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authIdHal_s : pascal-bondon
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M-regression spectral estimator for periodic ARMA models. An empirical investigation

Alessandro José Queiroz Sarnaglia , Valdério Anselmo Reisen , Pascal Bondon , Céline Lévy-Leduc
Stochastic Environmental Research and Risk Assessment, 2021, 35 (3), pp.653-664. ⟨10.1007/s00477-020-01958-y⟩
Journal articles hal-03185742v1

Robust estimation of covariance and correlation functions of a stationary multivariate process

Higor Cotta , Valderio A. Reisen , Pascal Bondon , Wolfgang Stummer
International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.47-58
Conference papers hal-01578459v1

Forecasting Intraday Risk Measures using Multiplicative Component GARCH Model and Multimodal Distributions

Aymeric Thibault , Pascal Bondon
International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.249-253
Conference papers hal-01578470v1
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Empirical study of robust estimation methods for PAR models with application to the air quality area

Carlo Correa Solci , Valdério A. Reisen , Alessandro Jose Queiroz Sarnaglia , Pascal Bondon
Communications in Statistics - Theory and Methods, 2020, 49 (1), pp.152-168. ⟨10.1080/03610926.2018.1533970⟩
Journal articles hal-01886198v1

Periodic ARMA models: Application to particulate matter concentrations

Alessandro Jose Queiroz Sarnaglia , Valderio Reisen , Pascal Bondon
European Signal Processing Conference, Aug 2015, Nice, France. pp.2181 - 2185, ⟨10.1109/EUSIPCO.2015.7362771⟩
Conference papers hal-01262098v1
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Scalable structural break detection

Tamas Elteto , Nikolaus Hansen , Cecile Germain-Renaud , Pascal Bondon
Applied Soft Computing, 2012, ⟨10.1016/j.asoc.2012.06.002⟩
Journal articles hal-00711843v1

Time series models and principal component analysis techniques to estimate the impact of particulate matter on health and quality of life

Milena Machado , Valderio A. Reisen , Pascal Bondon
International Conference on Robust Statistics, May 2019, Guayaquil, Ecuador
Conference papers hal-02359500v1

The PINAR (1, 1_S) model

Paulo Prezotti , Valderio A. Reisen , Pascal Bondon , Marton Ispany
International Conference on Robust Statistics, May 2019, Guayaquil, Ecuador
Conference papers hal-02359803v1

An application of the GAM-PCA-VAR model to respiratory disease and air pollution data

Marton Ispany , Juliana B. de Souza , Valderio A. Reisen , Glaura C. Franco , Pascal Bondon , et al.
International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.319-320
Conference papers hal-01578442v1
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Towards Non-Stationary Grid Models

Tamas Elteto , Cecile Germain-Renaud , Pascal Bondon , Michèle Sebag
Journal of Grid Computing, 2011, 9 (4), pp.423-440. ⟨10.1007/s10723-011-9194-z⟩
Journal articles inria-00616279v1

Modeling non-stationary long-memory signals with large amounts of data

Li Song , Pascal Bondon
EUSIPCO 2011, Aug 2011, Barcelone, Spain. pp.2234-2238
Conference papers hal-00663090v1

Modélisation de données à longue mémoire localement stationnaires

Li Song , Pascal Bondon
44ème Journées de Statistique, May 2012, Bruxelles, Belgium
Conference papers hal-00819792v1
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Discovering Piecewise Linear Models of Grid Workload

Tamas Elteto , Cecile Germain-Renaud , Pascal Bondon , Michèle Sebag
10th IEEE/ACM International Conference on Cluster, Cloud and Grid Computing, May 2010, Melbourne, Australia. pp.474-484
Conference papers hal-00491562v1

Parameters influencing population annoyance pertaining to air pollution

Milena Machado , Jane Meri Santos , Valdério Anselmo Reisen , Antônio Fernando Pego E Silva , Neyval Costa Reis Junior , et al.
Journal of Environmental Management, 2022, 323, pp.115955. ⟨10.1016/j.jenvman.2022.115955⟩
Journal articles hal-03810393v1
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Deconstruction of annoyance due to air pollution by multiple correspondence analysis

Milena Machado , Jane Meri Santos , Séverine Frère , Phillipe Chagnon , Valdério Reisen , et al.
Environmental Science and Pollution Research, 2021, 28 (35), pp.47904-47920. ⟨10.1007/s11356-021-13958-8⟩
Journal articles hal-03209912v1
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Identification of redundant air quality monitoring stations using robust principal component analysis

