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Statistical inference in a high-dimensional spiked population model
This thesis deals with the statistical inference of large dimensional data. The random matrix theory allows to take into account this framework, since most asymptotic... -
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market...
I consider a bivariate stationary fractional cointegration system and I propose a quasi-maximum likelihood estimator based on the Whittle analysis of the joint... -
SemiMarkov: An R Package for Parametric Estimation in Multi-State Semi-Markov...
Multi-state models provide a relevant tool for studying the observations of a continuous-time process at arbitrary times. Markov models are often considered even if... -
Robust estimation on a parametric model via testing
International audience -
Construction of belief functions from statistical data about reliability unde...
International audience -
Estimating time-to-onset of adverse drug reactions from spontaneous reporting...
International audience
