Prépub SAMOS 2005-

2005 2006   


* 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 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

* 2006

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


SAMOS
Université Paris 1