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Contributions to time series analysis: estimation, prediction and extremes
This habilitation manuscript presents my research work on statistics for weakly dependent processes. Asymptotical results for the Quasi Maximum Likelihood Estimator in... -
Extreme Financial Cycles
This paper proposes a new approach to date extreme financial cycles. Elaborating on recent methods in extreme value theory, it elaborates an extension of the famous... -
Tail behaviour of -TARCH models
International audience -
Statistical Post-Processing Methods And Their Implementation On The Ensemble ...
The thesis has for objective to study new statistical methods to correct temperature predictionsthat may be implemented on the ensemble prediction system (EPS) of... -
Discrimination of Psychotropic Drugs Over-Consumers Using a Threshold Exceeda...
International audience -
Functional kernel estimators of large conditional quantiles
International audience -
Measure of capital requirement by market risk models
During the financial and economic crisis of 2008, it was noticed that the amount of capital required for banks' trading portfolio was significantly less than the real... -
Extreme value theory and applications in environment
In the first two chapters, we try to answer two questions that are critical in climatology. The first one is to know whether a change in the behaviour of the... -
Sloshing in the LNG shipping industry: risk modelling through multivariate he...
In the liquefied natural gas (LNG) shipping industry, the phenomenon of sloshing can lead to the occurrence of very high pressures in the tanks of the vessel. The... -
Time varying extremes for monitoring aquatic biosensors
48 pages soumis à JASA -
Some contributions to the estimation of extreme quantiles. Applications to en...
This thesis can be viewed within the context of extreme value statistics. It provides two main contributions to this subject area. In the recent literature on extreme... -
Les mouvements extrêmes de la liquidité
National audience
