Recherche - Laboratoire Jean Kuntzmann

72 résultats

	Pour les 72 documents Envoyer sur ORCID RSS ATOM Exporter BibTeX XML-TEI CSV RTF EndNote PDF HTML Export avancé	Page : Page précédente 1 2 3 Page suivante	triés par Pertinence Auteur A→Z Auteur Z→A Titre A→Z Titre Z→A Date de publication croissante Date de publication décroissante Date de dépôt croissante Date de dépôt décroissante

		Asymptotic properties of the residuals process for stationary marked Gibbs point processes Jean-François Coeurjolly 41èmes Journées de Statistique, Société Française de Statistique, May 2009, Bordeaux, France Communication dans un congrès inria-00386660v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Median-based estimation of the intensity of a spatial point process Jean-François Coeurjolly Annals of the Institute of Statistical Mathematics, 2017, 69 (2), pp.303-331. ⟨10.1007/s10463-015-0536-7⟩ Article dans une revue hal-01071605v2	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Normalized information-based divergences Jean-François Coeurjolly , Rémy Drouilhet , Jean-François Robineau Problems of Information Transmission, 2007, 43 (3), pp.167-189. ⟨10.1134/S0032946007030015⟩ Article dans une revue hal-00022566v2	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Basic properties of the Multivariate Fractional Brownian Motion Jean-François Coeurjolly Workshop on Random Fields, Dec 2010, Lyon, France Communication dans un congrès hal-00851011v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption Jean-François Coeurjolly Statistics and Probability Letters, 2008, 78 (15), pp.2485-2489. ⟨10.1016/j.spl.2008.02.037⟩ Article dans une revue hal-00131071v2	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles Jean-François Coeurjolly Annals of Statistics, 2008, 36 (3), pp.1404-1434. ⟨10.1214/009053607000000587⟩ Article dans une revue hal-00005371v2	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Digit analysis for Covid-19 reported data Jean-François Coeurjolly Case Studies in Business, Industry and Government Statistics, 2021, 8, pp.14-27 Article dans une revue hal-03351058v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		About the multivariate fractional Brownian motion Jean-François Coeurjolly Colloque franco-roumain - 11ème colloque franco-roumain de mathématiques appliquées, Aug 2012, Bucarest, Romania Communication dans un congrès hal-00850660v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Introduction aux processus ponctuels de Gibbs : modélisation, identification et validation Jean-François Coeurjolly Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France Document associé à des manifestations scientifiques inria-00510351v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Sur quelques résultats d'inférence pour les processus fractionnaires et les processus ponctuels spatiaux de Gibbs Jean-François Coeurjolly Statistiques [math.ST]. Université de Grenoble, 2010 HDR tel-00851451v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Almost sure behavior of functionals of stationary Gibbs point processes Jean-François Coeurjolly Statistics and Probability Letters, 2015, 97, pp.241-246. ⟨10.1016/j.spl.2014.11.014⟩ Article dans une revue hal-01154829v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Covariance of empirical functionals for inhomogeneous spatial point processes when the intensity has a parametric form Jean-François Coeurjolly , Yongtao Guan Journal of Statistical Planning and Inference, 2014, 155, pp.79-92. ⟨10.1016/j.jspi.2014.07.003⟩ Article dans une revue hal-00990697v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes Ismaïla Ba , Jean‐françois Coeurjolly Scandinavian Journal of Statistics, 2023, 50 (3), pp.993-1021. ⟨10.1111/sjos.12616⟩ Article dans une revue hal-04367358v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Residuals and goodness-of-fit tests for stationary marked Gibbs point processes Jean-François Coeurjolly , Frédéric Lavancier Journal of the Royal Statistical Society: Series B, 2013, 75 (2), pp.247-276. ⟨10.1111/j.1467-9868.2012.01043.x⟩ Article dans une revue hal-00453102v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		asympTest: A simple R package for classical parametric statistical tests and confidence intervals in large samples Jean-François Coeurjolly , Rémy Drouilhet , Pierre Lafaye de Micheaux , Jean-François Robineau The R Journal, 2009, 1 (2), pp.26-30 Article dans une revue hal-00850944v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Prédiction de la pneumonie nosocomiale à l'aide d'un modèle multi-états. Molière Nguile Makao , Jean-François Coeurjolly , Benoit Liquet , Jean-François Timsit 41èmes Journées de Statistique, Société Française de Statistique, May 2009, Bordeaux, France Communication dans un congrès inria-00386790v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Goodness-of-fit tests for stationary marked Gibbs point processes Jean-François Coeurjolly , Frédéric Lavancier SSIAB8 - 8th French-Danish Workshop "Spatial Statistics and Image Analysis in Biology", May 2010, Copenhague, Denmark Communication dans un congrès hal-00851009v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Expectiles for subordinated Gaussian processes with applications Jean-François Coeurjolly , Hedi Kortas Electronic Journal of Statistics , 2012, 6, pp.303-322. ⟨10.1214/12-EJS674⟩ Article dans une revue hal-00605467v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Attributable risk estimation for adjusted disability multi-state models: application to nosocomial infections Jean-François Coeurjolly , Molière Nguile Makao , Jean-François Timsit , Benoit Liquet Biometrical Journal, 2012, 54 (5), pp.600-616. ⟨10.1002/bimj.201100222⟩ Article dans une revue istex hal-00850423v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Poisson intensity parameter estimation for stationary Gibbs point processes of finite interaction range Jean-François Coeurjolly , Nadia Morsli Spatial Statistics, 2013, 4, pp.45-56. ⟨10.1016/j.spasta.2013.02.003⟩ Article dans une revue hal-00742374v2	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model Jean-François Coeurjolly , Rémy Drouilhet Electronic Journal of Statistics , 2010, 4, pp.677-706. ⟨10.1214/09-EJS494⟩ Article dans une revue hal-00442750v2	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Semi-parametric estimation of the Poisson intensity parameter of a Gibbs point process Nadia Morsli , Jean-François Coeurjolly SSIAB 2011 - 9th French-Danish Workshop "Spatial Statistics and Image Analysis in Biology", May 2011, Avignon, France Communication dans un congrès hal-00850681v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise Sophie Achard , Jean-François Coeurjolly Statistics Surveys, 2010, 4, pp.117-147. ⟨10.1214/09-SS059⟩ Article dans une revue hal-00442760v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Fast covariance estimation for innovations computed from a spatial Gibbs point process Jean-François Coeurjolly , Rubak Ege Scandinavian Journal of Statistics, 2013, 40 (4), pp.669-684. ⟨10.1111/sjos.12017⟩ Article dans une revue istex hal-00850424v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Parametric estimation of pairwise Gibbs point processes with infinite range interaction Jean-François Coeurjolly , Frédéric Lavancier Bernoulli, 2017, 23 (2), pp.1299-1334. ⟨10.3150/15-BEJ779⟩ Article dans une revue hal-01092225v3	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Identification of the Multivariate Fractional Brownian Motion Pierre-Olivier Amblard , Jean-François Coeurjolly IEEE Transactions on Signal Processing, 2011, 59 (11), pp.5152-5168. ⟨10.1109/TSP.2011.2162835⟩ Article dans une revue hal-00565795v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		A concentration inequality for inhomogeneous Neyman–Scott point processes Jean-François Coeurjolly , Patricia Reynaud-Bouret Statistics and Probability Letters, 2019, 148, pp.30-34. ⟨10.1016/j.spl.2018.12.003⟩ Article dans une revue hal-04367354v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix Jean-François Coeurjolly , Emilio Porcu Journal of Computational and Graphical Statistics, 2018, 27 (2), pp.278-290. ⟨10.1080/10618600.2017.1385468⟩ Article dans une revue hal-01296430v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Variational approach to estimate the intensity of spatial point processes Jean-François Coeurjolly , Jesper Møller Bernoulli, 2014, 20 (3), pp.1097-1125. ⟨10.3150/13-BEJ516⟩ Article dans une revue hal-00850434v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Residuals and Goodness-of-Fit Tests for Stationary Marked Gibbs Point Processes Frédéric Lavancier , Jean-François Coeurjolly S4G 2012 - 7th Conference on Stereology, Spatial Statistics and Stochastic Geometry, Jun 2012, Prague, Czech Republic Communication dans un congrès hal-00850676v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More

