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Prépub SAMOS 2005 - 2006
accès direct 2005 (n° 210 à 230) 2006 (n°231 à 250)
210 – Ragache N., Wintenberger O. Convergence rates for density estimates of weakly dependent time series. 25 pages. samos210.pdf, publié dans Dependence in Probability and Statistics. Lecture Notes in Statistics. P. Bertail, P. Doukhan and Ph. Soulier editors, vol 187, Springer Verlag (2006), forthcoming.
211 – Aaron C., Perraudin C., Rynkiewicz J. Adaptation de l’algorithme SOM à l’analyse de données temporelles et spatiales : Application à l’étude de l’évolution des performances européennes en matière d’emploi. 9 pages. Conférence ASMDA, Brest. samos211.pdf
212 – Aaron C. Adaptation EM et classification non supervisée. 12 pages. Conférence ACSEG, Lilles. samos212.pdf
213 – Aaron C. Un algorithme de normalisation des données à l’aide de graphes pour le traitement non-linéaire des données : Application à l’optimisation des cartes de Kohonen. 8 pages. Conférence ASMDA, Brest. samos213.pdf
214 – Aaron C. Graph-Based Normalisation. 6 pages. Conférence ESANN, Bruges. samos214.pdf
215 – Aaron C. Couplage d’un problème de classification et d’estimation de densité par des noyaux gaussiens. 4 pages. Conférence SFC, Montréal. samos215.pdf
216 – Tudor C.A., Viens F.G. Statistical Aspects of the Fractional Stochastic Calculus. 29 pages. samos216.pdf
217 – Russo F., Tudor C.A. On the bifractional Brownian motion. 32 pages. samos217.pdf
218 – Lavielle M., Teyssière G. Adaptative Detection of Multiple Change-Points in Asset Price Volatility. 28 pages. samos218.pdf
219 – Bardet J.M., Doukhan P., Leon J.R. Uniform limit theorems for the periodogram of weakly dependent time series and their applications to Whittle’s estimate. 32 pages. samos219.pdf
220 – Peccati G., Tudor C.A. Anticipating integrals and martingales on the Poisson space. 22 pages. samos220.pdf
221 – Teyssière G., Abry P. Wavelet Analysis of Nonlinear Long-Range Dependent Processes. Applications to financial Time Series. 66 pages. samos221.pdf
222 – Hardouin C., Yao J-F. Multi-parameter auto-models with applications to cooperative systems and analysis of mixed-state data. 13 pages. samos222.pdf
223 – Doukhan P., Teyssière G., Winant P. A LARCH(µ) Vector Valued Process. 15 pages. samos223.pdf
224 – Millet A., Sanz-Solé M. Approximation of rough paths of fractional brownian motion. 28 pages. samos224.pdf
225 – Eddahbi M., Lacayo R., Solé J.L., Vives J., Tudor C.A.. Renormalization of the local time for the d-dimensional fractional Brownian motion with N parameters. 16 pages. samos225.pdf
226 – Kratz M.F., Leon J.R. Curve crossings and specular points, d’après Longuet-Higgins. 17 pages. samos226.pdf
227 – Doukhan P., Wintenberger O. Invariance principle for new weakly dependent stationary models under sharp moment assumptions. 23 pages. samos227.pdf
228 – Gannaz I., Wintenberger O. Adaptative density estimation under dependence. 28 pages. samos228.pdf
229 – Sottinen T., Tudor C.A. Parameter estimation for stochastic equations with additive fractional Brownian sheet. 15 pages. samos229.pdf
230 – Nourdin I., Tudor C.A. Remarks on some linear fractional stochastic equations. 16 pages. samos230.pdf
231 – Lavielle M., Teyssière G. Detection of Multiple Change-Points in Multivariate Time Series. 24 pages. samos231.pdf (Version française)
232 – Bardet J.-M., Doukhan P., Leon J.R. A functional limit theorem for η-weakly dependent processes and its applications. 16 pages. samos232.pdf
233 – Bardet J.-M., Doukhan P., Lang G., Ragache N. Dependent Lindeberg central limit theorem and some applications. 20 pages. samos233.pdf
234 – Gyöngy I., Millet A. Rate of convergence of implicit approximations for stochastic evolution equations. 25 pages. samos234.pdf
235 – Doukhan P., Wintenberger O. Weakly dependent chains with infinite memory. 17 pages. samos235.pdf
236 – Lemière S., Perraudin C., Petit H. Les pratiques de gestion du travail et de l’emploi en France et leurs conséquences sur les salariés. 25 pages. samos236.pdf
237 – Maejima M., Tudor C.A. Wiener integrals with respect to the Hermite process and a Non-Central Limit Theorem. 12 pages. samos237.pdf
238 – Kruk I., Russo F., Tudor C.A. Wiener integrals, Malliavin calculus and covariance measure structure. 51 pages. samos238.pdf
239 – Bardina X., Tudor C.A. The law of a stochastic integral with two independent fractional Brownian motions. 13 pages. samos239.pdf
240 – Tudor C.A. Analysis of the Rosenblatt process. 34 pages. samos240.pdf
241 – Bardet J.M., Kammoun I. Asymptotic Properties of the Detrended Fluctuation Analysis of Long Range Dependence Processes. 10 pages. samos241.pdf
242 – Surgailis D., Teyssiere G., Vaičiulis M. The Increment Ratio Statistic. 33 pages. samos242.pdf (résultats supplémentaires samos242_supp.pdf) à paraître dans Journal of Multivariate Analysis.
243 – Bardet J.M., Bibi H., Jouini A. Adaptive wavelet based estimator of long-range dependence parameter for
stationary Gaussian processes. 17 pages. samos243.pdf
244 – Olteanu M. A Descriptive Method to Evaluate the Number of Regimes in a Switching Autoregressive Model. 22 pages, paru dans Neural Network Vol. 19, p. 963-972, 2006. samos244.pdf
245 – Olteanu M., Rynkiewicz J. Estimating the Number of Regimes in a Switching Autoregressive Model. 24 pages. samos245.pdf
246 – Bardet J.M., Bertrand P. Definition, properties and wavelet analysis of multiscale fractional Brownian motion. 21 pages. samos246.pdf
247 – Cottrell M., Hammer B., Hasenfuss A., Villmann T. Batch and median neural gas. 30 pages. Neural Networks, 19, n°. 6-7, p. 762-771 samos247.pdf
248 – Cottrell M., Verleysen M. Advances in Self-Organising Maps, WSOM 05 Special Issuee (Eds.), Neural Networks Vol 19, N° 6-7, 2006. samos248.pdf
249 – Tudor C.A., Xiao Y. Sample Path Properties of Bifractional Brownian Motion. 27 pages. samos249.pdf
250 – Kammoun I., Billat V., Bardet J.-M. SComparison of DFA vs wavelet analysis for estimation of regularity of HR series during the marathon. 23 pages. samos250.pdf
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