4. Mathematics
  5. Statistics Theory

Frédéric Lavancier

Mathematics – Statistics Theory

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A two-sample test for comparison of long memory parameters

Mathematics – Statistics Theory
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Aggregation of isotropic autoregressive fields

Mathematics – Statistics Theory
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Basic properties of the Multivariate Fractional Brownian Motion

Mathematics – Probability
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Campbell equilibrium equation and pseudo-likelihood estimation for non-hereditary Gibbs point processes

Mathematics – Statistics Theory
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Covariance function of vector self-similar process

Mathematics – Probability
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