Edit Profile (opens in new tab) Brouste, Alexandre Co-Author Distance Author ID: 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 all top 5 Co-Authors 2 single-authored 5 Kleptsyna, Marina L. 3 Bensoussan, Alain 3 Cai, Chunhao 3 Soltane, Marius 2 Bertrand, Pierre Raphael 2 Dutang, Christophe 2 Popier, Alexandre 2 Rohmer, Tom 2 Votsi, Irene 1 Ben Hariz, Samir 1 Cartiaux, F. B. 1 Esstafa, Youssef 1 Farinetto, Christian 1 Fhima, Mehdi 1 Fukasawa, Masaaki 1 Haouas, Nabiha 1 Hovsepyan, Lilit 1 Iacus, Stefano Maria 1 Koulibaly, Daouda 1 Masuda, Hiroki 1 Mathey, C. 1 Mertz, Laurent 1 Ojeda, Mario Miguel 1 Wang, Longmin all top 5 Serials 4 Statistical Inference for Stochastic Processes 2 Computational Statistics 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Journal of Applied Statistics 1 The Annals of Statistics 1 Journal of Statistical Planning and Inference 1 Systems & Control Letters 1 Physica D 1 Communications in Statistics. Theory and Methods 1 Mathematical Methods of Statistics 1 Revista Investigación Operacional 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Stochastics and Dynamics 1 Statistics and Computing 1 Japanese Journal of Statistics and Data Science all top 5 Fields 20 Statistics (62-XX) 8 Probability theory and stochastic processes (60-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 General and overarching topics; collections (00-XX) 1 Ordinary differential equations (34-XX) 1 Numerical analysis (65-XX) 1 Mechanics of particles and systems (70-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 17 Fields 75 Statistics (62-XX) 71 Probability theory and stochastic processes (60-XX) 7 Numerical analysis (65-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Systems theory; control (93-XX) 4 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Fluid mechanics (76-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Real functions (26-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year