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Coeurjolly, Jean-François

Author ID: coeurjolly.jean-francois Recent zbMATH articles by "Coeurjolly, Jean-François"
Published as: Coeurjolly, Jean-François; Coeurjolly, Jean-Francois; Coeurjolly, J.-F.
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

36 Publications have been cited 298 times in 193 Documents Cited by Year
Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths. Zbl 0984.62058
Coeurjolly, Jean-François
84
2001
Identification of multifractional Brownian motion. Zbl 1098.62109
Coeurjolly, Jean-François
34
2005
Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles. Zbl 1157.60034
Coeurjolly, Jean-François
27
2008
Identification of the multivariate fractional Brownian motion. Zbl 1391.60076
Amblard, Pierre-Olivier; Coeurjolly, Jean-François
16
2011
Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes. Zbl 1135.62364
Billiot, Jean-Michel; Coeurjolly, Jean-François; Drouilhet, Rémy
12
2008
Logistic regression for spatial Gibbs point processes. Zbl 1452.62700
Baddeley, Adrian; Coeurjolly, Jean-François; Rubak, Ege; Waagepetersen, Rasmus
11
2014
Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size. Zbl 1236.62096
Breton, Jean-Christophe; Coeurjolly, Jean-François
10
2012
Wavelet analysis of the multivariate fractional Brownian motion. Zbl 1293.42038
Coeurjolly, Jean-François; Amblard, Pierre-Olivier; Achard, Sophie
9
2013
Convex and non-convex regularization methods for spatial point processes intensity estimation. Zbl 1473.62324
Choiruddin, Achmad; Coeurjolly, Jean-François; Letué, Frédérique
7
2018
Basic properties of the multivariate fractional Brownian motion. Zbl 1293.60044
Amblard, Pierre-Olivier; Coeurjolly, Jean-François; Lavancier, Frédéric; Philippe, Anne
6
2013
Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise. Zbl 1267.60040
Achard, Sophie; Coeurjolly, Jean-François
6
2010
Takacs-Fiksel method for stationary marked Gibbs point processes. Zbl 1323.62023
Coeurjolly, Jean-François; Dereudre, David; Drouilhet, Rémy; Lavancier, Frédéric
5
2012
Stein estimation of the intensity of a spatial homogeneous Poisson point process. Zbl 1345.60045
Clausel, Marianne; Coeurjolly, Jean-François; Lelong, Jérôme
5
2016
Palm distributions for log Gaussian Cox processes. Zbl 1394.60048
Coeurjolly, Jean-François; Møller, Jesper; Waagepetersen, Rasmus
5
2017
Information criteria for inhomogeneous spatial point processes. Zbl 1521.62179
Choiruddin, Achmad; Coeurjolly, Jean-François; Waagepetersen, Rasmus
5
2021
A tutorial on Palm distributions for spatial point processes. Zbl 07763562
Coeurjolly, Jean-François; Møller, Jesper; Waagepetersen, Rasmus
5
2017
Regularized estimation for highly multivariate log Gaussian Cox processes. Zbl 1437.62274
Choiruddin, Achmad; Cuevas-Pacheco, Francisco; Coeurjolly, Jean-François; Waagepetersen, Rasmus
5
2020
Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. Zbl 1329.62108
Coeurjolly, Jean-François; Drouilhet, Rémy
5
2010
Variational approach for spatial point process intensity estimation. Zbl 1400.62208
Coeurjolly, Jean-François; Møller, Jesper
4
2014
Fast covariance estimation for innovations computed from a spatial Gibbs point process. Zbl 1283.62198
Coeurjolly, Jean-François; Rubak, Ege
4
2013
Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix. Zbl 07498946
Coeurjolly, Jean-Francois; Porcu, Emilio
4
2018
Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion. Zbl 1379.60044
Coeurjolly, Jean-François; Porcu, Emilio
3
2017
