Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
On statistical inference for extreme spatial and spatio-temporal processes.
Asymptotic dependence/independence, Composite likelihood, Dépendance/Indépendance asymptotique, Estimation semi-paramétrique, Extreme event, Fλ- madogram, Fλ-madogramme, Max-mixture process, Max-stable process, Processus max-mélange, Processus max-stable, Précipitations, Rainfall data, Semi-parametric estimation, Vraisemblance composite, Événement extrême
Fast and Asymptotically-efficient estimation in a Fractional autoregressive process.
Geweke Porter-Hudak estimator, LAN property, Log periodogram, Maximum Likelihood estimator, One-step estimator, Quadratic form of Gaussian process, Semi-parametric estimation, Toeplitz matrix, Whittle estimator