|
|
M-regression spectral estimator for periodic ARMA models. An empirical investigation
Alessandro José Queiroz Sarnaglia
,
Valdério Anselmo Reisen
,
Pascal Bondon
,
Céline Lévy-Leduc
Journal articles
hal-03185742v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
Journal articles
hal-01886198v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Periodic ARMA models: Application to particulate matter concentrations
Alessandro Jose Queiroz Sarnaglia
,
Valderio Reisen
,
Pascal Bondon
Conference papers
hal-01262098v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Scalable structural break detection
Tamas Elteto
,
Nikolaus Hansen
,
Cecile Germain-Renaud
,
Pascal Bondon
Journal articles
hal-00711843v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Towards Non-Stationary Grid Models
Tamas Elteto
,
Cecile Germain-Renaud
,
Pascal Bondon
,
Michèle Sebag
Journal articles
inria-00616279v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Modélisation de données à longue mémoire localement stationnaires
Li Song
,
Pascal Bondon
44ème Journées de Statistique, May 2012, Bruxelles, Belgium
Conference papers
hal-00819792v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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 articles
hal-03810393v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Deconstruction of annoyance due to air pollution by multiple correspondence analysis
Milena Machado
,
Jane Meri Santos
,
Séverine Frère
,
Phillipe Chagnon
,
Valdério Reisen
,
et al.
Journal articles
hal-03209912v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Identification of redundant air quality monitoring stations using robust principal component analysis
Higor Cotta
,
Valdério Reisen
,
Pascal Bondon
,
Paulo Prezotti
Journal articles
hal-02626255v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Radar Detection Schemes for Joint Temporal and Spatial Correlated Clutter Using Vector ARMA Models
Wajih Ben Abdallah
,
Jean-Philippe Ovarlez
,
Pascal Bondon
Conference papers
hal-01578366v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Piecewise FARIMA models for long-memory time series
Li Song
,
Pascal Bondon
Journal articles
hal-00819756v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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.
Journal articles
hal-02902032v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Projection Methods for Uniformly Convex Expandable Sets
Stéphane Chrétien
,
Pascal Bondon
Journal articles
hal-02896463v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
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
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|