Pascal Bondon
72
Documents
Identifiants chercheurs
pascal-bondon-
0000-0002-5158-7337
Présentation
Publications
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Robust Quantile Time Series in Financial Time Series Models14th International Conference on Computational and Financial Econometrics, Dec 2020, Londres, United Kingdom
Communication dans un congrès
hal-02985580v1
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Contribution to continuum estimation in gamma spectrum by observation of local minima24th International Conference on System Theory, Control and Computing (ICSTCC 2020), Oct 2020, Sinaia, Romania. pp.937-942, ⟨10.1109/icstcc50638.2020.9259717⟩
Communication dans un congrès
hal-02985542v1
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Multivariate analysis on perceived annoyance caused by air pollution and their determinantsInternational Conference on Air Quality - Science and Application, Mar 2020, Thessaloniki, Greece. pp.190
Communication dans un congrès
hal-02985464v1
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A robust alternative to the sample autocovariance and autocorrelation functionsInternational Conference on Robust Statistics, May 2019, Guayaquil, Ecuador
Communication dans un congrès
hal-02358679v1
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A robust estimation and testing of the cointegration order based on the frequency domain13th International Conference on Computational and Financial Econometrics, Dec 2019, London, United Kingdom
Communication dans un congrès
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A robust method for estimating the number of factors in an approximate factor modelInternational Work-Conference on Time Series, Sep 2019, Granada, Spain. pp.711-722
Communication dans un congrès
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Time series models and principal component analysis techniques to estimate the impact of particulate matter on health and quality of lifeInternational Conference on Robust Statistics, May 2019, Guayaquil, Ecuador
Communication dans un congrès
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The PINAR (1, 1_S) modelInternational Conference on Robust Statistics, May 2019, Guayaquil, Ecuador
Communication dans un congrès
hal-02359803v1
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A robust alternative for the estimation of autocovariance from the frequency domain for multivariate processesInternational Work-Conference on Time Series, Sep 2018, Granada, Spain. pp.1011 - 1012
Communication dans un congrès
hal-01886240v1
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A model for count time series with periodic two orders autoregressive structure12th International Conference on Computational and Financial Econometrics, Dec 2018, Pisa, Italy
Communication dans un congrès
hal-02003709v1
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The estimation and testing of the fractional cointegration order based on the frequency domain : A robust approach12th International Conference on Computational and Financial Econometrics, Dec 2018, Pisa, Italy
Communication dans un congrès
hal-02003755v1
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On subset integer-valued autoregressions12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics, Jul 2018, Vilnius, Lithuania. pp.332
Communication dans un congrès
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Radar Detection Schemes for Joint Temporal and Spatial Correlated Clutter Using Vector ARMA Models25th European Signal Processing Conference (EUSIPCO 2017), Aug 2017, Kos island, Greece. 5 p., ⟨10.23919/eusipco.2017.8081373⟩
Communication dans un congrès
hal-01578366v1
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A Multimodal Asymmetric Exponential Power Distribution: Application to risk measurement for financial high-frequency data25th European Signal Processing Conference (EUSIPCO 2017), Aug 2017, Kos island, Greece. 5 p., ⟨10.23919/EUSIPCO.2017.8081378⟩
Communication dans un congrès
hal-01578369v1
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Robust autocovariance estimation from the frequency domainInternational Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.1073-1074
Communication dans un congrès
hal-01578463v1
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Robust estimation of covariance and correlation functions of a stationary multivariate processInternational Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.47-58
Communication dans un congrès
hal-01578459v1
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Forecasting Intraday Risk Measures using Multiplicative Component GARCH Model and Multimodal DistributionsInternational Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.249-253
Communication dans un congrès
hal-01578470v1
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An application of the GAM-PCA-VAR model to respiratory disease and air pollution dataInternational Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.319-320
Communication dans un congrès
hal-01578442v1
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Backtesting Expected Shortfall with a skewed exponential power distribution in electricity markets24th European Signal Processing Conference (EUSIPCO), Aug 2016, Budapest, Hungary. pp.2141-2145, ⟨10.1109/eusipco.2016.7760627⟩
Communication dans un congrès
hal-01578831v1
