Denis Bosq
Affiliations: | LSTA | Université Pierre et Marie Curie - Paris 6 |
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Collaborators
Sign in to add collaboratorDelphine Blanke | collaborator | ||
Javier Álvarez Liébana | collaborator | Université Pierre et Marie Curie - Paris 6 |
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Publications
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Bosq D. (2018) Detecting instants of jumps and estimating their intensity in the context of p derivatives with continuous or discrete data Communications in Statistics-Theory and Methods. 47: 3234-3251 |
Blanke D, Bosq D. (2018) Polygonal smoothing of the empirical distribution function Statistical Inference For Stochastic Processes. 21: 263-287 |
Álvarez-Liébana J, Bosq D, Ruiz-Medina MD. (2017) Asymptotic properties of a component-wise ARH(1) plug-in predictor Journal of Multivariate Analysis. 155: 12-34 |
Álvarez-Liébana J, Bosq D, Ruiz-Medina MD. (2016) Consistency of the plug-in functional predictor of the Ornstein–Uhlenbeck process in Hilbert and Banach spaces Statistics & Probability Letters. 117: 12-22 |
Blanke D, Bosq D. (2016) Detecting and estimating intensity of jumps for discretely observed ARMA D ( 1 , 1 ) processes Journal of Multivariate Analysis. 146: 119-137 |
Bosq D. (2016) Estimating jump intensity and detecting jump instants in the context of p derivatives Comptes Rendus Mathematique. 354: 729-734 |
Bosq D. (2015) Models Associated with Extended Exponential Smoothing Communications in Statistics-Theory and Methods. 44: 468-475 |
Blanke D, Bosq D. (2014) Exponential bounds for intensity of jumps Mathematical Methods of Statistics. 23: 239-255 |
Bosq D, Blanke D. (2014) Detection and estimation of jumps in discrete time Applied Mathematical Sciences. 8: 8251-8255 |
Bosq D, Ruiz-Medina MD. (2014) Bayesian estimation in a high dimensional parameter framework Electronic Journal of Statistics. 8: 1604-1640 |