Suivre
Marie du Roy de Chaumaray
Marie du Roy de Chaumaray
CREST-ENSAI
Adresse e-mail validée de ensai.fr - Page d'accueil
Titre
Citée par
Citée par
Année
Mixture of hidden Markov models for accelerometer data
M Du Roy de Chaumaray, M Marbac, F Navarro
102020
Full-model estimation for non-parametric multivariate finite mixture models
M Du Roy de Chaumaray, M Marbac
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2024
52024
Large deviations for the squared radial Ornstein--Uhlenbeck process
M Du Roy de Chaumaray
Theory of Probability & Its Applications 61 (3), 408-441, 2017
42017
Large deviations for the squared radial Ornstein-Uhlenbeck process
MDR de Chaumaray
arXiv preprint arXiv:1407.4949, 2014
42014
Clustering data with non-ignorable missingness using semi-parametric mixture models assuming independence within components
M du Roy de Chaumaray, M Marbac
Advances in Data Analysis and Classification 17 (4), 1081-1122, 2023
22023
Wilks’ theorem for semiparametric regressions with weakly dependent data
M du Roy de Chaumaray, M Marbac, V Patilea
The Annals of Statistics 49 (6), 3228-3254, 2021
22021
Weighted least-squares estimation for the subcritical heston process
MR de Chaumaray
Journal of Applied Probability 55 (2), 543-558, 2018
22018
Full model estimation for non-parametric multivariate finite mixture models
MDR de Chaumaray, M Marbac
arXiv preprint arXiv:2112.05684, 2021
12021
Clustering Data with Non-Ignorable Missingness using Semi-Parametric Mixture Models
MDR De Chaumaray, M Marbac
CLADAG, 79, 2020
12020
Sharp Large Deviations for the Drift Parameter of the Explosive Cox--Ingersoll--Ross Process
M du Roy de Chaumaray
Theory of Probability & Its Applications 65 (3), 454-469, 2020
12020
Mixture of Hidden Markov Models for Pattern-Recognition of Accelerometer data
JY Bernard, MDR de Chaumaray, M Marbac, F Navarro
51 èmes Journées de Statistique de la SFdS, 2019
12019
Moderate deviations for parameters estimation in a geometrically ergodic Heston process
M Du Roy De Chaumaray
Statistical Inference for Stochastic Processes 21 (3), 553-567, 2018
12018
Estimation of the Order of Non-Parametric Hidden Markov Models using the Singular Values of an Integral Operator
MDR de Chaumaray, SE Kolei, M Marbac
arXiv preprint arXiv:2210.03559, 2022
2022
Estimation statistique des parametres pour les processus de Cox-Ingersoll-Ross et de Heston
MR de Chaumaray
Université de Bordeaux, 2016
2016
Estimation statistique des paramètres pour les processus de Cox-Ingersoll-Ross et de Heston
M Du Roy de Chaumaray
Bordeaux, 2016
2016
Statistical inference for the parameters of the Cox-Ingersoll-Ross process and the Heston process
M Du Roy De Chaumaray
HAL 2016, 2016
2016
Weighted least squares estimator for the squared radial Ornstein-Uhlenbeck process
MDR de Chaumaray
2015
SUPPLEMENTARY MATERIAL: MIXTURE OF HIDDEN MARKOV MODELS FOR ACCELEROMETER DATA
MDR de Chaumaray, M Marbac, F Navarro
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–18