Pascal Bondon

Laboratoire

Laboratoire Signaux et Systèmes

Publications (40)

Communication dans un congrès 17/03/2024

Robust autocovariance estimation from the frequency domain

Higor Cotta , Valderio A. Reisen , Pascal Bondon

Communication dans un congrès 17/03/2024

Modélisation de données à longue mémoire localement stationnaires

Li Song , Pascal Bondon

Article dans une revue 17/03/2024

An Efficient Two-Stage Sampling Method in Particle Filter

Qi Cheng , Pascal Bondon

Communication dans un congrès 17/03/2024

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

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

Communication dans un congrès 17/03/2024

A selection criterion for piecewise stationary long-memory models

Li Song , Pascal Bondon

Communication dans un congrès 17/03/2024

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

Communication dans un congrès 17/03/2024

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

Aymeric Thibault , Pascal Bondon

Communication dans un congrès 17/03/2024

A new method for modeling nonstationary FARIMA signals

Pascal Bondon , Li Song

Article dans une revue 17/03/2024

Least squares estimation of ARCH models with missing observations

Pascal Bondon , Natalia Bahamonde

Communication dans un congrès 17/03/2024

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

Aymeric Thibault , Pascal Bondon