Frédéric Lavancier

Practical simulation and estimation for Gibbs Delaunay-Voronoi tessellations with geometric hardcore interaction. (2010)

General models of Gibbs Delaunay-Voronoi tessellations, which can be viewed as extensions of Ord's process, are considered. The interaction may occur on each cell of the tessellation and between...

Practical simulation and estimation for Gibbs Delaunay-Voronoi tessellations with geometric hardcore interaction. (2010)

General models of Gibbs Delaunay-Voronoi tessellations, which can be viewed as extensions of Ord's process, are considered. The interaction may occur on each cell of the tessellation and between...

Residuals and goodness-of-fit tests for stationary marked Gibbs point processes (2010)

General models of Gibbs Delaunay-Voronoi tessellations, which can be viewed as extensions of Ord's process, are considered. The interaction may occur on each cell of the tessellation and between...

Residuals and goodness-of-fit tests for stationary marked Gibbs point processes (2010)

The inspection of residuals is a fundamental step to investigate the quality of adjustment of a parametric model to data. For spatial point processes, the concept of residuals has been recently...

Residuals and goodness-of-fit tests for stationary marked Gibbs point processes (2010)

The inspection of residuals is a fundamental step to investigate the quality of adjustment of a parametric model to data. For spatial point processes, the concept of residuals has been recently...

Residuals and goodness-of-fit tests for stationary marked Gibbs point processes (2010)

The inspection of residuals is a fundamental step to investigate the quality of adjustment of a parametric model to data. For spatial point processes, the concept of residuals has been recently...

Residuals and goodness-of-fit tests for stationary marked Gibbs point processes (2010)

The inspection of residuals is a fundamental step to investigate the quality of adjustment of a parametric model to data. For spatial point processes, the concept of residuals has been recently...

Residuals and goodness-of-fit tests for stationary marked Gibbs point processes (2010)

The inspection of residuals is a fundamental step to investigate the quality of adjustment of a parametric model to data. For spatial point processes, the concept of residuals has been recently...

Test de comparaison du paramètre de longue mémoire (2010)

The inspection of residuals is a fundamental step to investigate the quality of adjustment of a parametric model to data. For spatial point processes, the concept of residuals has been recently...

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

Nous proposons un test pour comparer le paramètre de longue mémoire de deux processus éventuellement corrélés. Le test est construit à partir de la statistique V/S basée sur deux estimations...

Test de comparaison du paramètre de longue mémoire (2010)

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

Nous proposons un test pour comparer le paramètre de longue mémoire de deux processus éventuellement corrélés. Le test est construit à partir de la statistique V/S basée sur deux estimations...

Some convergence results on quadratic forms for random fields and application to empirical covariances (2009)

Some convergence results on quadratic forms for random fields and application to empirical covariances (2009)

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows...

A two-sample test for comparison of long memory parameters (2009)

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows...

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

We construct a two-sample test for comparison of long memory parameters based on ratios of two rescaled variance (V/S) statistics studied in [Giraitis L., Leipus, R., Philippe, A., 2006. A test for...

A two-sample test for comparison of long memory parameters (2009)

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

We construct a two-sample test for comparison of long memory parameters based on ratios of two rescaled variance (V/S) statistics studied in [Giraitis L., Leipus, R., Philippe, A., 2006. A test for...

A two-sample test for comparison of long memory parameters (2009)

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

We construct a two-sample test for comparison of long memory parameters based on ratios of two rescaled variance (V/S) statistics studied in [Giraitis L., Leipus, R., Philippe, A., 2006. A test for...

Covariance function of vector self-similar process (2009)

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.

Covariance function of vector self-similar process (2009)

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.

Practical simulation and estimation for Gibbs Delaunay-Voronoi tessellations with geometric hardcore interaction. (2009)

Practical simulation and estimation for Gibbs Delaunay-Voronoi tessellations with geometric hardcore interaction. (2009)

We consider general models of Gibbs Delaunay-Voronoi tessellations, which can be viewed as an extension of the Ord's process. The interaction may occur on each cell of the tessellation and between...

A two-sample test for comparison of long memory parameters (2009)

We consider general models of Gibbs Delaunay-Voronoi tessellations, which can be viewed as an extension of the Ord's process. The interaction may occur on each cell of the tessellation and between...

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

We construct a two-sample test for comparison of long memory parameters based on ratios of two rescaled variance (V/S) statistics studied in [Giraitis L., Leipus, R., Philippe, A., 2006. A test for...

A two-sample test for comparison of long memory parameters (2009)

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

We construct a two-sample test for comparison of long memory parameters based on ratios of two rescaled variance (V/S) statistics studied in [Giraitis L., Leipus, R., Philippe, A., 2006. A test for...

Covariance function of vector self-similar process (2009)

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.

Covariance function of vector self-similar process (2009)

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.

Some convergence results on quadratic forms for random fields and application to empirical covariances (2009)

Some convergence results on quadratic forms for random fields and application to empirical covariances (2009)

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows...

Some convergence results on quadratic forms for random fields and application to empirical covariances (2009)

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows...

Some convergence results on quadratic forms for random fields and application to empirical covariances (2009)

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows...

A two-sample test for comparison of long memory parameters (2009)

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows...

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

We construct a two-sample test for comparison of long memory parameters based on ratios of two rescaled variance (V/S) statistics studied in [Giraitis L., Leipus, R., Philippe, A., 2006. A test for...

A two-sample test for comparison of long memory parameters (2009)

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

We construct a two-sample test for comparison of long memory parameters based on ratios of two rescaled variance (V/S) statistics studied in [Giraitis L., Leipus, R., Philippe, A., 2006. A test for...

A two-sample test for comparison of long memory parameters (2009)

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

We construct a two-sample test for comparison of long memory parameters based on ratios of two rescaled variance (V/S) statistics studied in [Giraitis L., Leipus, R., Philippe, A., 2006. A test for...

Some convergence results on quadratic forms for random fields and application to empirical covariances (2009)

Covariance function of vector self-similar process (2009)

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows...

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.

Practical simulation and estimation for Gibbs Delaunay-Voronoi tessellations with geometric hardcore interaction. (2009)

Covariance function of vector self-similar process (2009)

We consider general models of Gibbs Delaunay-Voronoi tessellations, which can be viewed as an extension of the Ord's process. The interaction may occur on each cell of the tessellation and between...

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.

Covariance function of vector self-similar process (2009)

Lavancier, Frédéric, Philippe, Anne, Surgailis, Donatas

The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.

Convergence of quadratic forms for random fields and its application to the convergence of empirical covariances (2008)

The V/S test of long-range dependence in random fields (2008)

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. Similarly to the one dimensional case, we prove that the quadratic forms, appropriately normalized,...

Lavancier, Frédéric

Recently, Giraitis et al. (2003, [10]) proposed the $V/S$ statistic for testing long memory in random sequences. We generalize this statistic to the setting of random fields. The null hypothesis is...

Convergence of quadratic forms for random fields and its application to the convergence of empirical covariances (2008)

Convergence of quadratic forms for random fields and its application to the convergence of empirical covariances (2008)

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. Similarly to the one dimensional case, we prove that the quadratic forms, appropriately normalized,...