EN FR
EN FR


previous Previous | up Home


Bibliography

Major publications by the team in recent years
  • 1O. Barriere, A. Echelard, J. Lévy Véhel.

    Self-Regulating Processes, in: Electronic Journal of Probability, December 2012. [ DOI : 10.1214/EJP.v17-2010 ]

    https://hal.inria.fr/hal-00749742
  • 2B. Combès, A. Philippe, P. Lanos, N. Mercier, C. Tribolo, G. Guerin, P. Guibert, C. Lahaye.

    A Bayesian central equivalent dose model for optically stimulated luminescence dating, in: Quaternary Geochronology, 2015, vol. 28, pp. 62 - 70. [ DOI : 10.1016/j.quageo.2015.04.001 ]

    http://www.sciencedirect.com/science/article/pii/S1871101415300029
  • 3A. Echelard, J. Lévy Véhel, A. Philippe.

    Statistical estimation of a class of self-regulating processes, August 2014, To appear in Scandinavian Journal of Statistics.

    https://hal.inria.fr/hal-00868604
  • 4K. J. Falconer, J. Lévy Véhel.

    Multifractional, multistable, and other processes with prescribed local form, in: Journal of Theoretical Probability, 2009, vol. 22, no 2, pp. 375-401, The original publication is available at : https://www.springerlink.com. [ DOI : 10.1007/s10959-008-0147-9 ]

    https://hal.inria.fr/inria-00539033
  • 5M. Frouin, S. Huot, S. Kreutzer, C. Lahaye, M. Lamothe, A. Philippe, N. Mercier.

    An improved radiofluorescence single-aliquot regenerative dose protocol for K-feldspars, in: Quaternary Geochronology, 2017, vol. 38, pp. 13 - 24.
  • 6P. Lanos, A. Philippe.

    Event model: a robust Bayesian tool for chronological modeling, December 2015, working paper or preprint.

    https://hal.archives-ouvertes.fr/hal-01241720
  • 7P. Lanos, A. Philippe.

    Hierarchical Bayesian modeling for combining Dates in archaeological context, December 2015, working paper or preprint.

    https://hal.archives-ouvertes.fr/hal-01162404
  • 8R. Le Guével, J. Lévy Véhel.

    A Ferguson - Klass - LePage series representation of multistable multifractional processes and related processes, in: Bernoulli, 2012, vol. 18, no 4, pp. 1099-1127. [ DOI : 10.3150/11-BEJ372 ]

    https://hal.inria.fr/inria-00538985
  • 9R. Leipus, A. Philippe, V. Pilipauskaitė, D. Surgailis.

    Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data, in: Journal of Multivariate Analysis, January 2017, vol. 153, pp. 121 - 135. [ DOI : 10.1016/j.jmva.2016.09.007 ]

    https://hal.archives-ouvertes.fr/hal-01174833
  • 10J. Lévy Véhel, P.-E. Lévy Véhel, V. Lévy Véhel.

    A model investigating incentives for illegal cultural goods sharing sites to become legal, January 2015, working paper or preprint.

    https://hal.inria.fr/hal-01103048
  • 11J. Lévy Véhel.

    A simple isochore model evidencing regulation risk, in: IME'2015, Liverpool, 2015.
  • 12J. Lévy Véhel, C. Walter.

    Prudential regulation: is there a danger in reducing the volatility?, in: 9-th Actuarial Research Conference, Santa Barbara, 2014.
  • 13A. Philippe, M.-A. Vibet.

    Analysis of archaeological phases using the CRAN package RChronoModel' A tutorial, July 2016, working paper or preprint.

    https://hal.archives-ouvertes.fr/hal-01347895
Publications of the year

Articles in International Peer-Reviewed Journals

  • 14F. Barsotti, A. Philippe, P. Rochet.

    Hypothesis testing for Markovian models with random time observations, in: Journal of Statistical Planning and Inference, June 2016, vol. 173, pp. 87 - 98. [ DOI : 10.1016/j.jspi.2015.12.009 ]

    https://hal.archives-ouvertes.fr/hal-01428011
  • 15L. J. Fermin, J. Lévy Véhel.

    Variability and singularity arising from poor compliance in a pharmacokinetic model II: the multi-oral case, in: Journal of Mathematical Biology, 2016. [ DOI : 10.1007/s00285-016-1041-1 ]

    https://hal.inria.fr/hal-00868621
  • 16M. Frouin, S. Huot, S. Kreutzer, C. Lahaye, M. Lamothe, A. Philippe, N. Mercier.

