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An efficient threshold choice for operational risk capital computation
International audience -
An efficient threshold choice for operational risk capital computation
Voir aussi l'article basé sur ce document de travail paru dans "The Journal of Operational Risk", 2011, 6, (4), pp. 3-19 -
Ultra wideband OFDM channel estimation through a wavelet based EM-MAP algorithm
International audience -
Estimation d'un mélange de distributions alpha-stables à partir de l'algorith...
International audience -
Conditionally Heteroscedastic Switching Latent Factor Models for Time Series ...
In this thesis we develop a new approach within the framework of asset pricing models that incorporates two key features of the latent volatility: co-movement among... -
Modèle des blocs latents et algorithme Largest Gaps
National audience -
Comparaisons de différents algorithmes pour le modèle des blocs latents
National audience -
Stochastic models of solar radiation processes
Characteristics of solar radiation highly depend on some unobserved meteorological events such as frequency, height and type of the clouds and their optical properties... -
Specification analysis of interest rates factors : an international perspective
The aim of this thesis is to model the dynamics of international term structure of interest rates taking into consideration several dependence channels.Thanks to a new...
