×
Author ID: roueff.francois Recent zbMATH articles by "Roueff, François"
Published as: Roueff, François; Roueff, F.; Roueff, Francois

Publications by Year

Citations contained in zbMATH Open

44 Publications have been cited 401 times in 277 Documents Cited by Year
On the spectral density of the wavelet coefficients of long-memory time series with application to the log-regression estimation of the memory parameter. Zbl 1150.62058
Moulines, E.; Roueff, F.; Taqqu, M. S.
37
2007
Estimators of long-memory: Fourier versus wavelets. Zbl 1431.62367
Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, Murad S.
36
2009
A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series. Zbl 1142.62062
Moulines, E.; Roueff, F.; Taqqu, M. S.
30
2008
On recursive estimation for time varying autoregressive processes. Zbl 1084.62089
Moulines, Eric; Priouret, Pierre; Roueff, François
29
2005
Detection and localization of change-points in high-dimensional network traffic data. Zbl 1166.62094
Lévy-Leduc, Céline; Roueff, François
22
2009
Linear fractional stable sheets: Wavelet expansion and sample path properties. Zbl 1162.60324
Ayache, Antoine; Roueff, François; Xiao, Yimin
20
2009
Asymptotic normality of wavelet estimators of the memory parameter for linear processes. Zbl 1224.62068
Roueff, F.; Taqqu, M. S.
19
2009
Central limit theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context. Zbl 1141.62073
Moulines, E.; Roueff, F.; Taqqu, Murad S.
17
2007
Modelling bid and ask prices using constrained Hawkes processes: ergodicity and scaling limit. Zbl 1323.37054
Zheng, Ban; Roueff, François; Abergel, Frédéric
15
2014
Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates. Zbl 1008.62081
Lang, Gabriel; Roueff, François
14
2001
The dead leaves model: a general tessellation modeling occlusion. Zbl 1095.60004
Bordenave, Charles; Gousseau, Yann; Roueff, François
14
2006
Locally stationary long memory estimation. Zbl 1220.62111
Roueff, François; Von Sachs, Rainer
12
2011
Locally stationary Hawkes processes. Zbl 1336.60094
Roueff, François; von Sachs, Rainer; Sansonnet, Laure
12
2016
On the existence of some ARCH\((\infty)\)processes. Zbl 1136.60327
Douc, Randal; Roueff, François; Soulier, Philippe
10
2008
Estimation of the memory parameter of the infinite-source Poisson process. Zbl 1127.62070
Faÿ, Gilles; Roueff, François; Soulier, Philippe
10
2007
Local and asymptotic properties of linear fractional stable sheets. Zbl 1112.60038
Ayache, Antoine; Roueff, François; Xiao, Yimin
9
2007
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes. Zbl 1310.42023
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C.
9
2014
Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes. Zbl 1327.62478
Giraud, Christophe; Roueff, François; Sanchez-Perez, Andres
8
2015
Central limit theorems for arrays of decimated linear processes. Zbl 1173.60311
Roueff, F.; Taqqu, M. S.
6
2009
The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains. Zbl 1352.60102
Douc, Randal; Roueff, François; Sim, Tepmony
6
2016
Almost sure Hausdorff dimension of graphs of random wavelet series. Zbl 1030.60027
Roueff, François
5
2003
Nonparametric estimation of mixing densities for discrete distributions. Zbl 1086.62049
Roueff, François; Rydén, Tobias
5
2005
Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models. Zbl 1323.62027
Douc, Randal; Roueff, François; Sim, Tepmony
5
2015
Time-frequency analysis of locally stationary Hawkes processes. Zbl 1464.60048
Roueff, François; von Sachs, Rainer
5
2019
Joint continuity of the local times of linear fractional stable sheets. Zbl 1117.60042
Ayache, Antoine; Roueff, François; Xiao, Yimin
4
2007
Modeling occlusion and scaling in natural images. Zbl 1143.62057
Gousseau, Yann; Roueff, François
4
2007
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory. Zbl 1244.60044
Clausel, Marianne; Roueff, François; Taqqu, Murad S.; Tudor, Ciprian
4
2012
Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders. Zbl 1333.60072
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C.
