Mixture of hidden Markov models for accelerometer data M Du Roy de Chaumaray, M Marbac, F Navarro | 10 | 2020 |
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 | 5 | 2024 |
Large deviations for the squared radial Ornstein--Uhlenbeck process M Du Roy de Chaumaray Theory of Probability & Its Applications 61 (3), 408-441, 2017 | 4 | 2017 |
Large deviations for the squared radial Ornstein-Uhlenbeck process MDR de Chaumaray arXiv preprint arXiv:1407.4949, 2014 | 4 | 2014 |
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 | 2 | 2023 |
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 | 2 | 2021 |
Weighted least-squares estimation for the subcritical heston process MR de Chaumaray Journal of Applied Probability 55 (2), 543-558, 2018 | 2 | 2018 |
Full model estimation for non-parametric multivariate finite mixture models MDR de Chaumaray, M Marbac arXiv preprint arXiv:2112.05684, 2021 | 1 | 2021 |
Clustering Data with Non-Ignorable Missingness using Semi-Parametric Mixture Models MDR De Chaumaray, M Marbac CLADAG, 79, 2020 | 1 | 2020 |
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 | 1 | 2020 |
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 | 1 | 2019 |
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 | 1 | 2018 |
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 | | |