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Pascal Bondon


Journal articles17 documents

  • Carlo Correa Solci, Valdério A. Reisen, Alessandro Jose Queiroz Sarnaglia, Pascal Bondon. Empirical study of robust estimation methods for PAR models with application to the air quality area. Communications in Statistics - Theory and Methods, 2020, 49 (1), pp.152-168. ⟨10.1080/03610926.2018.1533970⟩. ⟨hal-01886198⟩
  • Bartolomeu Zamprogno, Valderio A. Reisen, Pascal Bondon, Higor Henrique Aranda Cotta, Neyval Costa Reis Júnior. Principal component analysis with autocorrelated data. Journal of Statistical Computation and Simulation, Taylor & Francis, 2020. ⟨hal-02560885⟩
  • Stéphane Chrétien, Pascal Bondon. Projection Methods for Uniformly Convex Expandable Sets. Mathematics , MDPI, 2020, ⟨10.3390/math8071108⟩. ⟨hal-02896463⟩
  • Milena Machado, Valdério Anselmo Reisen, Jane Meri Santos, Neyval Costa Reis Júnior, Séverine Frère, et al.. Use of multivariate time series techniques to estimate the impact of particulate matter on the perceived annoyance. Atmospheric Environment, Elsevier, 2020, 222, pp.117080. ⟨10.1016/j.atmosenv.2019.117080⟩. ⟨hal-02501972⟩
  • Higor Cotta, Valderio A. Reisen, Pascal Bondon, Paulo Prezotti. Identification of redundant air quality monitoring stations using robust principal component analysis. Environmental Modeling & Assessment, Springer, 2020, ⟨10.1007/s10666-020-09717-7⟩. ⟨hal-02626255⟩
  • Valdério Anselmo Reisen, Adriano Marcio Sgrancio, Céline Lévy-Leduc, Pascal Bondon, Edson Zambon Monte, et al.. Robust factor modelling for high-dimensional time series: An application to air pollution data. Applied Mathematics and Computation, Elsevier, 2019, 346, pp.842-852. ⟨10.1016/j.amc.2018.09.062⟩. ⟨hal-02902032⟩
  • Juliana de Souza, Valderio Reisen, Glaura Franco, Marton Ispany, Pascal Bondon, et al.. Generalized additive model with principal component analysis: An application to time series of respiratory disease and air pollution data. Journal of the Royal Statistical Society: Series C Applied Statistics, Wiley, 2018, 67 (2), pp.453-480. ⟨10.1111/rssc.12239⟩. ⟨hal-01599112⟩
  • Valderio A. Reisen, Edson Zambon Monte, Glaura Franco, Adriano Sgrancio, Fabio Fajardo Molinares, et al.. Robust Estimation of Fractional Seasonal Processes: Modeling and Forecasting Daily Average SO2 Concentrations. Mathematics and Computers in Simulation, Elsevier, 2018, 146, pp.27-43. ⟨10.1016/j.matcom.2017.10.004⟩. ⟨hal-01617641⟩
  • Igor Souza, Valderio Reisen, Glaura Franco, Pascal Bondon. The Estimation and Testing of the Cointegration Order Based on the Frequency Domain. Journal of Business and Economic Statistics, 2018, 36 (4), pp.695-704. ⟨10.1080/07350015.2016.1251442⟩. ⟨hal-01578357⟩
  • Pierre Haessig, Bernard Multon, Hamid Ben Ahmed, Stéphane Lascaud, Pascal Bondon. Energy storage sizing for wind power: impact of the autocorrelation of day-ahead forecast errors. Wind Energy, Wiley, 2015, 18 (1), pp.43-57. ⟨10.1002/we.1680⟩. ⟨hal-00863901⟩
  • Li Song, Pascal Bondon. Structural changes estimation for strongly-dependent processes. Journal of Statistical Computation and Simulation, Taylor & Francis, 2013, 83 (10), pp.1783-1806. ⟨10.1080/00949655.2011.653643⟩. ⟨hal-00926709⟩
  • Pascal Bondon, Natalia Bahamonde. Least squares estimation of ARCH models with missing observations. Journal of Time Series Analysis, Wiley-Blackwell, 2012, 33 (6), pp.880-891. ⟨10.1111/j.1467-9892.2012.00803.x⟩. ⟨hal-00819753⟩
  • Tamas Elteto, Nikolaus Hansen, Cecile Germain-Renaud, Pascal Bondon. Scalable structural break detection. Applied Soft Computing, Elsevier, 2012, ⟨10.1016/j.asoc.2012.06.002⟩. ⟨hal-00711843⟩
  • Qi Cheng, Pascal Bondon. An Efficient Two-Stage Sampling Method in Particle Filter. IEEE Transactions on Aerospace and Electronic Systems, Institute of Electrical and Electronics Engineers, 2012, 48 (3), pp.2666-2672. ⟨10.1109/TAES.2012.6237616⟩. ⟨hal-00819784⟩
  • Li Song, Pascal Bondon. Piecewise FARIMA models for long-memory time series. Journal of Statistical Computation and Simulation, Taylor & Francis, 2012, 82 (9), pp.1367-1382. ⟨10.1080/00949655.2011.582470⟩. ⟨hal-00819756⟩
  • Tamas Elteto, Cecile Germain-Renaud, Pascal Bondon, Michèle Sebag. Towards Non-Stationary Grid Models. Journal of Grid Computing, Springer Verlag, 2011, 9 (4), pp.423-440. ⟨10.1007/s10723-011-9194-z⟩. ⟨inria-00616279⟩
  • Bernard Picinbono, Pascal Bondon. Second-Order Statistics of Complex Signals. IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, 1997, IEEE Transactions on Signal Processing, 45 (2), pp.411 - 420. ⟨hal-01661242⟩

