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Author ID: brouste.alexandre Recent zbMATH articles by "Brouste, Alexandre"
Published as: Brouste, Alexandre; Brouste, A.
Documents Indexed: 21 Publications since 2010, including 1 Book
1 Further Contribution
Co-Authors: 23 Co-Authors with 19 Joint Publications
376 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

16 Publications have been cited 127 times in 90 Documents Cited by Year
Asymptotic properties of MLE for partially observed fractional diffusion system. Zbl 1205.60142
Brouste, Alexandre; Kleptsyna, Marina
30
2010
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package. Zbl 1306.65034
Brouste, Alexandre; Iacus, Stefano M.
30
2013
Local asymptotic normality property for fractional Gaussian noise under high-frequency observations. Zbl 1411.62045
Brouste, Alexandre; Fukasawa, Masaaki
16
2018
Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises. Zbl 1177.62027
Brouste, Alexandre
10
2010
Design for estimation of the drift parameter in fractional diffusion systems. Zbl 1242.62090
Brouste, Alexandre; Kleptsyna, Marina; Popier, Alexandre
8
2012
Efficient estimation of stable Lévy process with symmetric jumps. Zbl 1443.62235
Brouste, Alexandre; Masuda, Hiroki
8
2018
Kalman type filter under stationary noises. Zbl 1255.93143
Brouste, Alexandre; Kleptsyna, Marina
5
2012
Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise. Zbl 1308.62140
Brouste, A.; Cai, C.; Kleptsyna, M.
4
2014
Fractional diffusion with partial observations. Zbl 1315.62025
Brouste, Alexandre; Kleptsyna, Marina; Popier, Alexandre
3
2011
Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise. Zbl 1451.62097
Brouste, Alexandre; Cai, Chunhao; Soltane, Marius; Wang, Longmin
3
2020
A generalized linear model approach to seasonal aspects of wind speed modeling. Zbl 1514.62439
Bensoussan, Alain; Bertrand, Pierre; Brouste, Alexandre
2
2014
One-step estimation for the fractional Gaussian noise at high-frequency. Zbl 1454.62092
Brouste, Alexandre; Soltane, Marius; Votsi, Irene
2
2020
Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling. Zbl 1482.62005
Brouste, Alexandre; Dutang, Christophe; Rohmer, Tom
2
2020
Controlled drift estimation in fractional diffusion linear systems. Zbl 1267.62085
Brouste, Alexandre; Cai, Chunhao
2
2013
Mathematical formulation of a dynamical system with dry friction subjected to external forces. Zbl 1506.70024
Bensoussan, A.; Brouste, A.; Cartiaux, F. B.; Mathey, C.; Mertz, L.
1
2021
Confidence interval for the mean time to failure in semi-Markov models: an application to wind energy production. Zbl 1516.62641
Votsi, I.; Brouste, A.
1
2019
Mathematical formulation of a dynamical system with dry friction subjected to external forces. Zbl 1506.70024
Bensoussan, A.; Brouste, A.; Cartiaux, F. B.; Mathey, C.; Mertz, L.
1
2021
Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise. Zbl 1451.62097
Brouste, Alexandre; Cai, Chunhao; Soltane, Marius; Wang, Longmin
3
2020
One-step estimation for the fractional Gaussian noise at high-frequency. Zbl 1454.62092
Brouste, Alexandre; Soltane, Marius; Votsi, Irene
2
2020
Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling. Zbl 1482.62005
Brouste, Alexandre; Dutang, Christophe; Rohmer, Tom
2
2020
Confidence interval for the mean time to failure in semi-Markov models: an application to wind energy production. Zbl 1516.62641
Votsi, I.; Brouste, A.
1
2019
Local asymptotic normality property for fractional Gaussian noise under high-frequency observations. Zbl 1411.62045
Brouste, Alexandre; Fukasawa, Masaaki
16
2018
Efficient estimation of stable Lévy process with symmetric jumps. Zbl 1443.62235
Brouste, Alexandre; Masuda, Hiroki
8
2018
Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise. Zbl 1308.62140
Brouste, A.; Cai, C.; Kleptsyna, M.
4
2014
A generalized linear model approach to seasonal aspects of wind speed modeling. Zbl 1514.62439
Bensoussan, Alain; Bertrand, Pierre; Brouste, Alexandre
2
2014
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package. Zbl 1306.65034
Brouste, Alexandre; Iacus, Stefano M.
30
2013
Controlled drift estimation in fractional diffusion linear systems. Zbl 1267.62085
Brouste, Alexandre; Cai, Chunhao
2
2013
Design for estimation of the drift parameter in fractional diffusion systems. Zbl 1242.62090
Brouste, Alexandre; Kleptsyna, Marina; Popier, Alexandre
8
2012
Kalman type filter under stationary noises. Zbl 1255.93143
Brouste, Alexandre; Kleptsyna, Marina
5
2012
Fractional diffusion with partial observations. Zbl 1315.62025
Brouste, Alexandre; Kleptsyna, Marina; Popier, Alexandre
3
2011
Asymptotic properties of MLE for partially observed fractional diffusion system. Zbl 1205.60142
Brouste, Alexandre; Kleptsyna, Marina
30
2010
Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises. Zbl 1177.62027
Brouste, Alexandre
10
2010
all top 5

