Coeurjolly, Jean-Francois; Porcu, Emilio Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix. (English) Zbl 07498946 J. Comput. Graph. Stat. 27, No. 2, 278-290 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{J.-F. Coeurjolly} and \textit{E. Porcu}, J. Comput. Graph. Stat. 27, No. 2, 278--290 (2018; Zbl 07498946) Full Text: DOI arXiv
Coeurjolly, Jean-François; Porcu, Emilio Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion. (English) Zbl 1379.60044 Stat. Probab. Lett. 128, 21-27 (2017). MSC: 60G22 60G18 62F12 PDFBibTeX XMLCite \textit{J.-F. Coeurjolly} and \textit{E. Porcu}, Stat. Probab. Lett. 128, 21--27 (2017; Zbl 1379.60044) Full Text: DOI
Coeurjolly, Jean-François; Møller, Jesper Variational approach for spatial point process intensity estimation. (English) Zbl 1400.62208 Bernoulli 20, No. 3, 1097-1125 (2014). MSC: 62M30 60G55 PDFBibTeX XMLCite \textit{J.-F. Coeurjolly} and \textit{J. Møller}, Bernoulli 20, No. 3, 1097--1125 (2014; Zbl 1400.62208) Full Text: DOI arXiv Euclid
Coeurjolly, Jean-François; Lee, Kichun; Vidakovic, Brani Variance estimation for fractional Brownian motions with fixed Hurst parameters. (English) Zbl 1291.62056 Commun. Stat., Theory Methods 43, No. 8, 1845-1858 (2014). MSC: 62F10 60G22 62F12 PDFBibTeX XMLCite \textit{J.-F. Coeurjolly} et al., Commun. Stat., Theory Methods 43, No. 8, 1845--1858 (2014; Zbl 1291.62056) Full Text: DOI
Breton, Jean-Christophe; Coeurjolly, Jean-François Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size. (English) Zbl 1236.62096 Stat. Inference Stoch. Process. 15, No. 1, 1-26 (2012). MSC: 62M05 60G22 65C60 PDFBibTeX XMLCite \textit{J.-C. Breton} and \textit{J.-F. Coeurjolly}, Stat. Inference Stoch. Process. 15, No. 1, 1--26 (2012; Zbl 1236.62096) Full Text: DOI arXiv
Achard, Sophie; Coeurjolly, Jean-François Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise. (English) Zbl 1267.60040 Stat. Surv. 4, 117-147 (2010). MSC: 60G22 60G15 62F10 62F35 PDFBibTeX XMLCite \textit{S. Achard} and \textit{J.-F. Coeurjolly}, Stat. Surv. 4, 117--147 (2010; Zbl 1267.60040) Full Text: DOI Euclid