4
2014
Posterior consistency for partially observed Markov models. Zbl 1471.60107
Douc, Randal; Olsson, Jimmy; Roueff, François
4
2020
High order chaotic limits of wavelet scalograms under long-range dependence. Zbl 1280.42031
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C.
4
2013
A Fourier formulation of the Frostman criterion for random graphs and its applications to wavelet series. Zbl 1039.42029
Ayache, Antoine; Roueff, François
3
2003
Necessary and sufficient conditions for the identifiability of observation-driven models. Zbl 1493.62518
Douc, Randal; Roueff, François; Sim, Tepmony
3
2021
Weak convergence of the regularization path in penalized M-estimation. Zbl 1226.60032
Germain, Jean-Francois; Roueff, Francois
2
2010
Function-indexed empirical processes based on an infinite source Poisson transmission stream. Zbl 1259.60036
Roueff, François; Samorodnitsky, Gennady; Soulier, Philippe
2
2012
Nonparametric estimation of the mixing density using polynomials. Zbl 1332.62126
Rebafka, T.; Roueff, F.
2
2015
Convergence to stable laws in the space \(\mathcal D\). Zbl 1326.60039
Roueff, François; Soulier, Philippe
2
2015
Frequency estimation based on the cumulated Lomb-Scargle periodogram. Zbl 1199.62022
Lévy-Leduc, C.; Moulines, E.; Roueff, F.
1
2008
New upper bounds of the Hausdorff dimensions of graphs of continuous functions. Zbl 1086.28005
Roueff, François
1
2003
Nonparametric inference of photon energy distribution from indirect measurement. Zbl 1127.62127
Moulines, E.; Roueff, F.; Souloumiac, A.; Trigano, T.
1
2007
Nonparametric estimation of Mark’s distribution of an exponential shot-noise process. Zbl 1334.62050
Ilhe, Paul; Moulines, Éric; Roueff, Francois; Souloumiac, Antoine
1
2015
New results on approximate Hilbert pairs of wavelet filters with common factors. Zbl 1460.42051
Achard, Sophie; Clausel, Marianne; Gannaz, Irène; Roueff, François
1
2020
Spectral estimation for non-linear long range dependent discrete time trawl processes. Zbl 1451.62099
Doukhan, Paul; Roueff, François; Rynkiewicz, Joseph
1
2020
Information bounds and MCMC parameter estimation for the pile-up model. Zbl 1197.62161
Rebafka, Tabea; Roueff, François; Souloumiac, Antoine
1
2011
Linear precoders for the detection of a Gaussian process in wireless sensors networks. Zbl 1392.94602
Bianchi, Pascal; Jakubowicz, Jérémie; Roueff, François
1
2011
Necessary and sufficient conditions for the identifiability of observation-driven models. Zbl 1493.62518
Douc, Randal; Roueff, François; Sim, Tepmony
3
2021
Posterior consistency for partially observed Markov models. Zbl 1471.60107
Douc, Randal; Olsson, Jimmy; Roueff, François
4
2020
New results on approximate Hilbert pairs of wavelet filters with common factors. Zbl 1460.42051
Achard, Sophie; Clausel, Marianne; Gannaz, Irène; Roueff, François
1
2020
Spectral estimation for non-linear long range dependent discrete time trawl processes. Zbl 1451.62099
Doukhan, Paul; Roueff, François; Rynkiewicz, Joseph
1
2020
Time-frequency analysis of locally stationary Hawkes processes. Zbl 1464.60048
Roueff, François; von Sachs, Rainer
5
2019
Locally stationary Hawkes processes. Zbl 1336.60094
Roueff, François; von Sachs, Rainer; Sansonnet, Laure
12
2016
The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains. Zbl 1352.60102
Douc, Randal; Roueff, François; Sim, Tepmony
6
2016
Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes. Zbl 1327.62478
Giraud, Christophe; Roueff, François; Sanchez-Perez, Andres
8
2015
Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models. Zbl 1323.62027
Douc, Randal; Roueff, François; Sim, Tepmony
5
2015
Nonparametric estimation of the mixing density using polynomials. Zbl 1332.62126
Rebafka, T.; Roueff, F.
