Poinas, Arnaud; Delyon, Bernard; Lavancier, Frédéric Mixing properties and central limit theorem for associated point processes. (English) Zbl 1466.60101 Bernoulli 25, No. 3, 1724-1754 (2019). MSC: 60G55 60F05 PDFBibTeX XMLCite \textit{A. Poinas} et al., Bernoulli 25, No. 3, 1724--1754 (2019; Zbl 1466.60101) Full Text: DOI arXiv Euclid
Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; Surgailis, Donatas Detection of nonconstant long memory parameter. (English) Zbl 1290.62062 Econom. Theory 29, No. 5, 1009-1056 (2013). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{F. Lavancier} et al., Econom. Theory 29, No. 5, 1009--1056 (2013; Zbl 1290.62062) Full Text: DOI arXiv
Lavancier, Frédéric; Philippe, Anne Some convergence results on quadratic forms for random fields and application to empirical covariances. (English) Zbl 1234.60029 Probab. Theory Relat. Fields 149, No. 3-4, 493-514 (2011). Reviewer: Dongsheng Tu (Kingston) MSC: 60F05 60G60 60H40 60G10 PDFBibTeX XMLCite \textit{F. Lavancier} and \textit{A. Philippe}, Probab. Theory Relat. Fields 149, No. 3--4, 493--514 (2011; Zbl 1234.60029) Full Text: DOI arXiv
Lavancier, Frédéric The V/S test of long-range dependence in random fields. (English) Zbl 1320.62209 Electron. J. Stat. 2, 1373-1390 (2008). MSC: 62M40 62G10 60G60 PDFBibTeX XMLCite \textit{F. Lavancier}, Electron. J. Stat. 2, 1373--1390 (2008; Zbl 1320.62209) Full Text: DOI arXiv Euclid
Lavancier, Frédéric Invariance principles for non-isotropic long memory random fields. (English) Zbl 1143.62058 Stat. Inference Stoch. Process. 10, No. 3, 255-282 (2007). Reviewer: Alexander V. Bulinski (Moskva) MSC: 62M40 60F17 60G60 62M20 62M15 60F05 PDFBibTeX XMLCite \textit{F. Lavancier}, Stat. Inference Stoch. Process. 10, No. 3, 255--282 (2007; Zbl 1143.62058) Full Text: DOI
Lavancier, Frédéric Empirical process of long memory Gaussian subordinated random fields. (Processus empirique de fonctionnelles de champs gaussiens à longue mémoire.) (French) Zbl 1090.60049 C. R., Math., Acad. Sci. Paris 342, No. 5, 345-348 (2006). Reviewer: Yasuhiro Asoo (Tokyo) MSC: 60G60 PDFBibTeX XMLCite \textit{F. Lavancier}, C. R., Math., Acad. Sci. Paris 342, No. 5, 345--348 (2006; Zbl 1090.60049) Full Text: DOI