François ROUEFF
François ROUEFF
Telecom ParisTech
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Cited by
Cited by
Locally stationary long memory estimation
F Roueff, R Von Sachs
Stochastic Processes and their Applications 121 (4), 813-844, 2011
On the spectral density of the wavelet coefficients of long‐memory time series with application to the log‐regression estimation of the memory parameter
E Moulines, F Roueff, MS Taqqu
Journal of Time Series Analysis 28 (2), 155-187, 2007
Estimators of long-memory: Fourier versus wavelets
G Faÿ, E Moulines, F Roueff, MS Taqqu
Journal of econometrics 151 (2), 159-177, 2009
A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series
E Moulines, F Roueff, MS Taqqu
Annals of Statistics 36 (4), 1925-1956, 2008
Detection and localization of change-points in high-dimensional network traffic data
C Lévy-Leduc, F Roueff
Annals of Applied Statistics 3 (2), 637-662, 2009
On recursive estimation for time varying autoregressive processes
E Moulines, P Priouret, F Roueff
Annals of Statistics 33 (6), 2610-2654, 2005
A regularization approach to fractional dimension estimation
F Roueff, JL Véhel
proceedings of Fractals 98, 103-116, 1998
On the existence of some ARCH (∞) processes
R Douc, F Roueff, P Soulier
Stochastic Processes and Their Applications 118 (5), 755-761, 2008
The dead leaves model: a general tessellation modeling occlusion
C Bordenave, Y Gousseau, F Roueff
Advances in applied probability 38 (1), 31-46, 2006
Central Limit Theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
E Moulines, F Roueff, MS Taqqu
Fractals 15 (04), 301-313, 2007
Topological optimization of quantum key distribution networks
R Alleaume, F Roueff, E Diamanti, N Lütkenhaus
New Journal of Physics 11 (7), 075002, 2009
Linear fractional stable sheets: wavelet expansion and sample path properties
A Ayache, F Roueff, Y Xiao
Stochastic processes and their applications 119 (4), 1168-1197, 2009
Asymptotic normality of wavelet estimators of the memory parameter for linear processes
F Roueff, MS Taqqu
Journal of Time Series Analysis 30 (5), 534-558, 2009
Modeling occlusion and scaling in natural images
Y Gousseau, F Roueff
Multiscale Modeling & Simulation 6 (1), 105-134, 2007
Modelling bid and ask prices using constrained Hawkes processes: Ergodicity and scaling limit
B Zheng, F Roueff, F Abergel
SIAM Journal on Financial Mathematics 5 (1), 99-136, 2014
Estimation of the memory parameter of the infinite-source Poisson process
G Faÿ, F Roueff, P Soulier
Bernoulli 13 (2), 473-491, 2007
Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates
G Lang, F Roueff
Statistical inference for stochastic processes 4 (3), 283-306, 2001
Locally stationary Hawkes processes
F Roueff, R Von Sachs, L Sansonnet
Stochastic Processes and their Applications 126 (6), 1710-1743, 2016
A data-mining approach to travel price forecasting
T Wohlfarth, S Clémençon, F Roueff, X Casellato
2011 10th International Conference on Machine Learning and Applications and …, 2011
Nonparametric estimation of mixing densities for discrete distributions
F Roueff, T Rydén
The Annals of Statistics 33 (5), 2066-2108, 2005
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