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06/28/2021
Whittle estimation with (quasi-)analytic wavelets
The notion of long-memory is considered in the case of multivariate time...
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06/14/2021
Outlier detection in multivariate functional data through a contaminated mixture model
This work is motivated by an application in an industrial context, where...
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04/15/2021
A Note on Data Simulations for Voting by Evaluation
Voting rules based on evaluation inputs rather than preference orders ha...
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12/17/2020
Asymptotic normality of wavelet covariances and of multivariate wavelet Whittle estimators
Multivariate processes with long-range memory properties can be encounte...
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07/02/2020
Asymptotic control of FWER under Gaussian assumption: application to correlation tests
In many applications, hypothesis testing is based on an asymptotic distr...
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11/26/2018
Wavelet-based and Fourier-based multivariate Whittle estimation: multiwave
Multivariate time series with long-dependence are observed in many appli...
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10/25/2017