Median-based estimation of the intensity of a spatial point process. Zbl 1422.62299
Coeurjolly, Jean-François
3
2017
Parametric estimation of pairwise Gibbs point processes with infinite range interaction. Zbl 1388.62277
Coeurjolly, Jean-François; Lavancier, Frédéric
3
2017
Residuals and goodness-of-fit tests for stationary marked Gibbs point processes. Zbl 07555447
Coeurjolly, Jean-François; Lavancier, Frédéric
3
2013
Monte Carlo integration of non-differentiable functions on \([0,1]^\iota\), \(\iota =1,\ldots, d\), using a single determinantal point pattern defined on \([0,1]^d\). Zbl 1483.60072
Coeurjolly, Jean-François; Mazoyer, Adrien; Amblard, Pierre-Olivier
3
2021
Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption. Zbl 1169.62322
Coeurjolly, Jean-François
2
2008
Almost sure behavior of functionals of stationary Gibbs point processes. Zbl 1315.60054
Coeurjolly, Jean-François
2
2015
Variance estimation for fractional Brownian motions with fixed Hurst parameters. Zbl 1291.62056
Coeurjolly, Jean-François; Lee, Kichun; Vidakovic, Brani
2
2014
Geodesic normal distribution on the circle. Zbl 1410.60021
Coeurjolly, Jean-François; Le Bihan, Nicolas
2
2012
Normalized information-based divergences. Zbl 1136.94314
Coeurjolly, J.-F.; Drouilhet, R.; Robineau, J.-F.
1
2007
Inference for low- and high-dimensional inhomogeneous Gibbs point processes. Zbl 07748375
Ba, Ismaïla; Coeurjolly, Jean-François
1
2023
Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion. Zbl 07732742
Ba, Ismaïla; Coeurjolly, Jean-François; Cuevas-Pacheco, Francisco
1
2023
The median of a jittered Poisson distribution. Zbl 1475.62144
Coeurjolly, Jean-François; Rousseau Trépanier, Joëlle
1
2020
Expectiles for subordinated Gaussian processes with applications. Zbl 1277.60071
Coeurjolly, Jean-François; Kortas, Hedi
1
2012
Intensity approximation for pairwise interaction Gibbs point processes using determinantal point processes. Zbl 1402.82010
Coeurjolly, Jean-François; Lavancier, Frédéric
1
2018
Inference for low- and high-dimensional inhomogeneous Gibbs point processes. Zbl 07748375
Ba, Ismaïla; Coeurjolly, Jean-François
1
2023
Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion. Zbl 07732742
Ba, Ismaïla; Coeurjolly, Jean-François; Cuevas-Pacheco, Francisco
1
2023
Information criteria for inhomogeneous spatial point processes. Zbl 1521.62179
Choiruddin, Achmad; Coeurjolly, Jean-François; Waagepetersen, Rasmus
5
2021
Monte Carlo integration of non-differentiable functions on \([0,1]^\iota\), \(\iota =1,\ldots, d\), using a single determinantal point pattern defined on \([0,1]^d\). Zbl 1483.60072
Coeurjolly, Jean-François; Mazoyer, Adrien; Amblard, Pierre-Olivier
3
2021
Regularized estimation for highly multivariate log Gaussian Cox processes. Zbl 1437.62274
Choiruddin, Achmad; Cuevas-Pacheco, Francisco; Coeurjolly, Jean-François; Waagepetersen, Rasmus
5
2020
The median of a jittered Poisson distribution. Zbl 1475.62144
Coeurjolly, Jean-François; Rousseau Trépanier, Joëlle
1
2020
Convex and non-convex regularization methods for spatial point processes intensity estimation. Zbl 1473.62324
Choiruddin, Achmad; Coeurjolly, Jean-François; Letué, Frédérique
7
2018
Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix. Zbl 07498946
Coeurjolly, Jean-Francois; Porcu, Emilio
4
2018
Intensity approximation for pairwise interaction Gibbs point processes using determinantal point processes. Zbl 1402.82010
Coeurjolly, Jean-François; Lavancier, Frédéric
1
2018
Palm distributions for log Gaussian Cox processes. Zbl 1394.60048
Coeurjolly, Jean-François; Møller, Jesper; Waagepetersen, Rasmus
