Pascal Bondon

Laboratoire

L2S

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Publications (80)

Article dans une revue 01/01/2020

Empirical study of robust estimation methods for PAR models with application to the air quality area

Carlo Correa Solci , Valderio A. Reisen , Alessandro Jose Queiroz Sarnaglia , Pascal Bondon

Communication dans un congrès 14/12/2019

A robust estimation and testing of the cointegration order based on the frequency domain

Igor V. M. Souza , Valderio A. Reisen , G.C. Franco , Pascal Bondon

Communication dans un congrès 25/09/2019

A robust method for estimating the number of factors in an approximate factor model

Higor Cotta , Valderio A. Reisen , Pascal Bondon

Communication dans un congrès 28/05/2019

The PINAR (1, 1_S) model

Paulo Prezotti , Valderio A. Reisen , Marton Ispany , Pascal Bondon

Communication dans un congrès 28/05/2019

A robust alternative to the sample autocovariance and autocorrelation functions

Higor Cotta , Valderio A. Reisen , Céline Lévy-Leduc , Pascal Bondon

Communication dans un congrès 28/05/2019

Time series models and principal component analysis techniques to estimate the impact of particulate matter on health and quality of life

Milena Machado , Valderio A. Reisen , Pascal Bondon

Article dans une revue 01/04/2019

Robust factor modelling for high-dimensional time series: An application to air pollution data

Valdério Anselmo Reisen , Adriano Marcio Sgrancio , Céline Lévy-Leduc , Edson Zambon Monte , Higor Henrique Aranda Cotta , Flávio Augusto Ziegelmann , Pascal Bondon

Communication dans un congrès 14/12/2018

The estimation and testing of the fractional cointegration order based on the frequency domain : A robust approach

Valderio A. Reisen , Igor V. M. Souza , G.C. Franco , Pascal Bondon

Communication dans un congrès 14/12/2018

A model for count time series with periodic two orders autoregressive structure

Paulo Prezotti , Valderio Reisen , Marton Ispany , Faradiba Sarquis Serpa , Pascal Bondon

Chapitre d'ouvrage 04/10/2018

On generalized additive models with dependent time series covariates

Marton Ispany , Valderio A. Reisen , Glaura C. Franco , Higor Cotta , Paulo Prezotti , Faraiba Sarquis Serpa , Pascal Bondon

Communication dans un congrès 19/09/2018

A robust alternative for the estimation of autocovariance from the frequency domain for multivariate processes

Higor Cotta , Valderio A. Reisen , Céline Lévy-Leduc , Pascal Bondon

Communication dans un congrès 02/07/2018

On subset integer-valued autoregressions

Marton Ispany , Valderio A. Reisen , Carolina Paraiba , Pascal Bondon

Article dans une revue 01/02/2018

Generalized additive model with principal component analysis: An application to time series of respiratory disease and air pollution data

Juliana B. de Souza , Valderio A. Reisen , Glaura C. Franco , Marton Ispany , Jane Meri Santos , Pascal Bondon

Article dans une revue 01/01/2018

Robust Estimation of Fractional Seasonal Processes: Modeling and Forecasting Daily Average SO2 Concentrations

Valderio A. Reisen , Edson Zambon Monte , Glaura C. Franco , Adriano M. Sgrancio , Fabio A. Fajardo Molinares , Flavio A. Ziegelmann , Bovas Abraham , Pascal Bondon

Article dans une revue 01/01/2018

The Estimation and Testing of the Cointegration Order Based on the Frequency Domain

Igor V. M. Souza , Valderio A. Reisen , Glaura C. Franco , Pascal Bondon

Communication dans un congrès 18/09/2017

An application of the GAM-PCA-VAR model to respiratory disease and air pollution data

Marton Ispany , Juliana B. de Souza , Valderio A. Reisen , Glaura C. Franco , Jane M. Santos , Pascal Bondon

Communication dans un congrès 18/09/2017

Forecasting Intraday Risk Measures using Multiplicative Component GARCH Model and Multimodal Distributions

Aymeric Thibault , Pascal Bondon

Communication dans un congrès 18/09/2017

Robust estimation of covariance and correlation functions of a stationary multivariate process

Higor Cotta , Valderio A. Reisen , Wolfgang Stummer , Pascal Bondon

Communication dans un congrès 18/09/2017

Robust autocovariance estimation from the frequency domain

Higor Cotta , Valderio A. Reisen , Pascal Bondon

Communication dans un congrès 28/08/2017

A Multimodal Asymmetric Exponential Power Distribution: Application to risk measurement for financial high-frequency data

Aymeric Thibault , Pascal Bondon

Communication dans un congrès 28/08/2017

Radar Detection Schemes for Joint Temporal and Spatial Correlated Clutter Using Vector ARMA Models

Wajih Ben Abdallah , Jean-Philippe Ovarlez , Pascal Bondon

Autre publication scientifique 29/03/2017

tsqn: Applications of the Qn Estimator to Time Series (Univariate and Multivariate)

Higor Cotta , Valderio Reisen , Céline Lévy-Leduc , Pascal Bondon

Communication dans un congrès 29/08/2016

Backtesting Expected Shortfall with a skewed exponential power distribution in electricity markets

Aymeric Thibault , Pascal Bondon

Communication dans un congrès 26/06/2016

A robust estimation approach for fitting a PARMA model to real data

Alessandro Jose Queiroz Sarnaglia , Valdério Anselmo Reisen , Céline Lévy-Leduc , Pascal Bondon

Communication dans un congrès 26/06/2016

A skewed exponential power distribution to measure value at risk in electricity market

Aymeric Thibault , Pascal Bondon

Communication dans un congrès 01/01/2015

Periodic ARMA models: Application to particulate matter concentrations

Alessandro Jose Queiroz Sarnaglia , Valderio Reisen , Pascal Bondon

Article dans une revue 01/01/2015

Energy storage sizing for wind power: impact of the autocorrelation of day-ahead forecast errors

Bernard Multon , H. Ben Ahmed , Stéphane Lascaud , Pierre Haessig , Pascal Bondon

Communication dans un congrès 01/09/2014

Estimation of autoregressive models with epsilon-skew-normal innovations

Pascal Bondon

Communication dans un congrès 01/09/2013

AR processes with non-gaussian asymmetric innovations

Li Song , Pascal Bondon

Communication dans un congrès 01/09/2013

Estimation d'un modèle autorégressif conditionnellement hétéroscédastique en présence de données manquantes

Pascal Bondon