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A robust estimation approach for fitting a PARMA model to real data2016 IEEE Statistical Signal Processing Workshop (SSP), Jun 2016, Palma de Mallorca, Spain. 5 p., ⟨10.1109/ssp.2016.7551740⟩
Communication dans un congrès
hal-01560258v1
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A skewed exponential power distribution to measure value at risk in electricity market2016 IEEE Statistical Signal Processing Workshop (SSP), Jun 2016, Palma de Mallorca, Spain. 5 p., ⟨10.1109/ssp.2016.7551835⟩
Communication dans un congrès
hal-01577056v1
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Periodic ARMA models: Application to particulate matter concentrationsEuropean Signal Processing Conference, Aug 2015, Nice, France. pp.2181 - 2185, ⟨10.1109/EUSIPCO.2015.7362771⟩
Communication dans un congrès
hal-01262098v1
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Estimation of autoregressive models with epsilon-skew-normal innovations22nd European Signal Processing Conference (EUSIPCO 2014) , Sep 2014, Lisboa, Portugal
Communication dans un congrès
hal-01108724v1
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AR processes with non-gaussian asymmetric innovations21st European Signal Processing Conference (EUSIPCO-2013), Sep 2013, Marrakech, Morocco. 5 p
Communication dans un congrès
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Estimation d'un modèle autorégressif conditionnellement hétéroscédastique en présence de données manquantesGRETSI 2013, Sep 2013, Brest, France. 4 p
Communication dans un congrès
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ARCH modeling in the presence of missing dataAsilomar 2013, Nov 2013, Pacific Grove, United States. 5 p
Communication dans un congrès
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Structural changes estimation for long-memory processes12th Latin American Congress of Probability and Mathematical Statistics, 2012, Vina del Mar, Chile
Communication dans un congrès
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A selection criterion for piecewise stationary long-memory modelsIEEE SSP 2012, Aug 2012, Ann Arbor, United States. pp.908-911, ⟨10.1109/SSP.2012.6319856⟩
Communication dans un congrès
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Modélisation de données à longue mémoire localement stationnaires44ème Journées de Statistique, May 2012, Bruxelles, Belgium
Communication dans un congrès
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A procedure for modeling non-stationary signals with long range dependenceIFAC 2011, Aug 2011, Milan, Italy. pp.4440-4445
Communication dans un congrès
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Break detection in nonstationary strongly dependent long time seriesSSP 2011, Jun 2011, Nice, France. pp.577-580, ⟨10.1109/SSP.2011.5967763⟩
Communication dans un congrès
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Piecewise model selection for non-stationary long memory dataGRETSI 2011, Sep 2011, Bordeaux, France. pp.1-4
Communication dans un congrès
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Modeling non-stationary long-memory signals with large amounts of dataEUSIPCO 2011, Aug 2011, Barcelone, Spain. pp.2234-2238
Communication dans un congrès
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A new method for modeling nonstationary FARIMA signals2nd Sondra Workshop on Electromagnetic Modeling, New Concepts and Signal Processing for Radar Detection and Remote Sensing, 2010, France. pp.208-211
Communication dans un congrès
hal-00819799v1
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Modelling piecewise long memory signals based on MDLICASSP 2010, Mar 2010, Dallas, United States. pp.3782-3785, ⟨10.1109/ICASSP.2010.5495848⟩
Communication dans un congrès
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Discovering Piecewise Linear Models of Grid Workload10th IEEE/ACM International Conference on Cluster, Cloud and Grid Computing, May 2010, Melbourne, Australia. pp.474-484
Communication dans un congrès
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Un Modèle FARIMA Localement Stationnaire41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France
Communication dans un congrès
inria-00386640v1
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Les Petits Se Demandent2020, 978-65-00-07124-5
Ouvrages
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An Overview of Robust Spectral EstimatorsSpringer International Publishing. Cyclostationarity: Theory and Methods IV, pp.204-224, 2020, ⟨10.1007/978-3-030-22529-2_12⟩
Chapitre d'ouvrage
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On generalized additive models with dependent time series covariatesRojas, I. and Pomares, H. and Valenzuela, O. Time Series Analysis and Forecasting - Selected contributions from ITISE 2017, Springer International Publishing, pp.289-308, 2018, Contributions to statistics, ⟨10.1007/978-3-319-96944-2_20⟩
Chapitre d'ouvrage
hal-01886225v1
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tsqn: Applications of the Qn Estimator to Time Series (Univariate and Multivariate)2017
Autre publication scientifique
hal-01578823v1
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Discovering Linear Models of Grid Workload[Research Report] RR-7112, INRIA. 2009
Rapport
inria-00435561v1
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