5
2017
A tutorial on Palm distributions for spatial point processes. Zbl 07763562
Coeurjolly, Jean-François; Møller, Jesper; Waagepetersen, Rasmus
5
2017
Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion. Zbl 1379.60044
Coeurjolly, Jean-François; Porcu, Emilio
3
2017
Median-based estimation of the intensity of a spatial point process. Zbl 1422.62299
Coeurjolly, Jean-François
3
2017
Parametric estimation of pairwise Gibbs point processes with infinite range interaction. Zbl 1388.62277
Coeurjolly, Jean-François; Lavancier, Frédéric
3
2017
Stein estimation of the intensity of a spatial homogeneous Poisson point process. Zbl 1345.60045
Clausel, Marianne; Coeurjolly, Jean-François; Lelong, Jérôme
5
2016
Almost sure behavior of functionals of stationary Gibbs point processes. Zbl 1315.60054
Coeurjolly, Jean-François
2
2015
Logistic regression for spatial Gibbs point processes. Zbl 1452.62700
Baddeley, Adrian; Coeurjolly, Jean-François; Rubak, Ege; Waagepetersen, Rasmus
11
2014
Variational approach for spatial point process intensity estimation. Zbl 1400.62208
Coeurjolly, Jean-François; Møller, Jesper
4
2014
Variance estimation for fractional Brownian motions with fixed Hurst parameters. Zbl 1291.62056
Coeurjolly, Jean-François; Lee, Kichun; Vidakovic, Brani
2
2014
Wavelet analysis of the multivariate fractional Brownian motion. Zbl 1293.42038
Coeurjolly, Jean-François; Amblard, Pierre-Olivier; Achard, Sophie
9
2013
Basic properties of the multivariate fractional Brownian motion. Zbl 1293.60044
Amblard, Pierre-Olivier; Coeurjolly, Jean-François; Lavancier, Frédéric; Philippe, Anne
6
2013
Fast covariance estimation for innovations computed from a spatial Gibbs point process. Zbl 1283.62198
Coeurjolly, Jean-François; Rubak, Ege
4
2013
Residuals and goodness-of-fit tests for stationary marked Gibbs point processes. Zbl 07555447
Coeurjolly, Jean-François; Lavancier, Frédéric
3
2013
Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size. Zbl 1236.62096
Breton, Jean-Christophe; Coeurjolly, Jean-François
10
2012
Takacs-Fiksel method for stationary marked Gibbs point processes. Zbl 1323.62023
Coeurjolly, Jean-François; Dereudre, David; Drouilhet, Rémy; Lavancier, Frédéric
5
2012
Geodesic normal distribution on the circle. Zbl 1410.60021
Coeurjolly, Jean-François; Le Bihan, Nicolas
2
2012
Expectiles for subordinated Gaussian processes with applications. Zbl 1277.60071
Coeurjolly, Jean-François; Kortas, Hedi
1
2012
Identification of the multivariate fractional Brownian motion. Zbl 1391.60076
Amblard, Pierre-Olivier; Coeurjolly, Jean-François
16
2011
Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise. Zbl 1267.60040
Achard, Sophie; Coeurjolly, Jean-François
6
2010
Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. Zbl 1329.62108
Coeurjolly, Jean-François; Drouilhet, Rémy
5
2010
Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles. Zbl 1157.60034
Coeurjolly, Jean-François
27
2008
Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes. Zbl 1135.62364
Billiot, Jean-Michel; Coeurjolly, Jean-François; Drouilhet, Rémy
12
2008
Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption. Zbl 1169.62322
Coeurjolly, Jean-François
2
2008
Normalized information-based divergences. Zbl 1136.94314
Coeurjolly, J.-F.; Drouilhet, R.; Robineau, J.-F.
1
2007
Identification of multifractional Brownian motion. Zbl 1098.62109
Coeurjolly, Jean-François
34
2005
Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths. Zbl 0984.62058
Coeurjolly, Jean-François
84
2001
all top 5