Conference papers34 documents

  • Igor Souza, Valderio A. Reisen, Pascal Bondon, G.C. Franco. A robust estimation and testing of the cointegration order based on the frequency domain. 13th International Conference on Computational and Financial Econometrics, Dec 2019, London, United Kingdom. ⟨hal-02358658⟩
  • Paulo Prezotti, Valderio A. Reisen, Pascal Bondon, Marton Ispany. The PINAR (1, 1_S) model. International Conference on Robust Statistics, May 2019, Guayaquil, Ecuador. ⟨hal-02359803⟩
  • Higor Cotta, Valderio A. Reisen, Pascal Bondon, Céline Lévy-Leduc. A robust alternative to the sample autocovariance and autocorrelation functions. International Conference on Robust Statistics, May 2019, Guayaquil, Ecuador. ⟨hal-02358679⟩
  • Milena Machado, Valderio A. Reisen, Pascal Bondon. Time series models and principal component analysis techniques to estimate the impact of particulate matter on health and quality of life. International Conference on Robust Statistics, May 2019, Guayaquil, Ecuador. ⟨hal-02359500⟩
  • Higor Cotta, Valderio Reisen, Pascal Bondon. A robust method for estimating the number of factors in an approximate factor model. International Work-Conference on Time Series, Sep 2019, Granada, Spain. pp.711-722. ⟨hal-02358699⟩
  • Higor Cotta, Valderio A. Reisen, Pascal Bondon, Céline Lévy-Leduc. A robust alternative for the estimation of autocovariance from the frequency domain for multivariate processes. International Work-Conference on Time Series, Sep 2018, Granada, Spain. pp.1011 - 1012. ⟨hal-01886240⟩
  • Marton Ispany, Valderio A. Reisen, Carolina Paraiba, Pascal Bondon. On subset integer-valued autoregressions. 12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics, Jul 2018, Vilnius, Lithuania. pp.332. ⟨hal-01886233⟩
  • Pascal Bondon, Paulo Prezotti, Valderio Reisen, Marton Ispany, Faradiba Sarquis Serpa. A model for count time series with periodic two orders autoregressive structure. 12th International Conference on Computational and Financial Econometrics, Dec 2018, Pisa, Italy. ⟨hal-02003709⟩
  • Valderio A. Reisen, Igor Souza, G.C. Franco, Pascal Bondon. The estimation and testing of the fractional cointegration order based on the frequency domain : A robust approach. 12th International Conference on Computational and Financial Econometrics, Dec 2018, Pisa, Italy. ⟨hal-02003755⟩
  • Aymeric Thibault, Pascal Bondon. Forecasting Intraday Risk Measures using Multiplicative Component GARCH Model and Multimodal Distributions. International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.249-253. ⟨hal-01578470⟩
  • Higor Cotta, Valderio Reisen, Pascal Bondon. Robust autocovariance estimation from the frequency domain. International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.1073-1074. ⟨hal-01578463⟩