2
2015
Convergence to stable laws in the space \(\mathcal D\). Zbl 1326.60039
Roueff, François; Soulier, Philippe
2
2015
Nonparametric estimation of Mark’s distribution of an exponential shot-noise process. Zbl 1334.62050
Ilhe, Paul; Moulines, Éric; Roueff, Francois; Souloumiac, Antoine
1
2015
Modelling bid and ask prices using constrained Hawkes processes: ergodicity and scaling limit. Zbl 1323.37054
Zheng, Ban; Roueff, François; Abergel, Frédéric
15
2014
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes. Zbl 1310.42023
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C.
9
2014
Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders. Zbl 1333.60072
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C.
4
2014
High order chaotic limits of wavelet scalograms under long-range dependence. Zbl 1280.42031
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C.
4
2013
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory. Zbl 1244.60044
Clausel, Marianne; Roueff, François; Taqqu, Murad S.; Tudor, Ciprian
4
2012
Function-indexed empirical processes based on an infinite source Poisson transmission stream. Zbl 1259.60036
Roueff, François; Samorodnitsky, Gennady; Soulier, Philippe
2
2012
Locally stationary long memory estimation. Zbl 1220.62111
Roueff, François; Von Sachs, Rainer
12
2011
Information bounds and MCMC parameter estimation for the pile-up model. Zbl 1197.62161
Rebafka, Tabea; Roueff, François; Souloumiac, Antoine
1
2011
Linear precoders for the detection of a Gaussian process in wireless sensors networks. Zbl 1392.94602
Bianchi, Pascal; Jakubowicz, Jérémie; Roueff, François
1
2011
Weak convergence of the regularization path in penalized M-estimation. Zbl 1226.60032
Germain, Jean-Francois; Roueff, Francois
2
2010
Estimators of long-memory: Fourier versus wavelets. Zbl 1431.62367
Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, Murad S.
36
2009
Detection and localization of change-points in high-dimensional network traffic data. Zbl 1166.62094
Lévy-Leduc, Céline; Roueff, François
22
2009
Linear fractional stable sheets: Wavelet expansion and sample path properties. Zbl 1162.60324
Ayache, Antoine; Roueff, François; Xiao, Yimin
20
2009
Asymptotic normality of wavelet estimators of the memory parameter for linear processes. Zbl 1224.62068
Roueff, F.; Taqqu, M. S.
19
2009
Central limit theorems for arrays of decimated linear processes. Zbl 1173.60311
Roueff, F.; Taqqu, M. S.
6
2009
A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series. Zbl 1142.62062
Moulines, E.; Roueff, F.; Taqqu, M. S.
30
2008
On the existence of some ARCH\((\infty)\)processes. Zbl 1136.60327
Douc, Randal; Roueff, François; Soulier, Philippe
10
2008
Frequency estimation based on the cumulated Lomb-Scargle periodogram. Zbl 1199.62022
Lévy-Leduc, C.; Moulines, E.; Roueff, F.
1
2008
On the spectral density of the wavelet coefficients of long-memory time series with application to the log-regression estimation of the memory parameter. Zbl 1150.62058
Moulines, E.; Roueff, F.; Taqqu, M. S.
37
2007
Central limit theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context. Zbl 1141.62073
Moulines, E.; Roueff, F.; Taqqu, Murad S.
17
2007
Estimation of the memory parameter of the infinite-source Poisson process. Zbl 1127.62070
Faÿ, Gilles; Roueff, François; Soulier, Philippe
10
2007
Local and asymptotic properties of linear fractional stable sheets. Zbl 1112.60038
Ayache, Antoine; Roueff, François; Xiao, Yimin
9
2007
Joint continuity of the local times of linear fractional stable sheets. Zbl 1117.60042
Ayache, Antoine; Roueff, François; Xiao, Yimin
4
2007
Modeling occlusion and scaling in natural images. Zbl 1143.62057
Gousseau, Yann; Roueff, François
4
2007
Nonparametric inference of photon energy distribution from indirect measurement. Zbl 1127.62127
Moulines, E.; Roueff, F.; Souloumiac, A.; Trigano, T.
