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Alexandre Brouste
Alexandre Brouste
Le Mans Université
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Cited by
Cited by
Year
Characterization of fault roughness at various scales: Implications of three-dimensional high resolution topography measurements
T Candela, F Renard, M Bouchon, A Brouste, D Marsan, J Schmittbuhl, ...
Mechanics, structure and evolution of fault zones, 1817-1851, 2010
2612010
The yuima project: A computational framework for simulation and inference of stochastic differential equations
A Brouste, M Fukasawa, H Hino, S Iacus, K Kamatani, Y Koike, H Masuda, ...
Journal of statistical software 57, 1-51, 2014
1052014
Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package
A Brouste, SM Iacus
Computational Statistics 28 (4), 1529-1547, 2013
952013
Some improvements of wind speed Markov chain modeling
J Tang, A Brouste, KL Tsui
Renewable Energy 81, 52-56, 2015
772015
Asymptotic properties of MLE for partially observed fractional diffusion system
A Brouste, M Kleptsyna
Statistical Inference for Stochastic Processes 13, 1-13, 2010
652010
Variety of stylolites' morphologies and statistical characterization of the amount of heterogeneities in the rock
A Brouste, F Renard, JP Gratier, J Schmittbuhl
Journal of Structural Geology 29 (3), 422-434, 2007
492007
Local asymptotic normality property for fractional Gaussian noise under high-frequency observations
A Brouste, M Fukasawa
392018
On fractional Gaussian random fields simulations
A Brouste, J Istas, S Lambert-Lacroix
Journal of Statistical Software 23, 1-23, 2008
372008
Efficient estimation of stable Lévy process with symmetric jumps
A Brouste, H Masuda
Statistical Inference for Stochastic Processes 21, 289-307, 2018
232018
Cox–Ingersoll–Ross model for wind speed modeling and forecasting
A Bensoussan, A Brouste
Wind Energy 19 (7), 1355-1365, 2016
222016
Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise
A Brouste, C Cai, M Kleptsyna
Mathematical Methods of Statistics 23, 103-115, 2014
182014
Design for estimation of the drift parameter in fractional diffusion systems
A Brouste, M Kleptsyna, A Popier
Statistical inference for stochastic processes 15, 133-149, 2012
182012
Forecasting the energy produced by a windmill on a yearly basis
A Bensoussan, PR Bertrand, A Brouste
Stochastic environmental research and risk assessment 26, 1109-1122, 2012
152012
Acoustic Emission Monitoring of Progressive Damage of Reinforced Concrete T-Beams under Four-Point Bending
DD Mandal, M Bentahar, A El Mahi, A Brouste, R El Guerjouma, ...
Materials 15 (10), 3486, 2022
142022
One-step estimation for the fractional Gaussian noise at high-frequency
A Brouste, M Soltane, I Votsi
ESAIM: Probability and Statistics 24, 827-841, 2020
132020
Kalman type filter under stationary noises
A Brouste, M Kleptsyna
Systems & control letters 61 (12), 1229-1234, 2012
132012
Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises
A Brouste
Journal of statistical planning and inference 140 (2), 551-558, 2010
132010
OneStep: Le Cam's One-step Estimation Procedure.
A Brouste, C Dutang, DN Mieniedou
R J. 13 (1), 366, 2021
92021
Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise
A Brouste, C Cai, M Soltane, L Wang
Statistical Inference for Stochastic Processes 23, 301-318, 2020
82020
Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling
A Brouste, C Dutang, T Rohmer
Computational Statistics 35, 689-724, 2020
82020
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Articles 1–20