International audienceSome crucial time series of market data, such as electricity spot prices, exhibit long memory, in the sense of slowly-decaying correlations combined with heteroscedasticity. To e able to model such a behaviour, we consider the k-factor GIGARCH process and we propose two methods to address the related parameter estimation problem. For each method, we develop the asymptotic theory for this estimation
Nous présentons un estimateur conjoint, reposant sur les coefficients d'une décomposition en ondelet...
The $B^0_{(s)}\to\ell^+\ell^-$ decays are helicity suppressed and process through flavour changing n...
In this Note we present a new approach which allows one to prove new controllability results for som...
International audienceSome crucial time series of market data, such as electricity spot prices, exhi...
In this thesis, we consider a drift estimation problem of a certain class of stochastic periodic pro...
National audienceNous nous intéressons à l'estimation de propriétés de monotonie d'un modèle numériq...
This thesis proposes a new methodology that allows to pinpoint the key parameters that control proba...
International audienceRésumé. Soient X t 1 , . . . , X tn des observations indépendantes associées a...
In the Standard Model of particle physics, the Cabibbo-Kobayashi-Maskawa (CKM) mechanism describes t...
The problem of interest is to estimate the concentration curve and the area under the curve (AUC) by...
In this thesis, we are interested in some kinetic equation in which there is a small parameter h whi...
It is well known that standard asymptotic theory is not valid or is extremely unreliable in models w...
This report is a presentation of a new approach for Worst Case Execu- tion Time (WCET) computation f...
This manuscript is divided into two parts. The first one is devoted to the study of α-stable distrib...
Cet article étudie une méthode de segmentation conjointe de plusieurs signaux issus d'une applicatio...
Nous présentons un estimateur conjoint, reposant sur les coefficients d'une décomposition en ondelet...
The $B^0_{(s)}\to\ell^+\ell^-$ decays are helicity suppressed and process through flavour changing n...
In this Note we present a new approach which allows one to prove new controllability results for som...
International audienceSome crucial time series of market data, such as electricity spot prices, exhi...
In this thesis, we consider a drift estimation problem of a certain class of stochastic periodic pro...
National audienceNous nous intéressons à l'estimation de propriétés de monotonie d'un modèle numériq...
This thesis proposes a new methodology that allows to pinpoint the key parameters that control proba...
International audienceRésumé. Soient X t 1 , . . . , X tn des observations indépendantes associées a...
In the Standard Model of particle physics, the Cabibbo-Kobayashi-Maskawa (CKM) mechanism describes t...
The problem of interest is to estimate the concentration curve and the area under the curve (AUC) by...
In this thesis, we are interested in some kinetic equation in which there is a small parameter h whi...
It is well known that standard asymptotic theory is not valid or is extremely unreliable in models w...
This report is a presentation of a new approach for Worst Case Execu- tion Time (WCET) computation f...
This manuscript is divided into two parts. The first one is devoted to the study of α-stable distrib...
Cet article étudie une méthode de segmentation conjointe de plusieurs signaux issus d'une applicatio...
Nous présentons un estimateur conjoint, reposant sur les coefficients d'une décomposition en ondelet...
The $B^0_{(s)}\to\ell^+\ell^-$ decays are helicity suppressed and process through flavour changing n...
In this Note we present a new approach which allows one to prove new controllability results for som...
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