1
2007
The dead leaves model: a general tessellation modeling occlusion. Zbl 1095.60004
Bordenave, Charles; Gousseau, Yann; Roueff, François
14
2006
On recursive estimation for time varying autoregressive processes. Zbl 1084.62089
Moulines, Eric; Priouret, Pierre; Roueff, François
29
2005
Nonparametric estimation of mixing densities for discrete distributions. Zbl 1086.62049
Roueff, François; Rydén, Tobias
5
2005
Almost sure Hausdorff dimension of graphs of random wavelet series. Zbl 1030.60027
Roueff, François
5
2003
A Fourier formulation of the Frostman criterion for random graphs and its applications to wavelet series. Zbl 1039.42029
Ayache, Antoine; Roueff, François
3
2003
New upper bounds of the Hausdorff dimensions of graphs of continuous functions. Zbl 1086.28005
Roueff, François
1
2003
Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates. Zbl 1008.62081
Lang, Gabriel; Roueff, François
14
2001
all top 5

Cited by 464 Authors

22 Roueff, François
11 Didier, Gustavo
10 Ayache, Antoine
10 Bardet, Jean-Marc
10 Taqqu, Murad S.
8 Dahlhaus, Rainer
8 Xiao, Yimin
6 Abry, Patrice
6 Soulier, Philippe
5 Moulines, Eric
5 Tudor, Ciprian A.
4 Biermé, Hermine
4 Clausel, Marianne
4 Doukhan, Paul
4 Faÿ, Gilles
4 Li, Ming
4 Pakkanen, Mikko S.
4 Wu, Wei Biao
3 Beran, Jan
3 Boniece, B. Cooper
3 Coeurjolly, Jean-François
3 Corcuera, José Manuel
3 Douc, Randal
3 Ghosh, Sucharita
3 Hamonier, Julien
3 Jach, Agnieszka E.
3 Kokoszka, Piotr S.
3 Lévy-Leduc, Céline
3 Podolskij, Mark
3 Sabzikar, Farzad
3 Sang, Hailin
3 Sim, Tepmony
3 Subba Rao, Suhasini
3 Surgailis, Donatas
3 Wang, Lihong
3 Wendt, Herwig
3 Xiao, Weilin
2 Abergel, Frédéric
2 Achard, Sophie
2 Alquier, Pierre
2 Arkoun, Ouerdia
2 Bachoc, François
2 Barndorff-Nielsen, Ole Eiler
2 Bernis, Guillaume
2 Bertrand, Pierre Raphael
2 Bibi, Hatem
2 Boubaker, Heni
2 Chapeau-Blondeau, François
2 Chauveau, Julien
2 Cheung, Ying Lun
2 Clinet, Simon
2 Combrexelle, Sébastien
2 Comte, Fabienne
2 Dola, Béchir
2 Gannaz, Irène
2 Giraitis, Liudas
2 Gousseau, Yann
2 Guigues, Vincent
2 Hill, David B.
2 Horst, Ulrich
2 Kammoun, Imen
2 Lacaux, Céline
2 Lopes, Sílvia R. C.
2 Nunes, Matthew A.
2 Preuß, Philip
2 Rebafka, Tabea
2 Rousseau, David
2 Ruiz-Medina, María Dolores
2 Samorodnitsky, Gennady Pinkhosovich
2 Sanchez-Perez, Andres
2 Scotti, Simone
2 Siegmund, David O.
2 Swishchuk, Anatoliy
2 Triantafyllopoulos, Kostas
2 von Sachs, Rainer
2 Xie, Yao
2 Zhang, Kui
2 Zhang, Ting
1 Achim, Alin M.
1 Adamic, Peter F.
1 Aknouche, Abdelhakim
1 Aldous, David John
1 Alfons, Andreas
1 Alfonsi, Aurélien
1 Allassonnière, Stéphanie
1 Altmann, Yoann
1 Anh, Vo V.
1 Arras, Benjamin
1 Azaïs, Jean-Marc
1 Bach, Francis R.
1 Bacry, Emmanuel
1 Bai, Shuyang
1 Balan, Raluca M.
1 Barański, Krzysztof
1 Baron, Michael I.
1 Barunik, Jozef
1 Basrak, Bojan
1 Beknazaryan, Aleksandr F.
1 Belomestny, Denis
1 Benassi, Albert
...and 364 more Authors
all top 5

Cited in 102 Serials

24 Stochastic Processes and their Applications
17 Bernoulli
17 Electronic Journal of Statistics
13 The Annals of Statistics
11 Journal of Time Series Analysis
7 Journal of Multivariate Analysis
7 Statistical Inference for Stochastic Processes
6 Journal of Econometrics
6 Statistics and Computing
5 Physica A
5 Journal of Statistical Planning and Inference