  • Aymeric Thibault, Pascal Bondon. A Multimodal Asymmetric Exponential Power Distribution: Application to risk measurement for financial high-frequency data. 25th European Signal Processing Conference (EUSIPCO 2017), Aug 2017, Kos island, Greece. 5 p., ⟨10.23919/EUSIPCO.2017.8081378⟩. ⟨hal-01578369⟩
  • Marton Ispany, Juliana de Souza, Valderio Reisen, Glaura Franco, Pascal Bondon, et al.. An application of the GAM-PCA-VAR model to respiratory disease and air pollution data. International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.319-320. ⟨hal-01578442⟩
  • Higor Cotta, Valderio Reisen, Pascal Bondon, Wolfgang Stummer. Robust estimation of covariance and correlation functions of a stationary multivariate process. International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.47-58. ⟨hal-01578459⟩
  • Wajih Ben Abdallah, Jean-Philippe Ovarlez, Pascal Bondon. Radar Detection Schemes for Joint Temporal and Spatial Correlated Clutter Using Vector ARMA Models. 25th European Signal Processing Conference (EUSIPCO 2017), Aug 2017, Kos island, Greece. 5 p., ⟨10.23919/eusipco.2017.8081373⟩. ⟨hal-01578366⟩
  • Aymeric Thibault, Pascal Bondon. A skewed exponential power distribution to measure value at risk in electricity market. 2016 IEEE Statistical Signal Processing Workshop (SSP), Jun 2016, Palma de Mallorca, Spain. 5 p., ⟨10.1109/ssp.2016.7551835⟩. ⟨hal-01577056⟩
  • Aymeric Thibault, Pascal Bondon. Backtesting Expected Shortfall with a skewed exponential power distribution in electricity markets. 24th European Signal Processing Conference (EUSIPCO), Aug 2016, Budapest, Hungary. pp.2141-2145, ⟨10.1109/eusipco.2016.7760627⟩. ⟨hal-01578831⟩
  • Alessandro Jose Queiroz Sarnaglia, Valderio Anselmo Reisen, Pascal Bondon, Céline Lévy-Leduc. A robust estimation approach for fitting a PARMA model to real data. 2016 IEEE Statistical Signal Processing Workshop (SSP), Jun 2016, Palma de Mallorca, Spain. 5 p., ⟨10.1109/ssp.2016.7551740⟩. ⟨hal-01560258⟩
  • Alessandro Jose Queiroz Sarnaglia, Valderio Reisen, Pascal Bondon. Periodic ARMA models: Application to particulate matter concentrations. European Signal Processing Conference, Aug 2015, Nice, France. pp.2181 - 2185, ⟨10.1109/EUSIPCO.2015.7362771⟩. ⟨hal-01262098⟩
  • Pascal Bondon. Estimation of autoregressive models with epsilon-skew-normal innovations. 22nd European Signal Processing Conference (EUSIPCO 2014) , Sep 2014, Lisboa, Portugal. ⟨10.1016/j.jmva.2009.02.006⟩. ⟨hal-01108724⟩
  • Pascal Bondon. Estimation d'un modèle autorégressif conditionnellement hétéroscédastique en présence de données manquantes. GRETSI 2013, Sep 2013, Brest, France. 4 p. ⟨hal-00926726⟩
  • Pascal Bondon. ARCH modeling in the presence of missing data. Asilomar 2013, Nov 2013, Pacific Grove, United States. 5 p. ⟨hal-00926712⟩
  • Pascal Bondon, Li Song. AR processes with non-gaussian asymmetric innovations. 21st European Signal Processing Conference (EUSIPCO-2013), Sep 2013, Marrakech, Morocco. 5 p. ⟨hal-00926715⟩
