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hal-00111270v1  Journal articles
Stéphan Clémençon. Statistical Analysis of Financial Time Series under the Assumption of Local Stationarity.
Quantitative Finance, Taylor & Francis (Routledge), 2003, 4, pp.No 2
tel-00239329v1  Habilitation à diriger des recherches
Marie Kratz. Some contributions in probability and statistics of extremes.
Mathematics [math]. Université Panthéon-Sorbonne - Paris I, 2005
hal-02909668v1  Conference papers
David B SteffelbauerJochen DeuerleinDenis GilbertOlivier PillerEdo Abraham. Dual Model for Leak Detection and Localization
CCWI / WDSA 2020, pre-conference workshop BattleDIM, Sep 2020, Beijing, China. ⟨10.5281/zenodo.3923907⟩
hal-00562488v1  Conference papers
Michel FliessCédric JoinFrédéric Hatt. Volatility made observable at last
3èmes Journées Identification et Modélisation Expérimentale, JIME'2011, Apr 2011, Douai, France. pp.CDROM
inria-00352834v1  Conference papers
Michel FliessCédric Join. A mathematical proof of the existence of trends in financial time series
Systems Theory: Modelling, Analysis and Control, May 2009, Fes, Morocco. pp.43-62
hal-02900814v3  Journal articles
Philippe LoubatonAlexis Rosuel. Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series
Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, In press
hal-03359179v1  Journal articles
Andrey DavydenkoPaul Goodwin. Assessing point forecast bias across multiple time series: Measures and visual tools
International Journal of Statistics and Probability, Canadian Center of Science and Education, 2021, 10 (5), pp.46-69. ⟨10.5539/ijsp.v10n5p46⟩
hal-03235820v1  Reports
Guy-Michel Cloarec. Wavelets and Time Series Modeling
[Research Report] Control Systems Group School of Electronic Engineering. Dublin City University. 1998
hal-01502252v3  Journal articles
François RoueffRainer von Sachs. Time-frequency analysis of locally stationary Hawkes processes
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2019, 25 (2), pp.1355-1385. ⟨10.3150/18-BEJ1023⟩
hal-01701452v1  Book sections
Christoph BandtAndreas GrothNorbert MarwanM. Carmen Carmen RomanoMarco Thiel et al.  Analysis of bivariate coupling by means of recurrence
Rainer Dahlhaus; Jürgen Kurths; Peter Maass; Jens Timmer. Mathematical Methods in Signal Processing and Digital Image Analysis, Springer Berlin Heidelberg, pp.153-182, 2008, Understanding Complex Systems 978-3-540-75631-6. ⟨10.1007/978-3-540-75632-3_5⟩
hal-02024835v3  Conference papers
Michel FliessCédric JoinMaria BekchevaAlireza MoradiHugues Mounier. Easily implementable time series forecasting techniques for resource provisioning in cloud computing
6th International Conference on Control, Decision and Information Technologies, CoDIT 2019, Apr 2019, Paris, France. ⟨10.1109/codit.2019.8820396⟩
hal-01208171v1  Conference papers
Michel FliessCédric Join. Seasonalities and cycles in time series: A fresh look with computer experiments
Paris Financial Management Conference, PFMC 2015, Dec 2015, Paris, France
inria-00338099v2  Conference papers
Michel FliessCédric Join. Time Series Technical Analysis via New Fast Estimation Methods: A Preliminary Study in Mathematical Finance
IAR-ACD08 (23rd IAR Workshop on Advanced Control and Diagnosis), Nov 2008, Coventry, United Kingdom
hal-00179400v1  Journal articles
Marie KratzSid ResnickPaul Feigin. Parameter estimation for moving averages with positive innovations.
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 1996, 6 (4), pp.1157-1190. ⟨10.1214/aoap/1035463327⟩
hal-00991942v3  Conference papers
Michel FliessCédric Join. Towards a new viewpoint on causality for time series
Colloque Modélisation, Contrôle et Analyse des Systèmes en l'honneur du Professeur Abdelhaq EL JAI, Samira El Yacoubi, Larbi Afifi, El Hassan Zerrik and Abdessamad Tridane (Eds.), May 2014, Ifrane, Morocco. pp. 37-52