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Pascal Bondon

9

Documents

Identifiants chercheurs

pascal-bondon
0000-0002-5158-7337

Présentation

Publications

celine-levy-leduc

	A dimension reduction factor approach for multivariate time series with long-memory. A robust alternative method Valdério Anselmo Reisen , Céline Lévy-Leduc , Edson Zambon Monte , Pascal Bondon Statistical Papers, 2023, ⟨10.1007/s00362-023-01504-2⟩ Article dans une revue hal-04225878v1
	A spectral approach to estimate the autocovariance function Céline Lévy-Leduc , Pascal Bondon , Valdério Reisen Journal of Statistical Planning and Inference, 2022, 221, pp.281-298. ⟨10.1016/j.jspi.2022.05.005⟩ Article dans une revue hal-03695445v1
	M-regression spectral estimator for periodic ARMA models. An empirical investigation Alessandro José Queiroz Sarnaglia , Valdério Anselmo Reisen , Pascal Bondon , Céline Lévy-Leduc Stochastic Environmental Research and Risk Assessment, 2021, 35 (3), pp.653-664. ⟨10.1007/s00477-020-01958-y⟩ Article dans une revue hal-03185742v1
	Robust factor modelling for high-dimensional time series: An application to air pollution data Valdério Anselmo Reisen , Adriano Marcio Sgrancio , Céline Lévy-Leduc , Edson Zambon Monte , Higor Henrique Aranda Cotta Applied Mathematics and Computation, 2019, 346, pp.842-852. ⟨10.1016/j.amc.2018.09.062⟩ Article dans une revue hal-02902032v1

	A robust alternative to the sample autocovariance and autocorrelation functions Higor Cotta , Valderio A. Reisen , Pascal Bondon , Céline Lévy-Leduc International Conference on Robust Statistics, May 2019, Guayaquil, Ecuador Communication dans un congrès hal-02358679v1
	A robust alternative for the estimation of autocovariance from the frequency domain for multivariate processes Higor Cotta , Valderio A. Reisen , Pascal Bondon , Céline Lévy-Leduc International Work-Conference on Time Series, Sep 2018, Granada, Spain. pp.1011 - 1012 Communication dans un congrès hal-01886240v1
	A robust estimation approach for fitting a PARMA model to real data Alessandro Jose Queiroz Sarnaglia , Valderio Anselmo Reisen , Pascal Bondon , Céline Lévy-Leduc 2016 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

	An Overview of Robust Spectral Estimators Valdério Reisen , Céline Lévy-Leduc , Higor Cotta , Pascal Bondon , Márton Ispány Springer International Publishing. Cyclostationarity: Theory and Methods IV, pp.204-224, 2020, ⟨10.1007/978-3-030-22529-2_12⟩ Chapitre d'ouvrage hal-02360657v1

	tsqn: Applications of the Qn Estimator to Time Series (Univariate and Multivariate) Higor Cotta , Valderio Reisen , Pascal Bondon , Céline Lévy-Leduc 2017 Autre publication scientifique hal-01578823v1