit Hovsepyan , Tom Rohmer Statistics and Computing, 2023, 33 (6), pp.138. ⟨10.1007/s11222-023-10313-4⟩ Article dans une revue hal-04251559v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More

Filtrer vos résultats

Testing the accuracy of WIM systems: application to a B-WIM case

Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package

On Gaussian random fields simulations

Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises

Fractional Diffusion with Partial Observations

Mathematical formulation of a dynamical system with dry friction subjected to external forces

Acoustic emission-based monitoring of reinforced concrete T- beams subjected to four-point bending

Local asymptotic normality property for fractional Gaussian noise under high-frequency observations

One-step estimation for the fractional Gaussian noise at high-frequency

Confidence intervals for risk indicators in semi-Markov models: an application to wind energy production

Asymptotic properties of MLE for partially observed fractional diffusion system

Design for estimation of the drift parameter in fractional diffusion systems

Efficient estimation of stable Lévy process with symmetric jumps

On fractional Gaussian random fields simulations

Fast and Asymptotically-efficient estimation in a Fractional autoregressive process

Design for estimation of drift parameter in fractional diffusion system

Conditional fractional Gaussian fields with the package FieldSim

Characterization of Fault Roughness at Various Scales: Implications of Three-Dimensional High Resolution Topography Measurements

Fast and asymptotically efficient estimation in the Hawkes processes

Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise

Cox-Ingersoll-Ross model for wind speed modeling and forecasting

Efficient estimation for stochastic differential equations driven by a stable Lévy process

Marginal Weibull diffusion model for wind speed modeling and short-term forecasting

Testing the accuracy of WIM systems: Application to a B-WIM case

Closed form Maximum Likelihood Estimator for Generalized Linear Models in the case of categorical explanatory variables: Application to insurance loss modelling

Stochastic maintenance for large numbers of bridges

Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise

Kalman type filter under stationary noises

One-step corrected projected stochastic gradient descent for statistical estimation

One-step closed-form estimator for generalized linear model with categorical explanatory variables