Statistical Estimation of Model Parameters of Planar Neyman-Scott Cluster Processes.
Sur certains problèmes d'estimation et de test concernant la moyenne d'un processus gaussien
Sur le processus de vraisemblance partielle
Testing a sub-hypothesis in linear regression models with long memory covariates and errors
This paper considers the problem of testing a sub-hypothesis in homoscedastic linear regression models when the covariate and error processes form independent long memory moving averages. The asymptotic null distribution of the likelihood ratio type test based on Whittle quadratic forms is shown to be a chi-square distribution. Additionally, the estimators of the slope parameters obtained by minimizing the Whittle dispersion is seen to be -consistent for all values of the long memory parameters...
The likelihood ratio test for the number of components in a mixture with Markov regime
The likelihood ratio test for the number of components in a mixture with Markov regime
We study the LRT statistic for testing a single population i.i.d. model against a mixture of two populations with Markov regime. We prove that the LRT statistic converges to infinity in probability as the number of observations tends to infinity. This is a consequence of a convergence result of the LRT statistic for a subproblem where the parameters are restricted to a subset of the whole parameter set.
The ordering of experimental designs. A Hilbert space approach
The variogram and estimation error in connection with the assessment of continuous streams.
Time-dependent statistical analysis of wide-area time-synchronized data.
Une application de la topologie d'Émery : le processus information d'un modèle statistique filtré
Upper Bound of the Speed of Convergence of Moment Density Estimators for Stationary Point Process.
Variance Stabilizing and Normalizing Transformations for the Compound Poisson Process.
Variances in spectral analysis of membrane noise
Le fluttuazioni di conduttanza di un modello di canale del potassio di una fibra muscolare che segue una cinetica di Hodgkin e Huxley sono state analizzate attraverso l'analisi spettrale indiretta. Sono state confrontate due diverse stime della densità spettrale e le loro rispettive varianze: quella della prima stima considerata è già nota, mentre quella della seconda stima è stata ricavata da noi nelle medesime ipotesi (distribuzione normale). I risultati teorici sono stati confrontati con quelli...
Асимптотическая регулярность семейства мер, соответствующих гауссовскому случайному процессу, содержащему компоненту белого шума, при конечнопараметрическом семействе спектральных плотностей
Локальная асимптотическая нормальность для стационарно связанных наблюдений
Методы гильбертова пространства в классических задачах математической статистики
О свойствах некоторых случайных процессов, возникающих в теории статистического оценивания
Устойчивость достаточной статистики "значение наблюдения в последний момент" для семейств случайных процессов с независимыми приращениями