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Accueil du site > Productions scientifiques > Documents de travail > Prépub SAMOS 2005 - 2006

Prépub SAMOS 2005 - 2006

accès direct 2005 (n° 210 à 230) 2006 (n°231 à 250)

-  2005

210Ragache 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

212Aaron C. Adaptation EM et classification non supervisée. 12 pages. Conférence ACSEG, Lilles. samos212.pdf

213Aaron 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

214Aaron C. Graph-Based Normalisation. 6 pages. Conférence ESANN, Bruges. samos214.pdf

215Aaron C. Couplage d’un problème de classification et d’estimation de densité par des noyaux gaussiens. 4 pages. Conférence SFC, Montréal. samos215.pdf

216Tudor C.A., Viens F.G. Statistical Aspects of the Fractional Stochastic Calculus. 29 pages. samos216.pdf

217Russo F., Tudor C.A. On the bifractional Brownian motion. 32 pages. samos217.pdf

218Lavielle M., Teyssière G. Adaptative Detection of Multiple Change-Points in Asset Price Volatility. 28 pages. samos218.pdf

219Bardet 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

220Peccati G., Tudor C.A. Anticipating integrals and martingales on the Poisson space. 22 pages. samos220.pdf

221Teyssière G., Abry P. Wavelet Analysis of Nonlinear Long-Range Dependent Processes. Applications to financial Time Series. 66 pages. samos221.pdf

222Hardouin C., Yao J-F. Multi-parameter auto-models with applications to cooperative systems and analysis of mixed-state data. 13 pages. samos222.pdf

223Doukhan P., Teyssière G., Winant P. A LARCH(µ) Vector Valued Process. 15 pages. samos223.pdf

224Millet A., Sanz-Solé M. Approximation of rough paths of fractional brownian motion. 28 pages. samos224.pdf

225Eddahbi 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

226Kratz M.F., Leon J.R. Curve crossings and specular points, d’après Longuet-Higgins. 17 pages. samos226.pdf

227Doukhan P., Wintenberger O. Invariance principle for new weakly dependent stationary models under sharp moment assumptions. 23 pages. samos227.pdf

228Gannaz I., Wintenberger O. Adaptative density estimation under dependence. 28 pages. samos228.pdf

229Sottinen T., Tudor C.A. Parameter estimation for stochastic equations with additive fractional Brownian sheet. 15 pages. samos229.pdf

230Nourdin I., Tudor C.A. Remarks on some linear fractional stochastic equations. 16 pages. samos230.pdf

-  2006

231Lavielle M., Teyssière G. Detection of Multiple Change-Points in Multivariate Time Series. 24 pages. samos231.pdf (Version française)

232Bardet J.-M., Doukhan P., Leon J.R. A functional limit theorem for η-weakly dependent processes and its applications. 16 pages. samos232.pdf

233Bardet J.-M., Doukhan P., Lang G., Ragache N. Dependent Lindeberg central limit theorem and some applications. 20 pages. samos233.pdf

234Gyöngy I., Millet A. Rate of convergence of implicit approximations for stochastic evolution equations. 25 pages. samos234.pdf

235Doukhan P., Wintenberger O. Weakly dependent chains with infinite memory. 17 pages. samos235.pdf

236Lemière 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

237Maejima M., Tudor C.A. Wiener integrals with respect to the Hermite process and a Non-Central Limit Theorem. 12 pages. samos237.pdf

238Kruk I., Russo F., Tudor C.A. Wiener integrals, Malliavin calculus and covariance measure structure. 51 pages. samos238.pdf

239Bardina X., Tudor C.A. The law of a stochastic integral with two independent fractional Brownian motions. 13 pages. samos239.pdf

240Tudor C.A. Analysis of the Rosenblatt process. 34 pages. samos240.pdf

241Bardet J.M., Kammoun I. Asymptotic Properties of the Detrended Fluctuation Analysis of Long Range Dependence Processes. 10 pages. samos241.pdf

242Surgailis 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.

243Bardet J.M., Bibi H., Jouini A. Adaptive wavelet based estimator of long-range dependence parameter for

stationary Gaussian processes. 17 pages. samos243.pdf

244Olteanu 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

245Olteanu M., Rynkiewicz J. Estimating the Number of Regimes in a Switching Autoregressive Model. 24 pages. samos245.pdf

246Bardet J.M., Bertrand P. Definition, properties and wavelet analysis of multiscale fractional Brownian motion. 21 pages. samos246.pdf

247Cottrell 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

248Cottrell M., Verleysen M. Advances in Self-Organising Maps, WSOM 05 Special Issuee (Eds.), Neural Networks Vol 19, N° 6-7, 2006. samos248.pdf

249Tudor C.A., Xiao Y. Sample Path Properties of Bifractional Brownian Motion. 27 pages. samos249.pdf

250Kammoun 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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