Kalman type filter under stationary noises. - Alexandre Brouste; Marina L. Kleptsyna (Syst. Control. Lett., 2012)

Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package. - Alexandre Brouste; Stefano Maria Iacus (Comput. Stat., 2013)

Conditional Fractional Gaussian Fields with the Package FieldSim. - Alexandre Brouste; Jacques Istas; Sophie Lambert-Lacroix (R J., 2016)

Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling. - Alexandre Brouste; Christophe Dutang; Tom Rohmer (Comput. Stat., 2020)

OneStep : Le Cam's One-step Estimation Procedure. - Alexandre Brouste; Christophe Dutang; Darel Noutsa Mieniedou (R J., 2021)

One-step closed-form estimator for generalized linear model with categorical explanatory variables. - Alexandre Brouste; Christophe Dutang; Lilit Hovsepyan; Tom Rohmer (Stat. Comput., 2023)

A closed-form alternative estimator for GLM with categorical explanatory variables. - Alexandre Brouste; Christophe Dutang; Tom Rohmer (Commun. Stat. Simul. Comput., 2024)