Prépub SAMOS 2005-
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
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
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.,
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 –
Adaptative density
estimation under dependence. 28 pages. samos228.pdf
229 – Sottinen T., Tudor
Parameter estimation
for stochastic equations with additive fractional Brownian sheet. 15 pages. samos229.pdf
230 –
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 –
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 –
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
Analysis of the
Rosenblatt process. 34 pages. samos240.pdf
241 – Bardet J.M., Kammoun I.
Asymptotic
Properties of the Detrended Fluctuation Analysis of
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
Sample Path Properties of Bifractional Brownian Motion. 27 pages. samos249.pdf
250 –
SComparison of DFA vs wavelet analysis
for estimation of regularity of HR series during the marathon. 23 pages. samos250.pdf
Université Paris 1