Pascal Bondon

Higor Henrique Aranda Cotta

Edson Zambon Monte

Flávio Augusto Ziegelmann

Appl. Math. Comput., 2019

2018

Robust estimation of fractional seasonal processes: Modeling and forecasting daily average SO<sub>2</sub> concentrations.

[BibT_eX]

[DOI]

Valderio Anselmo Reisen

Edson Zambon Monte

Glaura da Conceição Franco

Adriano Marcio Sgrancio

Fábio Alexander Fajardo Molinares

Flávio Augusto Ziegelmann

Bovas Abraham

Math. Comput. Simul., 2018

2017

A multimodal asymmetric exponential power distribution: Application to risk measurement for financial high-frequency data.

[BibT_eX]

[DOI]

Aymeric Thibault

Proceedings of the 25th European Signal Processing Conference, 2017

Radar detection schemes for joint temporal and spatial correlated clutter using vector ARMA models.

[BibT_eX]

[DOI]

Wajih Ben Abdallah

Jean Philippe Ovarlez

Proceedings of the 25th European Signal Processing Conference, 2017

2016

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

[BibT_eX]

[DOI]

Aymeric Thibault

Proceedings of the IEEE Statistical Signal Processing Workshop, 2016

Backtesting expected shortfall with a skewed exponential power distribution in electricity markets.

[BibT_eX]

[DOI]

Aymeric Thibault

Alessandro José Queiroz Sarnaglia

Proceedings of the 24th European Signal Processing Conference, 2016

2015

Periodic ARMA models: Application to particulate matter concentrations.

[BibT_eX]

[DOI]

Valderio Anselmo Reisen

Proceedings of the 23rd European Signal Processing Conference, 2015

2014

Autoregressive models with epsilon-skew-normal innovations.

[BibT_eX]

[DOI]

Proceedings of the 22nd European Signal Processing Conference, 2014

2013

AR processes with non-Gaussian asymmetric innovations.

[BibT_eX]

[DOI]

Proceedings of the 21st European Signal Processing Conference, 2013

ARCH modeling in the presence of missing data.

[BibT_eX]

[DOI]

Proceedings of the 2013 Asilomar Conference on Signals, 2013

2012

An Efficient Two-Stage Sampling Method in Particle Filter.

[BibT_eX]

[DOI]

IEEE Trans. Aerosp. Electron. Syst., 2012

Scalable structural break detection.

[BibT_eX]

[DOI]

Tamás Éltetö

Nikolaus Hansen

Cécile Germain-Renaud

Appl. Soft Comput., 2012

A selection criterion for piecewise stationary long-memory models.

[BibT_eX]

[DOI]

Proceedings of the IEEE Statistical Signal Processing Workshop, 2012

2011

Towards Non-Stationary Grid Models.

[BibT_eX]

[DOI]

Tamás Éltetö

Cécile Germain-Renaud

Michèle Sebag

J. Grid Comput., 2011

Modeling non-stationary long-memory signals with large amounts of data.

[BibT_eX]

[DOI]

Proceedings of the 19th European Signal Processing Conference, 2011

2010

Modelling piecewise long memory signals based on MDL.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2010

Discovering Piecewise Linear Models of Grid Workload.

[BibT_eX]

[DOI]

Tamás Éltetö

Cécile Germain-Renaud

Michèle Sebag

Proceedings of the 10th IEEE/ACM International Conference on Cluster, 2010

2009

Estimation of autoregressive models with epsilon-skew-normal innovations.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2009

A modified bootstrap filter.

[BibT_eX]

[DOI]

Proceedings of the 2009 IEEE International Workshop on Robotic and Sensors Environments, 2009

A new robust estimation method for ARMA models.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2009

A local stationary long-memory model for internet traffic.

[BibT_eX]

[DOI]

Proceedings of the 17th European Signal Processing Conference, 2009

A new sampling method in particle filter.

[BibT_eX]

[DOI]

Proceedings of the 17th European Signal Processing Conference, 2009

2008

Assessing influence in Gaussian long-memory models.

[BibT_eX]

[DOI]

Wilfredo Palma

José Tapia

Comput. Stat. Data Anal., 2008

A new unscented particle filter.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2008

2000

Prediction of a stationary signal with missing observations.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2000

1999

Hard-constrained inconsistent signal feasibility problems.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 1999

1998

Efficiency of high-order moment estimates.

[BibT_eX]

[DOI]

Christophe Bourin

IEEE Trans. Signal Process., 1998

Interpolation of complex stationary processes.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 1998

Recursive methods for estimating multiple missing values of a multivariate stationary process.

[BibT_eX]

[DOI]

Diego P. Ruiz

Antolino Gallego

Proceedings of the 1998 IEEE International Conference on Acoustics, 1998

1997

Second-order statistics of complex signals.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 1997

Nonlinear infinite extent interpolation of stationary processes.

[BibT_eX]

[DOI]

Christophe Bourin

IEEE Trans. Signal Process., 1997

Hard-constrained signal feasibility problems.

[BibT_eX]

[DOI]

Proceedings of the 1997 IEEE International Conference on Acoustics, 1997

1996

On a class of infinite extent nonlinear interpolators.

[BibT_eX]

[DOI]

Christophe Bourin

Proceedings of the 1996 IEEE International Conference on Acoustics, 1996

1995

Volterra filtering and higher order whiteness.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 1995

Blind identifiability of a quadratic stochastic system.

[BibT_eX]

[DOI]

M. Krob

IEEE Trans. Inf. Theory, 1995

Invertibility conditions of a class of moment matrices and applications.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 1995

Adaptive linear filtering with convex constraints.

[BibT_eX]

[DOI]

Proceedings of the 1995 International Conference on Acoustics, 1995

1994

Polynomial estimation of the amplitude of a signal.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 1994

1993

Polyspectrum modeling using linear or quadratic filters.

[BibT_eX]

[DOI]

Messaoud Benidir

IEEE Trans. Signal Process., 1993

Volterra prediction models and higher order whiteness.

[BibT_eX]

[DOI]

Bernard Picinbono

Proceedings of the IEEE International Conference on Acoustics, 1993

1992

A nonlinear approach to estimate the amplitude of a signal.

[BibT_eX]

[DOI]

Messaoud Benidir

Proceedings of the 1992 IEEE International Conference on Acoustics, 1992

1991

Bispectrum modelling using quadratic filters.

[BibT_eX]

[DOI]