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Pascal Bondon

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970107
"celine-levy-leduc"
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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
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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 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