Cited by 126 Authors

11 Brouste, Alexandre
5 Cai, Chunhao
5 Es-Sebaiy, Khalifa
5 Shen, Guangjun
4 Chen, Yong
4 Kleptsyna, Marina L.
4 Xiao, Weilin
4 Yu, Qian
3 Li, Ying
3 Nakajima, Shohei
3 Shimizu, Yasutaka
3 Soltane, Marius
3 Takabatake, Tetsuya
3 Tanaka, Katsuto
3 Viitasaari, Lauri
3 Zhang, Weiguo
2 Chiba, Kohei
2 Douissi, Soukaina
2 Dutang, Christophe
2 Fukasawa, Masaaki
2 Garnier, Josselin
2 Hu, Yaozhong
2 Iacus, Stefano Maria
2 Kříž, Pavel
2 Masuda, Hiroki
2 Mishura, Yuliya Stepanivna
2 Podolskij, Mark
2 Popier, Alexandre
2 Sun, Lin
2 Tindel, Samy
2 Varvenne, Maylis
2 Viens, Frederi G.
2 Votsi, Irene
2 Yin, Xiuwei
2 Zhang, Xili
2 Zhou, Hongjuan
1 Aïd, René
1 Alazemi, Fares
1 Ascione, Giacomo
1 Azmoodeh, Ehsan
1 Bajja, Salwa
1 Balde, Maoudo Faramba
1 Barndorff-Nielsen, Ole Eiler
1 Belaide, Karima
1 Belfadli, Rachid
1 Bibinger, Markus
1 Bossy, Mireille
1 Chen, Jianxin
1 Chigansky, Pavel
1 Chronopoulou, Alexandra
1 Clement, Emmanuelle
1 Czechowski, Zbigniew
1 Dehling, Herold G.
1 Farinetto, Christian
1 Franke, Brice
1 Fu, Pei
1 Garcin, Matthieu
1 Gatheral, Jim
1 Gloter, Arnaud
1 Gruet, Pierre
1 Guibert, Quentin
1 Haddad, Soraya
1 Han, Yuecai
1 Haress, El Mehdi
1 Hovsepyan, Lilit
1 Jabir, Jean-François
1 Jaisson, Thibault
1 Jiang, Hui
1 Kalemkerian, Juan
1 Kuang, Nenghui
1 Kubilius, Kȩstutis
1 Kurisu, Daisuke
1 Li, Nan
1 Li, Yunmeng
1 Liu, Junfeng
1 Liu, Yanghui
1 Liu, Zaiming
1 Ljungdahl, Mathias Mørck
1 Lu, Xianggang
1 Lu, Ziyu
1 Lv, Wujun
1 Maslowski, Bohdan
1 Mazur, Stepan
1 Mercuri, Lorenzo
1 Mertz, Laurent
1 Mies, Fabian
1 Milheiro-Oliveira, Paula
1 Mishra, Mahendra Nath
1 Mörs, Michael
1 Nualart, David
1 Nualart, Eulalia
1 Otryakhin, Dmitry
1 Pakkanen, Mikko S.
1 Panloup, Fabien
1 Pham, Huyên
1 Pirozzi, Enrica
1 Prakasa Rao, B. L. S.
1 Ralchenko, Kostiantyn V.
1 Rodríguez, Kerlyns Martínez
1 Rohmer, Tom
...and 26 more Authors
all top 5

Cited in 45 Serials

13 Statistical Inference for Stochastic Processes
7 Electronic Journal of Statistics
6 Stochastics and Dynamics
4 Journal of Statistical Planning and Inference
4 Statistics & Probability Letters
4 Communications in Statistics. Theory and Methods
4 Japanese Journal of Statistics and Data Science
3 Stochastic Processes and their Applications
3 Bernoulli
3 Advances in Difference Equations
2 Computational Statistics
2 Statistical Papers
2 Stochastics
2 Statistics and Computing
1 Journal of Computational Physics
1 Physica A
1 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 The Annals of Statistics
1 Stochastic Analysis and Applications
1 Statistics
1 Applied Mathematical Modelling
1 Journal of Statistical Computation and Simulation
1 SIAM Journal on Applied Mathematics
1 Mathematical Methods of Statistics
1 Mathematical Finance
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Chaos
1 Fractional Calculus & Applied Analysis
1 Journal of Applied Statistics
1 Acta Mathematica Sinica. English Series
1 Communications in Nonlinear Science and Numerical Simulation
1 Quantitative Finance
1 Stochastic Models
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Journal of the Korean Statistical Society
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Frontiers of Mathematics in China
1 Mathematics and Financial Economics
1 Science China. Mathematics
1 International Journal of Stochastic Analysis
1 Annals of Finance
1 Journal of the Japan Statistical Society. Japanese Issue
1 AIMS Mathematics
1 Advances in Continuous and Discrete Models

Citations by Year