Lavancier, Frédéric
- Basic properties of the Multivariate Fractional Brownian Motion
2010/07/06 by Pierre‐Olivier Amblard, Jean‐François Coeurjolly, Amblard, Pierre-Olivier +5 · 2 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Statistics Theory (math.ST) #Stochastic processes and financial applications
- Brillinger mixing of determinantal point processes and statistical\n applications
2015/07/23 by Christophe A. N. Biscio, Frédéric Lavancier, Biscio, Christophe Ange Napoléon +1 · 2 citations
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Point processes and geometric inequalities #Random Matrices and Applications #Statistics Theory (math.ST)
- Mixing properties and central limit theorem for associated point processes
2017/05/05 by Poinas, Arnaud, Delyon, Bernard, Lavancier, Frédéric · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)
- Adaptive estimating function inference for non-stationary determinantal\n point processes
2018/06/16 by Frédéric Lavancier, Lavancier, Frédéric, Arnaud Poinas +3 · 1 citation
Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Morphological variations and asymmetry #Point processes and geometric inequalities #Statistics Theory (math.ST)
- Estimating the hyperuniformity exponent of point processes
2024/07/23 by Gabriel Mastrilli, Bartłomiej Błaszczyszyn, Mastrilli, Gabriel +3 · 1 citation
Materials Science · Mathematics · #Collagen: Extraction and Characterization #Morphological variations and asymmetry #Point processes and geometric inequalities