François ROUEFF
François ROUEFF
LTCI (Institut Polytechnique de Paris, Telecom Paris)
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Locally stationary long memory estimation
F Roueff, R Von Sachs
Stochastic Processes and their Applications 121 (4), 813-844, 2011
On the spectral density of the wavelet coefficients of long‐memory time series with application to the log‐regression estimation of the memory parameter
E Moulines, F Roueff, MS Taqqu
Journal of Time Series Analysis 28 (2), 155-187, 2007
Estimators of long-memory: Fourier versus wavelets
G Faÿ, E Moulines, F Roueff, MS Taqqu
Journal of econometrics 151 (2), 159-177, 2009
Detection and localization of change-points in high-dimensional network traffic data
C Lévy-Leduc, F Roueff
The Annals of Applied Statistics, 637-662, 2009
A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series
E Moulines, F Roueff, MS Taqqu
A regularization approach to fractional dimension estimation
F Roueff, JL Véhel
proceedings of Fractals 98, 103-116, 1998
On recursive estimation for time varying autoregressive processes
E Moulines, P Priouret, F Roueff
Topological optimization of quantum key distribution networks
R Alleaume, F Roueff, E Diamanti, N Lütkenhaus
New Journal of Physics 11 (7), 075002, 2009
The dead leaves model: a general tessellation modeling occlusion
C Bordenave, Y Gousseau, F Roueff
Advances in applied probability 38 (1), 31-46, 2006
On the existence of some ARCH (∞) processes
R Douc, F Roueff, P Soulier
Stochastic Processes and Their Applications 118 (5), 755-761, 2008
Central Limit Theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
E Moulines, F Roueff, MS Taqqu
Fractals 15 (04), 301-313, 2007
Modeling occlusion and scaling in natural images
Y Gousseau, F Roueff
Multiscale Modeling & Simulation 6 (1), 105-134, 2007
Modelling bid and ask prices using constrained Hawkes processes: Ergodicity and scaling limit
B Zheng, F Roueff, F Abergel
SIAM Journal on Financial Mathematics 5 (1), 99-136, 2014
A data-mining approach to travel price forecasting
T Wohlfarth, S Clémençon, F Roueff, X Casellato
2011 10th International Conference on Machine Learning and Applications and …, 2011
Asymptotic normality of wavelet estimators of the memory parameter for linear processes
F Roueff, MS Taqqu
Journal of Time Series Analysis 30 (5), 534-558, 2009
Linear fractional stable sheets: wavelet expansion and sample path properties
A Ayache, F Roueff, Y Xiao
Stochastic processes and their applications 119 (4), 1168-1197, 2009
Locally stationary Hawkes processes
F Roueff, R Von Sachs, L Sansonnet
Stochastic Processes and their Applications 126 (6), 1710-1743, 2016
Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates
G Lang, F Roueff
Statistical Inference for Stochastic Processes 4, 283-306, 2001
Estimation of the memory parameter of the infinite-source Poisson process
G Faÿ, F Roueff, P Soulier
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes∗∗∗
M Clausel, F Roueff, MS Taqqu, C Tudor
ESAIM: Probability and Statistics 18, 42-76, 2014
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