Corinne Berzin
Corinne Berzin
Professeur de mathématiques, Université Grenoble Alpes
Adresse e-mail validée de univ-grenoble-alpes.fr
TitreCitée parAnnée
nth-order fractional Brownian motion and fractional Gaussian noises
E Perrin, R Harba, C Berzin-Joseph, I Iribarren, A Bonami
IEEE Transactions on Signal Processing 49 (5), 1049-1059, 2001
882001
Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion
C Berzin, A Latour, JR León
Springer, 2014
292014
Estimation in models driven by fractional Brownian motion
C Berzin, JR León
Annales de l'IHP Probabilités et statistiques 44 (2), 191-213, 2008
272008
Estimating the Hurst parameter
C Berzin, J León
Statistical inference for stochastic processes 10 (1), 49-73, 2007
142007
Level crossings and local time for regularized Gaussian processes
C Berzin, JR León, J Ortega
101998
Non-linear functionals of the Brownian bridge and some applications
C Berzin-Joseph, JR León, J Ortega
Stochastic processes and their applications 92 (1), 11-30, 2001
72001
Weak convergence of the integrated number of level crossings to the local time for Wiener processes
C Berzin-Joseph, JR León
Theory of Probability & Its Applications 42 (4), 568-579, 1998
61998
Weak convergence of the integrated number of level crossings to the local time of the Wiener process. Comptes R
C Berzin, JR León
Acad. Sc. Paris, Sér. I 319, 1311-1316, 1994
6*1994
Approximation du temps local des surfaces gaussiennes
C Berzin, M Wschebor
Probability theory and related fields 96 (1), 1-32, 1993
61993
Estimation of local anisotropy based on level sets
C Berzin
arXiv preprint arXiv:1801.03760, 2018
52018
Convergence in fractional models and applications
C Berzin, J León
Electronic journal of probability 10, 326-370, 2005
52005
Increments and crossings for the Brownian bridge: weak convergence
C Berzin-Joseph, JR Leon, J Ortega
Comptes Rendus de l'Académie des Sciences-Series I-Mathematics 327 (6), 587-592, 1998
51998
Kac-Rice formulas for random fields and theirs applications in: random geometry, roots of random polynomials and some engineering problems
C Berzin, A Latour, JR León
42017
Variance estimator for fractional diffusions with variance and drift depending on time
C Berzin, A Latour, JR León
Electronic Journal of Statistics 9 (1), 926-1016, 2015
42015
Approximation du temps local des champs aléatoires gaussiens stationnaires par régularisation des trajectoires
C Berzin
31991
Convergence of non-linear functionals of smoothed empirical processes and kernel density estimates
C Berzin, J León, J Ortega
Statistics: A Journal of Theoretical and Applied Statistics 37 (3), 217-242, 2003
22003
Study of the asymptotic behaviour of non-linear functionals for the empirical bridge via strong approximations
C Berzin-Joseph, JR LeÓn, J Ortega
Comptes Rendus de l'Académie des Sciences-Series I-Mathematics 327 (7), 671-676, 1998
21998
Level crossings and local time for regularized Gaussian processes
C Berzin, JR Leon, J Ortega
Prepubl. math./Univ. de Paris-Sud., 1993
21993
Convergence of the increments of a stochastic integral associated to the stochastic wave equation
M Colina, C Berzin
Stochastic Processes and their Applications 119 (7), 2121-2136, 2009
12009
Non Linear Functionals of Brownian Bridge and Their Applications
C Berzin-Joseph, JR León, J Ortega
Université de Paris-Sud, Département de mathématiques, 1996
11996
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–20