Filtrer vos résultats

Asymptotic properties of the residuals process for stationary marked Gibbs point processes

Median-based estimation of the intensity of a spatial point process

Normalized information-based divergences

Basic properties of the Multivariate Fractional Brownian Motion

Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption

Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles

Digit analysis for Covid-19 reported data

About the multivariate fractional Brownian motion

Introduction aux processus ponctuels de Gibbs : modélisation, identification et validation

Sur quelques résultats d'inférence pour les processus fractionnaires et les processus ponctuels spatiaux de Gibbs

Almost sure behavior of functionals of stationary Gibbs point processes

Covariance of empirical functionals for inhomogeneous spatial point processes when the intensity has a parametric form

Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes

Residuals and goodness-of-fit tests for stationary marked Gibbs point processes

asympTest: A simple R package for classical parametric statistical tests and confidence intervals in large samples

Prédiction de la pneumonie nosocomiale à l'aide d'un modèle multi-états.

Goodness-of-fit tests for stationary marked Gibbs point processes

Expectiles for subordinated Gaussian processes with applications

Attributable risk estimation for adjusted disability multi-state models: application to nosocomial infections

Poisson intensity parameter estimation for stationary Gibbs point processes of finite interaction range

Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model

Semi-parametric estimation of the Poisson intensity parameter of a Gibbs point process

Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise

Fast covariance estimation for innovations computed from a spatial Gibbs point process

Parametric estimation of pairwise Gibbs point processes with infinite range interaction

Identification of the Multivariate Fractional Brownian Motion

A concentration inequality for inhomogeneous Neyman–Scott point processes

Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix

Variational approach to estimate the intensity of spatial point processes

Residuals and Goodness-of-Fit Tests for Stationary Marked Gibbs Point Processes