5 Econometric Theory
4 Advances in Applied Probability
4 Journal of Theoretical Probability
3 Journal of Mathematical Analysis and Applications
3 Journal of Statistical Physics
3 Chaos, Solitons and Fractals
3 Sequential Analysis
3 Random Structures & Algorithms
3 Communications in Statistics. Theory and Methods
3 European Journal of Operational Research
3 Applied and Computational Harmonic Analysis
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Studies in Nonlinear Dynamics and Econometrics
3 Journal of Applied Statistics
3 Methodology and Computing in Applied Probability
3 Quantitative Finance
3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
3 Statistical Methods and Applications
2 Scandinavian Journal of Statistics
2 Journal of the American Statistical Association
2 Statistics & Probability Letters
2 Revista Matemática Iberoamericana
2 Journal of Economic Dynamics & Control
2 Machine Learning
2 Communications in Statistics. Simulation and Computation
2 Journal of Statistical Computation and Simulation
2 Applied Mathematics. Series B (English Edition)
2 International Journal of Computer Vision
2 Fractals
2 Statistica Sinica
2 Electronic Journal of Probability
2 Journal of Nonparametric Statistics
2 Finance and Stochastics
2 Statistical Modelling
2 Journal of Statistical Mechanics: Theory and Experiment
2 Stochastics
2 Journal of the Korean Statistical Society
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 SIAM Journal on Financial Mathematics
2 Sankhyā. Series A
2 Journal of Time Series Econometrics
1 Communications in Mathematical Physics
1 Inverse Problems
1 Lithuanian Mathematical Journal
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 Advances in Mathematics
1 Journal of Computational and Applied Mathematics
1 Monatshefte für Mathematik
1 Operations Research
1 Insurance Mathematics & Economics
1 Stochastic Analysis and Applications
1 Physica D
1 Statistics
1 Probability Theory and Related Fields
1 Statistical Science
1 Mathematical and Computer Modelling
1 Queueing Systems
1 Multidimensional Systems and Signal Processing
1 Economics Letters
1 The Annals of Applied Probability
1 Computational Statistics
1 SIAM Journal on Mathematical Analysis
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Computational Statistics and Data Analysis
1 International Journal of Robust and Nonlinear Control
1 Test
1 Mathematical Methods of Statistics
1 Statistical Papers
1 Abstract and Applied Analysis
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 International Journal of Theoretical and Applied Finance
1 Extremes
1 Journal of Machine Learning Research (JMLR)
1 Stochastics and Dynamics
1 International Journal of Wavelets, Multiresolution and Information Processing
1 Computational Management Science
1 Statistical Methodology
1 Mathematics and Financial Economics
1 Journal of Physics A: Mathematical and Theoretical
1 AStA. Advances in Statistical Analysis
1 The Annals of Applied Statistics
1 SIAM Journal on Imaging Sciences
1 Mathematical Geosciences
1 Advances in Applied Mathematics and Mechanics
1 Statistics Surveys
1 Advances in Pure and Applied Mathematics
1 International Journal of Stochastic Analysis
1 Journal of Probability and Statistics
...and 2 more Serials

Citations by Year