    An improved radiofluorescence single-aliquot regenerative dose protocol for K-feldspars, in: Quaternary Geochronology, March 2017, vol. 38, pp. 13 - 24. [ DOI : 10.1016/j.quageo.2016.11.004 ]

    https://hal.archives-ouvertes.fr/hal-01427990
  • 17R. Leipus, A. Philippe, V. Pilipauskaitė, D. Surgailis.

    Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data, in: Journal of Multivariate Analysis, January 2017, vol. 153, pp. 121 - 135. [ DOI : 10.1016/j.jmva.2016.09.007 ]

    https://hal.archives-ouvertes.fr/hal-01174833
  • 18N. Mercier, S. Kreutzer, C. Christophe, P. Guibert, C. Lahaye, P. Lanos, A. Philippe, C. Tribolo.

    Bayesian statistics in luminescence dating: The ’baSAR’-model and its implementation in the R package ’Luminescence’, in: Ancient TL, 2016, vol. 34, no 2, pp. 14-21.

    https://hal.archives-ouvertes.fr/hal-01451482
  • 19R. Stoica, A. Philippe, P. Gregori, J. Mateu.

    ABC Shadow algorithm: a tool for statistical analysis of spatial patterns stat, in: Statistics and Computing, 2017. [ DOI : 10.1007/s11222-016-9682-x ]

    https://hal.archives-ouvertes.fr/hal-01427935

Invited Conferences

  • 20Y. Huang, J. Levy Vehel, L. Ferro-Famil, A. Reigber.

    3D imaging for underfoliage targets using L-band multibaseline polinsar data and sparse estimation methods, in: IGARSS 2016 - IEEE International Geoscience and Remote Sensing Symposium, Beijing, China, July 2016.

    https://hal.inria.fr/hal-01418435

International Conferences with Proceedings

  • 21Y. Huang, J. Lévy Véhel, L. Ferro-Famil, A. Reigber, S. Fortunati.

    3D Characterization of Underfoliage Targets Using L-band To- mographic SAR Data and A Wavelet-Based Approach, in: EUSAR 2016 - 11th European Conference on Synthetic Aperture Radar, Hamburg, Germany, June 2016.

    https://hal.inria.fr/hal-01418677

Other Publications

  • 22B. Combès, A. Philippe.

    Bayesian analysis of individual and systematic multiplicative errors for estimating ages with stratigraphic constraints in optically stimulated luminescence dating, November 2016, working paper or preprint.

    https://hal.archives-ouvertes.fr/hal-01346868
  • 23G. Gromykov, M. Ould Haye, A. Philippe.

    A Frequency-domain test for long range dependence, August 2016, working paper or preprint.

    https://hal.archives-ouvertes.fr/hal-01353483
  • 24Y. Huang, J.-J. Levy, L. Ferro-Famil, A. Reigber.

    3D Imaging Of Objects Concealed Below A Forest Canopy Using SAR Tomography At L-Band Data And Wavelet-Based Sparse Estimation, January 2017, working paper or preprint.

    https://hal.inria.fr/hal-01451241
  • 25A. Philippe, M.-A. Vibet.

    Analysis of archaeological phases using the CRAN package RChronoModel' A tutorial, July 2016, working paper or preprint.

    https://hal.archives-ouvertes.fr/hal-01347895
References in notes
  • 26Volatility stirs, markets unshaken, in: BIS Quarterly Review, BIS Monetary and Economic Department, 2014.
  • 27E. Aguilera, M. Nannini, A. Reigber.

    Wavelet-Based Compressed Sensing for SAR Tomography of Forested Areas, in: Geoscience and Remote Sensing, IEEE Transactions on, Dec 2013, vol. 51, no 12, pp. 5283-5295.

    http://dx.doi.org/10.1109/TGRS.2012.2231081
  • 28M. Alessio, E. Doris, H. Patrik, C. Alex.

    Causal Inference by Independent Component Analysis with Applications to Micro- and Macroeconomic Data, in: Jena Economic Research Papers, 2010.
  • 29S. Bianchi.

    Pathwise Identification Of The Memory Function Of Multifractional Brownian Motion With Application To Finance, in: International Journal of Theoretical and Applied Finance, June 2005.

    https://ssrn.com/abstract=1888192
  • 30C. Borio.

    interview in Die Welt, october 2014.
  • 31B. Boufoussi, M. Dozzi, R. Marty.

    Local time and Tanaka formula for a Volterra-type multifractional Gaussian process, in: Bernoulli, 2010.

    https://hal.archives-ouvertes.fr/hal-00389740
  • 32P. Carr, H. Geman, D. B. Madan, M. Yor.

    The Fine Structure of Asset Returns: An Empirical Investigation, 2000.
  • 33S. Demiralp, K. Hoover.

    Searching for the Causal Structure of a Vector Autoregression, in: Oxford Bulletin of Economics and Statistics 65, Supplement, 0305-9049, 2003.
  • 34A. Echelard, J. Lévy Véhel.

