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29

Corinne Berzin


Journal articles20 documents

  • 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⟩
  • Mairene Colina, Corinne Berzin. Convergence of the increments of a stochastic integral associated to the stochastic wave equation. Stochastic Processes and their Applications, Elsevier, 2009, 119 (7), pp.2121-2136. ⟨10.1016/j.spa.2008.06.005⟩. ⟨hal-00319112⟩
  • Corinne Berzin, José R. León. Estimation in models driven by fractional Brownian motion. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2008, 44 (2), pp.191-213. ⟨10.1214/07-AIHP105⟩. ⟨halshs-00316809⟩
  • Corinne Berzin, José R. León. Estimating the Hurst parameter. Statistical Inference for Stochastic Processes, Springer Verlag, 2007, 10 (1), pp.49-73. ⟨10.1007/s11203-005-0059-6⟩. ⟨hal-00317829⟩
  • Corinne Berzin, José R. León. Convergence in fractional models. Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2005, 10 (10), pp.326-370. ⟨10.1214/EJP.v10-172⟩. ⟨hal-00318868⟩
  • José R. León, Corinne Berzin, José León, Joaquín Ortega. Convergence of non-linear functionals of smoothed empirical processes and kernel density estimates. Statistics, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2003, 37 (3), pp.217-242. ⟨10.1080/02331880290015440⟩. ⟨hal-00319118⟩
  • Corinne Berzin-Joseph, José R. León, Joaquín Ortega. Non-linear functionals of the Brownian bridge and some applications. Stochastic Processes and their Applications, Elsevier, 2001, 92 (1), pp.11-30. ⟨10.1016/S0304-4149(00)00068-5⟩. ⟨hal-00319148⟩
  • Emmanuel Perrin, Rachid Harba, Corinne Berzin-Joseph, Ileana Iribarren, Aline Bonami. nth-order fractional Brownian motion and fractional Gaussian noises. IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, 2001, 49 (5), pp.1049-1059. ⟨10.1109/78.917808⟩. ⟨hal-00319136⟩
  • Corinne Berzin-Joseph. Deviation in kernel density estimation: super-optimal case. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, Elsevier, 2000, 330 (9), pp.825-830. ⟨10.1016/S0764-4442(00)00271-8⟩. ⟨hal-00319336⟩
  • Corinne Berzin, José R. León, Joaquín Ortega. Level crossings and local time for regularized Gaussian processes. Probability and Mathematical Statistics, 1998, 18 (1), pp.39-81. ⟨hal-00319151⟩
  • Corinne Berzin-Joseph, José R. León, Joaquín Ortega. Study of the asymptotic behaviour of non-linear functionals for the empirical bridge via strong approximations. Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 1998, 327 (7), pp.671-676. ⟨10.1016/S0764-4442(99)80099-8⟩. ⟨hal-00319465⟩
  • Corinne Berzin-Joseph, José R. León, Joaquín Ortega. Increments and crossings for the Brownian bridge: weak convergence. Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 1998, 327 (6), pp.587-592. ⟨10.1016/S0764-4442(98)89169-6⟩. ⟨hal-00319472⟩
  • Corinne Berzin-Joseph, José R. León. Weak convergence of the integrated number of level crossings to the local time for Wiener processes. SIAM Theory of Probability and its Applications, Society for Industrial and Applied Mathematics, 1997, 42 (4), pp.757-771. ⟨10.1137/S0040585X97976490⟩. ⟨hal-00319153⟩
  • Corinne Berzin-Joseph, José R. León. Weak convergence of the integrated number of level crossings to the local time for Wiener processes. Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 1994, 319, pp.1311-1316. ⟨hal-00319481⟩
  • Corinne Berzin, Mario Wschebor. Approximation du temps local des surfaces gaussiennes. Probability Theory and Related Fields, Springer Verlag, 1993, 96, pp.1-32. ⟨hal-00319155⟩
  • Corinne Berzin, José R. León, Joaquín Ortega. Régularisées de processus gaussiens, franchissements et temps local. Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 1993, 317, pp.697-702. ⟨hal-00319489⟩
  • Corinne Berzin. Approximation du temps local des champs aléatoires gaussiens stationnaires par régularisation des trajectoires. Probability and Mathematical Statistics, 1991, 12 (2), pp.201-215. ⟨hal-00319158⟩
  • Corinne Berzin. Convergence de mesures géométriques normalisées d'ensembles de niveau des surfaces aléatoires vers le temps local. Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 1990, 311, pp.373-377. ⟨hal-00319500⟩
  • Corinne Berzin, Ileana Iribarren. Estimation de la matrice des moments spectraux d'ordre 2 d'un champ aléatoire gaussien à l'aide des courbes de niveau. Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 1988, 307, pp.915-918. ⟨hal-00319505⟩
  • Corinne Berzin. Approximation du temps local des champs aléatoires gaussiens stationnaires par régularisation des trajectoires. Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 1988, 306, pp.291-294. ⟨hal-00319509⟩

Conference papers6 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⟩
  • Corinne Berzin. Convergence dans les modèles fractionnaires. Journées Fractionnaires Parisiennes, Jun 2006, Paris, France. ⟨hal-01954120⟩
  • Corinne Berzin. Théorèmes centraux limites pour des fonctionnelles non-linéaires de processus Gaussiens et applications. Colloque de statistique de Montréal CRM-ISM-GERAD, Oct 2004, Montréal, Canada. ⟨hal-01954182⟩
  • Corinne Berzin-Joseph, José R. León. Vertical and horizontal increments for the Brownian sheet, level curve's lenght and local time. Vertical and horizontal increments for the Brownian sheet, level curve's lenght and local time, 1998, Mexico, Mexico. pp.181-191. ⟨hal-00319417⟩
  • Corinne Berzin, Ileana Iribarren. Estimación de la matriz de los momentos espectrales de orden 2 de un campo aleatorio Gaussiano a partir de las curvas de nivel. Estimación de la matriz de momentos espectrales de orden 2 de un campo aleatorio Gaussiano a partir de las curvas de nivel, 1988, Montevideo, Uruguay. pp.9-16. ⟨hal-00319443⟩

Books2 documents

  • Corinne Berzin, Alain Latour, José R. León. Kac-Rice formulas for random fields and theirs applications in: random geometry, roots of random polynomials and some engineering problems. Ediciones IVIC, 2017, Escuela Venezolana de Matematicas, Eloy Sira, 978-980-261-180-5. ⟨hal-01953070⟩
  • 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⟩

Preprints, Working Papers, ...1 document