B. Saussereau

发表

Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory

R. Biard, B. Saussereau, 2014, Journal of Applied Probability.

Scalar conservation laws with fractional stochastic forcing: Existence, uniqueness and invariant measure

B. Saussereau, Ion Lucretiu Stoica, 2012 .

On the long-time behaviour of a class of parabolic SPDE's: monotonicity methods and exchange of stability

B. Saussereau, B. Bergé, 2005 .

A relative compactness criterion in Wiener–Sobolev spaces and application to semi-linear Stochastic PDEs

Vlad Bally, Bruno Saussereau, V. Bally, 2004 .

A multi-strain epidemic model for COVID-19 with infected and asymptomatic cases: Application to French data

B. Saussereau, R. Eftimie, A. Perasso, 2022, Journal of Theoretical Biology.

Portmanteau test for a class of multivariate asymmetric power GARCH model

B. Saussereau, Y. B. Maïnassara, O. Kadmiri, 2022, Journal of Time Series Analysis.

Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion

David Nualart, Bruno Saussereau, D. Nualart, 2009 .

What is the robustness of early warning signals to temporal aggregation?

Antoine Perasso, François Gillet, Bruno Saussereau, 2015, Front. Ecol. Evol..

Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion

Bruno Saussereau, B. Saussereau, 2012, 1202.6558.

Nonparametric inference for fractional diffusion

B. Saussereau, 2011, 1111.0446.

Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms

B. Saussereau, Youssef Esstafa, Y. B. Mainassara, 2019, Electronic Journal of Statistics.

Estimating FARIMA models with uncorrelated but non-independent error terms

B. Saussereau, Youssef Esstafa, Y. Boubacar Maïnassara, 2019, Statistical Inference for Stochastic Processes.

Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations

B. Saussereau, Y. Boubacar Maïnassara, 2018, Journal of the American Statistical Association.

A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs

B. Saussereau, 2012 .

Deviation probability bounds for fractional martingales and related remarks

B. Saussereau, 2012, 1204.4268.

Time Reversal for Drifted Fractional Brownian Motion with Hurst Index $H>1/2$

Sébastien Darses, B. Saussereau, 2007 .

Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory

Romain Biard, Bruno Saussereau, R. Biard, 2014, Journal of Applied Probability.