    Local Regularity Preserving Signal Denoising I: Hölder Exponents, November 2013, submitted.

    https://hal.inria.fr/hal-00879754
  • 35F. Ferraro, J. Pfeffer, R. I. Sutton.

    Economics Language and Assumptions: How Theories Can Become Self-Fulfilling, in: The Academy of Management Review, 2005, vol. 30, no 1, pp. 8-24.

    http://www.jstor.org/stable/20159091
  • 36L. Ferro-Famil, M. Neumann.

    Recent advances in the derivation of Pol-InSAR statistics: study and applications, in: Proc. EUSAR, June 2008.
  • 37L. Ferro-Famil, E. Pottier.

    Urban area remote sensing from L-band PolSAR data using Time-Frequency techniques, in: IEEE Urban Remote Sensing Joint Event, April 2007, pp. 5045-5048.
  • 38L. Ferro-Famil, A. Reigber, E. Pottier, W. Boerner.

    Scene characterization using sub-aperture polarimetric SAR data analysis, in: IEEE Trans. Geosc. and Remote Sensing, Oct. 2003, vol. 41, no 10, pp. 2264-2276.
  • 39L. Ferro-Famil, A. Reigber, E. Pottier.

    Nonstationary natural media analysis from polarimetric SAR data using a two-dimensional time–frequency decomposition approach, in: Can. J. Remote Sensing, 2005, vol. 31, no 1, pp. 21–29.
  • 40I. F. Gorodnitsky, J. S. George, B. D. Rao.

    Neuromagnetic source imaging with FOCUSS: A recursive weighted minimum norm algorithm, in: J. Electroencephalog. Clinical Neurophysiol, Oct 1995, vol. 95, no 4, pp. 231-251.
  • 41C. Hu, L. Ferro-Famil, G. Kuang.

    Ship Discrimination Using Polarimetric SAR Data and Coherent Time-Frequency Analysis, in: Remote Sensing, 2013, vol. 5, no 12, pp. 6899–6920. [ DOI : 10.3390/rs5126899 ]

    https://hal.archives-ouvertes.fr/hal-01128573
  • 42Y. Huang, L. Ferro-Famil, C. Lardeux.

    Natural environment characterization using hybrid tomographic approaches, in: Proc. PolInSAR, Jan 2011.
  • 43Y. Huang, L. Ferro-Famil, A. Reigber.

    Under-foliage target detection using multi-baseline L-band PolInSAR data, in: Radar Symposium (IRS), 2013 14th International, Dresden, Germany, June 2013.

    https://hal.archives-ouvertes.fr/hal-01142799
  • 44D. Jon, J.-P. Zigrand, H. S. Shin.

    Asset Price Dynamics with Value-at-Risk Constrained Traders, June 2001.

    http://dx.doi.org/10.2139/ssrn.302307
  • 45R. Le Guével.

    An estimation of the stability and the localisability functions of multistable processes, in: Electronic journal of statistics , 2013, vol. 7, pp. 1129-1166. [ DOI : 10.1214/13-EJS797 ]

    https://hal.archives-ouvertes.fr/hal-00480881
  • 46D. MacKenzie, F. Muniesa, L. Siu.

    Do Economists Make Markets?, Princeton University Press, 2007.
  • 47J. McGinnis, S. Wasick.

    Law's Algorithm, 2014.

    http://ssrn.com/abstract=2130085
  • 48F. Muniesa, M. Callon.

    La performativité des sciences économiques, 2008, CSI WORKING PAPERS SERIES 010.

    https://halshs.archives-ouvertes.fr/halshs-00258130
  • 49J. Pearl, M. Glymour, N. P. Jewell.

    Causal Inference in Statistics: A Primer, in: Wiley, 2016.
  • 50R.-F. Peltier, J. Lévy Véhel.

    Multifractional Brownian Motion : Definition and Preliminary Results, Inria, 1995, no RR-2645, Projet FRACTALES.

    https://hal.inria.fr/inria-00074045
  • 51Q. Peng.

    Multifractional Stochastic Volatility Models: Holder regularity, statistical inference and simulation, in: Int. Conf. Sto. Proc. App., 2009.
  • 52R. Tibshirani.

    Regression Shrinkage and Selection Via the Lasso, in: Journal of the Royal Statistical Society, Series B, 1994, vol. 58, pp. 267-288.
  • 53X. X. Zhu, R. Bamler.

    Tomographic SAR Inversion by L1-Norm Regularization-The Compressive Sensing Approach, in: IEEE Transactions on Geoscience and Remote Sensing, Oct 2010, vol. 48, no 10, pp. 3839-3846.


previous Previous | up Home