Cited by 306 Authors

23 Coeurjolly, Jean-François
9 Tudor, Ciprian A.
9 Waagepetersen, Rasmus Plenge
7 Bianchi, Sergio
7 Kubilius, Kȩstutis
6 Garcin, Matthieu
6 Pianese, Augusto
5 Dereudre, David
5 Lavancier, Frédéric
4 Abry, Patrice
4 Choiruddin, Achmad
4 Guan, Yongtao
4 Podolskij, Mark
4 Skorniakov, Viktor
4 Xu, Ganggang
3 Baddeley, Adrian John
3 Didier, Gustavo
3 Frezza, Massimiliano
3 Jalilian, Abdollah H.
3 Lee, Jeonghwa
3 Melichov, Dmitrij
3 Nourdin, Ivan
3 Peng, Qidi
3 Rubak, Ege
3 Turner, Rolf
3 Viens, Frederi G.
3 Viitasaari, Lauri
2 Achard, Sophie
2 Ayache, Antoine
2 Ba, Ismaïla
2 Barthelmé, Simon
2 Basse-O’Connor, Andreas
2 Berzin, Corinne
2 Breton, Jean-Christophe
2 Chronopoulou, Alexandra
2 Clausel, Marianne
2 Cuevas-Pacheco, Francisco
2 Drouilhet, Rémy
2 Hsing, Tailen
2 Knight, Marina I.
2 Kortas, Hedi
2 Kříž, Pavel
2 Lee, Kichun Sky
2 León, José Rafael R.
2 Letué, Frédérique
2 Lévy-Leduc, Céline
2 Maleki, Yasaman
2 Mateu, Jorge
2 Mishura, Yuliya Stepanivna
2 Moller, Jesper
2 Nunes, Matthew A.
2 Peccati, Giovanni
2 Pipiras, Vladas
2 Porcu, Emilio
2 Rezakhah, Saeid
2 Richard, Frédéric J. P.
2 Rosenbaum, Mathieu
2 Shen, Jinqi
2 Shevchenko, Radomyra
2 Sikora, Grzegorz
2 Surgailis, Donatas
2 Tindel, Samy
1 Agami, Sarit
1 Ahn, Kwang-Il
1 Alazemi, Fares
1 Allouche, Michaël
1 Alvarez, Alexander
1 Amblard, Pierre-Olivier
1 Ammy-Driss, Ayoub
1 Azaïs, Jean-Marc
1 Azmoodeh, Ehsan
1 Bachoc, François
1 Bagdonavičius, Vilijandas B.
1 Bardenet, Rémi
1 Bardet, Jean-Marc
1 Barndorff-Nielsen, Ole Eiler
1 Begyn, Arnaud
1 Beneš, Viktor
1 Bennedsen, Mikkel
1 Bertrand, Pierre Raphael
1 Bianchi, Alessandra
1 Bibinger, Markus
1 Biermé, Hermine
1 Binette, Olivier
1 Biscio, Christophe Ange Napoléon
1 Bondarenko, Valeria
1 Bondarenko, Victor
1 Bondon, Pascal
1 Bouly, Florent
1 Bourguin, Solesne
1 Brouste, Alexandre
1 Cadre, Benoît
1 Cai, Chunhao
1 Campanino, Massimo
1 Cang, Yuquan
1 Chaâbane, Najeh
1 Chenavier, Nicolas
1 Chigansky, Pavel
1 Chopin, Nicolas
1 Combrexelle, Sébastien
...and 206 more Authors
all top 5

Cited in 75 Serials

15 Electronic Journal of Statistics
12 Statistics & Probability Letters
12 Stochastic Processes and their Applications
10 Bernoulli
7 Communications in Statistics. Theory and Methods
7 Statistical Inference for Stochastic Processes
6 Physica A
6 Scandinavian Journal of Statistics
6 Statistics and Computing
5 Chaos, Solitons and Fractals
5 Computational Statistics and Data Analysis
4 The Annals of Statistics
4 Journal of Statistical Computation and Simulation
4 Australian & New Zealand Journal of Statistics
3 Lithuanian Mathematical Journal
3 Journal of the American Statistical Association
3 Journal of Multivariate Analysis
3 Journal of Statistical Planning and Inference
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 International Journal of Theoretical and Applied Finance
3 Journal of Applied Statistics
3 Methodology and Computing in Applied Probability
3 Quantitative Finance
2 Metrika
2 International Statistical Review
2 Journal of Time Series Analysis
2 Communications in Statistics. Simulation and Computation
2 Electronic Journal of Probability
2 Chaos
2 Communications in Nonlinear Science and Numerical Simulation
2 Stochastics and Dynamics
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 The Annals of Applied Statistics
1 Journal of Statistical Physics
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Probability
1 Applied Mathematics and Computation
1 Journal of Applied Probability
1 Journal of Computational and Applied Mathematics
1 Journal of Econometrics
1 Siberian Mathematical Journal
1 Stochastic Analysis and Applications
1 Physica D
1 Statistics
1 Journal of Complexity
1 Statistical Science
1 Information and Computation
1 Econometric Reviews
1 Journal of Theoretical Probability
1 The Annals of Applied Probability
1 Computational Statistics
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Test
1 Russian Journal of Mathematical Physics
1 Fractals
1 Random Operators and Stochastic Equations
1 Revista Investigación Operacional
1 The Journal of Fourier Analysis and Applications
1 Mathematical Problems in Engineering
1 Journal of Interdisciplinary Mathematics
1 Stochastic Environmental Research and Risk Assessment
1 Nonlinear Analysis. Modelling and Control
1 Decisions in Economics and Finance
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Multiscale Modeling & Simulation
1 Computational Management Science
1 Statistical Methods and Applications
1 Stochastics
1 Advances in Data Analysis and Classification. ADAC
1 Probability Surveys
1 Statistics Surveys
1 International Journal of Stochastic Analysis
1 Journal of Computational and Graphical Statistics
1 Dependence Modeling
1 Modern Stochastics. Theory and Applications

Citations by Year