Higor Cotta , Valdério Reisen , Pascal Bondon , Paulo Prezotti
Environmental Modeling & Assessment, 2020, 25, pp.521-530. ⟨10.1007/s10666-020-09717-7⟩
Journal articles hal-02626255v1
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Radar Detection Schemes for Joint Temporal and Spatial Correlated Clutter Using Vector ARMA Models

Wajih Ben Abdallah , Jean-Philippe Ovarlez , Pascal Bondon
25th European Signal Processing Conference (EUSIPCO 2017), Aug 2017, Kos island, Greece. 5 p., ⟨10.23919/eusipco.2017.8081373⟩
Conference papers hal-01578366v1

M-quantile estimation for GARCH models

Patrick Ferreira Patrocinio , Valderio A. Reisen , Pascal Bondon , Edson Zambon Monte , Ian Meneghel Danilevicz
Computational Economics, In press
Journal articles hal-04100547v1

AR processes with non-gaussian asymmetric innovations

Pascal Bondon , Li Song
21st European Signal Processing Conference (EUSIPCO-2013), Sep 2013, Marrakech, Morocco. 5 p
Conference papers hal-00926715v1

A new method for modeling nonstationary FARIMA signals

Pascal Bondon , Li Song
2nd Sondra Workshop on Electromagnetic Modeling, New Concepts and Signal Processing for Radar Detection and Remote Sensing, 2010, France. pp.208-211
Conference papers hal-00819799v1

Piecewise FARIMA models for long-memory time series

Li Song , Pascal Bondon
Journal of Statistical Computation and Simulation, 2012, 82 (9), pp.1367-1382. ⟨10.1080/00949655.2011.582470⟩
Journal articles hal-00819756v1

A procedure for modeling non-stationary signals with long range dependence

Li Song , Pascal Bondon
IFAC 2011, Aug 2011, Milan, Italy. pp.4440-4445
Conference papers hal-00663084v1
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Robust factor modelling for high-dimensional time series: An application to air pollution data

Valdério Anselmo Reisen , Adriano Marcio Sgrancio , Céline Lévy-Leduc , Edson Zambon Monte , Higor Henrique Aranda Cotta , et al.
Applied Mathematics and Computation, 2019, 346, pp.842-852. ⟨10.1016/j.amc.2018.09.062⟩
Journal articles hal-02902032v1
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Generalized additive model with principal component analysis: An application to time series of respiratory disease and air pollution data

Juliana B. de Souza , Valderio A. Reisen , Glaura C. Franco , Marton Ispany , Pascal Bondon , et al.
Journal of the Royal Statistical Society: Series C Applied Statistics, 2018, 67 (2), pp.453-480. ⟨10.1111/rssc.12239⟩
Journal articles hal-01599112v1
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Projection Methods for Uniformly Convex Expandable Sets

Stéphane Chrétien , Pascal Bondon
Mathematics , 2020, ⟨10.3390/math8071108⟩
Journal articles hal-02896463v1
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Contribution to continuum estimation in gamma spectrum by observation of local minima

Kélian This , Laurent Le Brusquet , Adrien Frigerio , Sébastien Colas , Pascal Bondon
24th International Conference on System Theory, Control and Computing, Oct 2020, Sinaia, Romania. pp.937-942
Conference papers hal-02985542v1

A robust method for estimating the number of factors in an approximate factor model

Higor Cotta , Valderio A. Reisen , Pascal Bondon
International Work-Conference on Time Series, Sep 2019, Granada, Spain. pp.711-722
Conference papers hal-02358699v1

A robust estimation and testing of the cointegration order based on the frequency domain

Igor V. M. Souza , Valderio A. Reisen , Pascal Bondon , G.C. Franco
13th International Conference on Computational and Financial Econometrics, Dec 2019, London, United Kingdom
Conference papers hal-02358658v1

tsqn: Applications of the Qn Estimator to Time Series (Univariate and Multivariate)

Higor Cotta , Valderio Reisen , Pascal Bondon , Céline Lévy-Leduc
2017
Other publications hal-01578823v1

A longitudinal study of the influence of air pollutants on children. A robust multivariate approach

Ian Meneghel Danilevicz , Pascal Bondon , Valderio A. Reisen , Faradiba Sarquis
Journal of Applied Statistics, In press
Journal articles hal-04216462v1