F. Roueff

发表

Asymptotic normality of wavelet estimators of the memory parameter for linear processes

M. Taqqu, F. Roueff, 2008, 0805.0778.

Nonparametric estimation of the mixing density using polynomials

F. Roueff, Tabea Rebafka, T. Rebafka, 2010, 1002.4516.

On recursive estimation for time varying autoregressive processes

P. Priouret, É. Moulines, F. Roueff, 2005, math/0603047.

Spectral representations of weakly stationary processes valued in a separable Hilbert space : a survey with applications on functional time series

F. Roueff, Amaury Durand, 2019 .

Estimators of Long-Memory: Fourier versus Wavelets

Eric Moulines, Murad S. Taqqu, Franccois Roueff, 2008, 0801.4329.

Frequency estimation based on the cumulated Lomb–Scargle periodogram

François Roueff, Céline Lévy-Leduc, E. Moulines, 2007, 0801.0158.

Prediction of weakly locally stationary processes by auto-regression

F. Roueff, Andrés Sánchez-Pérez, 2016, 1602.01942.

Monotonic Alpha-divergence Minimisation for Variational Inference

R. Douc, F. Roueff, Kam'elia Daudel, 2021, 2103.05684.

A wavelet whittle estimator of the memory parameter of a nonstationary Gaussian time series

É. Moulines, M. Taqqu, F. Roueff, 2006, math/0601070.

Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes

M. Taqqu, F. Roueff, M. Clausel, 2011, 1105.1011.

Hilbert valued fractionally integrated autoregressive moving average processes with long memory operators.

F. Roueff, Amaury Durand, 2020, 2010.04399.

Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-Cram\'er representations and applications

F. Roueff, Amaury Durand, 2019, 1910.08491.

LARGE SCALE REDUCTION PRINCIPLE AND APPLICATION TO HYPOTHESIS TESTING

M. Taqqu, F. Roueff, M. Clausel, 2014, 1407.5871.

Hilbert valued fractionally integrated autoregressive moving average processes with long memory operators.

F. Roueff, Amaury Durand, 2020, 2010.04399.

Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-Cramér representations and applications

F. Roueff, Amaury Durand, 2019, ESAIM: Probability and Statistics.

Estimation of the memory parameter of the infinite-source Poisson process

F. Roueff, P. Soulier, G. Fay, 2005, math/0509371.

Nonparametric estimation of mark's distribution of an exponential Shot-noise process

Eric Moulines, Antoine Souloumiac, Franccois Roueff, 2015, 1506.08047.

Nonparametric estimation of the mixing density using polynomials

F. Roueff, T. Rebafka, 2015, Mathematical Methods of Statistics.

Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory

Murad S. Taqqu, Marianne Clausel, Franccois Roueff, 2010, 1006.2282.

Detection and localization of change-points in high-dimensional network traffic data

C'eline L'evy-Leduc, Franccois Roueff, F. Roueff, 2009, 0908.2310.

Locally stationary long memory estimation

Franccois Roueff, F. Roueff, Rainer Von Sachs, 2009, 0907.5151.

AGGREGATION OF PREDICTORS FOR NON STATIONARY SUB-LINEAR PROCESSES AND ONLINE ADAPTIVE FORECASTING OF TIME VARYING AUTOREGRESSIVE PROCESSES

Franccois Roueff, Christophe Giraud, Andres Sanchez-Perez, 2014, 1404.6769.

New penalized criteria for smooth non-negative tensor factorization with missing entries

F. Roueff, Nicolas Paul, Amaury Durand, 2022, 2203.11514.

Testing for homogeneity of variance in the wavelet domain.

É. Moulines, F. Roueff, Olaf Kouamo, 2011, 1106.1266.

Hilbert valued fractionally integrated autoregressive moving average processes with long memory operators.

F. Roueff, Amaury Durand, 2020, 2010.04399.

Monotonic Alpha-divergence Minimisation for Variational Inference

R. Douc, F. Roueff, Kam'elia Daudel, 2021, J. Mach. Learn. Res..

Time-frequency analysis of locally stationary Hawkes processes

Franccois Roueff, F. Roueff, Rainer Von Sachs, 2017, Bernoulli.

Recursive estimation of a locally stationary process

P. Priouret, É. Moulines, F. Roueff, 2004, IEEE Workshop on Statistical Signal Processing, 2003.

Nonlinear Functional Output Regression: a Dictionary Approach pdf

Marianne Clausel, Florence d'Alch'e-Buc, Dimitri Bouche, 2020, AISTATS.

On the Spectral Density of the Wavelet Coefficients of Long‐Memory Time Series with Application to the Log‐Regression Estimation of the Memory Parameter

François Roueff, E. Moulines, É. Moulines, 2005, math/0512635.

High order chaotic limits of wavelet scalograms under long-range dependence

M. Taqqu, F. Roueff, M. Clausel, 2012, 1201.4831.

Linear fractional stable sheets: Wavelet expansion and sample path properties

Franccois Roueff, Yimin Xiao, Antoine Ayache, 2008, 0806.1725.