  • Li Song, Pascal Bondon. Modélisation de données à longue mémoire localement stationnaires. 44ème Journées de Statistique, May 2012, Bruxelles, Belgium. ⟨hal-00819792⟩
  • Pascal Bondon. Structural changes estimation for long-memory processes. 12th Latin American Congress of Probability and Mathematical Statistics, 2012, Vina del Mar, Chile. ⟨hal-00819786⟩
  • Li Song, Pascal Bondon. A selection criterion for piecewise stationary long-memory models. IEEE SSP 2012, Aug 2012, Ann Arbor, United States. pp.908-911, ⟨10.1109/SSP.2012.6319856⟩. ⟨hal-00819795⟩
  • Li Song, Pascal Bondon. Piecewise model selection for non-stationary long memory data. GRETSI 2011, Sep 2011, Bordeaux, France. pp.1-4. ⟨hal-00662562⟩
  • Li Song, Pascal Bondon. Modeling non-stationary long-memory signals with large amounts of data. EUSIPCO 2011, Aug 2011, Barcelone, Spain. pp.2234-2238. ⟨hal-00663090⟩
  • Li Song, Pascal Bondon. A procedure for modeling non-stationary signals with long range dependence. IFAC 2011, Aug 2011, Milan, Italy. pp.4440-4445. ⟨hal-00663084⟩
  • Li Song, Pascal Bondon. Break detection in nonstationary strongly dependent long time series. SSP 2011, Jun 2011, Nice, France. pp.577-580, ⟨10.1109/SSP.2011.5967763⟩. ⟨hal-00663085⟩
  • Tamas Elteto, Cecile Germain-Renaud, Pascal Bondon, Michèle Sebag. Discovering Piecewise Linear Models of Grid Workload. 10th IEEE/ACM International Conference on Cluster, Cloud and Grid Computing, May 2010, Melbourne, Australia. pp.474-484. ⟨hal-00491562⟩
  • Pascal Bondon, Li Song. A new method for modeling nonstationary FARIMA signals. 2nd Sondra Workshop on Electromagnetic Modeling, New Concepts and Signal Processing for Radar Detection and Remote Sensing, 2010, France. pp.208-211. ⟨hal-00819799⟩
  • Li Song, Pascal Bondon. Modelling piecewise long memory signals based on MDL. ICASSP 2010, Mar 2010, Dallas, United States. pp.3782-3785, ⟨10.1109/ICASSP.2010.5495848⟩. ⟨hal-00819796⟩
  • Li Song, Pascal Bondon. Un Modèle FARIMA Localement Stationnaire. 41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France. ⟨inria-00386640⟩

Book sections2 documents

  • Valderio A. Reisen, Céline Lévy-Leduc, Higor Cotta, Pascal Bondon, Marton Ispany, et al.. An Overview of Robust Spectral Estimators. Springer International Publishing. Cyclostationarity: Theory and Methods – IV, pp.204-224, 2020. ⟨hal-02360657⟩
  • Marton Ispany, Valderio A. Reisen, Glaura Franco, Pascal Bondon, Higor Cotta, et al.. On generalized additive models with dependent time series covariates. Rojas, 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⟩. ⟨hal-01886225⟩

Other publications1 document

  • Higor Cotta, Valderio Reisen, Pascal Bondon, Céline Lévy-Leduc. tsqn: Applications of the Qn Estimator to Time Series (Univariate and Multivariate). 2017. ⟨hal-01578823⟩

Reports1 document

  • Tamas Elteto, Cecile Germain-Renaud, Pascal Bondon. Discovering Linear Models of Grid Workload. [Research Report] RR-7112, INRIA. 2009. ⟨inria-00435561⟩