Reisen, Valdério Anselmo; Sgrancio, Adriano Marcio; Lévy-Leduc, Céline; Bondon, Pascal; Monte, Edson Zambon; Aranda Cotta, Higor Henrique; Ziegelmann, Flávio Augusto Robust factor modelling for high-dimensional time series: an application to air pollution data. (English) Zbl 1428.86027 Appl. Math. Comput. 346, 842-852 (2019). MSC: 86A32 62M10 62G35 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., Appl. Math. Comput. 346, 842--852 (2019; Zbl 1428.86027) Full Text: DOI Link
Fajardo, F. A.; Reisen, V. A.; Lévy-Leduc, Celine; Taqqu, M. S. \(M\)-periodogram for the analysis of long-range-dependent time series. (English) Zbl 1408.62146 Statistics 52, No. 3, 665-683 (2018). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M15 62F35 62F12 62J05 62E20 PDFBibTeX XMLCite \textit{F. A. Fajardo} et al., Statistics 52, No. 3, 665--683 (2018; Zbl 1408.62146) Full Text: DOI
Kouamo, O.; Lévy-Leduc, C.; Moulines, E. Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context. (English) Zbl 1288.62061 Bernoulli 19, No. 1, 172-204 (2013). MSC: 62G08 60F05 62F35 62M15 65T60 PDFBibTeX XMLCite \textit{O. Kouamo} et al., Bernoulli 19, No. 1, 172--204 (2013; Zbl 1288.62061) Full Text: DOI arXiv Euclid
Lévy-Leduc, Céline; Boistard, Hélène; Moulines, Eric; Taqqu, Murad S.; Reisen, Valderio A. Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes. (English) Zbl 1290.62082 J. Time Ser. Anal. 32, No. 2, 135-156 (2011). MSC: 62M10 60G15 60F05 62M09 62G35 PDFBibTeX XMLCite \textit{C. Lévy-Leduc} et al., J. Time Ser. Anal. 32, No. 2, 135--156 (2011; Zbl 1290.62082) Full Text: DOI arXiv Link
Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. Large sample behaviour of some well-known robust estimators under long-range dependence. (English) Zbl 1291.62108 Statistics 45, No. 1, 59-71 (2011). MSC: 62G35 62G20 60G10 PDFBibTeX XMLCite \textit{C. Lévy-Leduc} et al., Statistics 45, No. 1, 59--71 (2011; Zbl 1291.62108) Full Text: DOI Link
Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. Asymptotic properties of \(U\)-processes under long-range dependence. (English) Zbl 1242.62100 Ann. Stat. 39, No. 3, 1399-1426 (2011). Reviewer: Neville Weber (Sydney) MSC: 62M10 60F17 62G20 62E20 62G35 PDFBibTeX XMLCite \textit{C. Lévy-Leduc} et al., Ann. Stat. 39, No. 3, 1399--1426 (2011; Zbl 1242.62100) Full Text: DOI arXiv
Sarnaglia, A. J. Q.; Reisen, V. A.; Lévy-Leduc, C. Robust estimation of periodic autoregressive processes in the presence of additive outliers. (English) Zbl 1323.62087 J. Multivariate Anal. 101, No. 9, 2168-2183 (2010). MSC: 62M10 62E20 62F12 62F35 PDFBibTeX XMLCite \textit{A. J. Q. Sarnaglia} et al., J. Multivariate Anal. 101, No. 9, 2168--2183 (2010; Zbl 1323.62087) Full Text: DOI