EMoStA

Équipe de modélisation stochastique appliquée


Quelques publications choisies:


  • J.-F. Coeurjolly and F. Lavancier. Parametric estimation of pairwise Gibbs point processes with infinite range interaction, to appear in Bernoulli, 2017.

  • J.-F. Coeurjolly. Median-based estimation of the intensity of a spatial point process, Annals of the Institute of Statistical Mathematics, 69:303-313, 2017.

  • R. Ferland, G. Gauthier et S. Lalancette. The Sensitivity of Interest Rate Options to Monetary Policy Decisions, Journal of Futures Markets, 2016, 36(1): 66-87

  • C. Beaulac et F. Larribe.
    Narrow artificial intelligence with machine learning for real time estimation of a mobile agent's location using Hidden Markov Models.
    International Journal of Computer Games Technology. Volume 2017 (February 2017), Article ID 4939261.

  • S. Ait Kaci Azzou, F. Larribe et S. Froda.
    Inferring the demographic history from DNA sequences: an importance sampling approach based on non-homogenous processes.
    Theoretical Population Biology, Volume 111, October 2016, Pages 16-27.

  • M. Clausel, J.-F. Coeurjolly and J. Lelong. Stein estimation of the intensity of a spatial homogeneous Poisson point process, Annals of Applied Probability, 26(3):1495–1534, 2016.

  • S. Ait Kaci Azzou, F. Larribe et S. Froda. A new method for estimating the demographic history from DNA sequences: an importance sampling approach., Frontiers in Evolutionary and Population Genetics, 2015: 6(259).

  • R. Ferland, G. Gauthier et S. Lalancette. The Sensitivity of Interest Rate Options to Monetary Policy Decisions, Journal of Futures Markets (2015).

  • J.-F. Coeurjolly and F. Lavancier. Residuals and goodness-of-fit tests for stationary marked Gibbs point processes, Journal of the Royal Statistical Society, Series B, 75:(2), 247–276, 2013.

  • S. Froda et H. Leduc, Estimating R0 from surveillance data on past epidemics, Math. Biosciences

  • A. Baddeley, J.-F. Coeurjolly, E. Rubak and R. Waagepetersen. Logistic regression likelihood for spatial point processes. Biometrika, 101(2):377–392, 2014.

  • C. Labbé et F. Watier, Goal achieving probabilities of cone-constrained mean-variance portfolios, Applied Stochastic Models in Business and Industry, 2014, 30(5): 544-572

  • R. Ferland et F. Watier, Switch-when-safe multiperiod mean-variance strategies, International Journal of Statistics and Probability, 2013, 2(2):59-66.

  • S. Froda, et V. Vanciu, A bivariate non-homogeneous birth and death model for predator–prey interaction, Statistics & Probability Letters, 2013, 83(11): 2526–2530.

  • S. Froda, et R. Ferland, Estimating the parameters of a Poisson process model for predator–prey interactions, Statistics & Probability Letters, 2012, 82(12):2252–2259.

  • A. Scott, et F. Watier, Bounds for goal achieving probabilities of mean-variance strategies with a no bankruptcy constraint,, Applied Mathematics, 2012, 3(12A):2022-2025.

  • A. Scott et F. Watier, Goal achieving probabilities of constrained mean-variance strategies, Statistics & Probability Letters, 2011 81:1021-1026.

  • F. Larribe et P. Fearnhead, On composite likelihoods in statistical genetics, Statistica Sinica, 2011.

  • R. Ferland, G. Gauthier et S. Lalancette, A regime-switching term structure model with observable state variables, Finance Research Letters, 2010.

  • R. Ferland et F. Watier, Mean-variance efficiency with extended CIR interest rates, Applied Stochastic Models in Business and Industry, 2010, 26(1):71-84.

  • S. Froda and A. Zahedi, Simple testing procedures for the Holling type II model, Theoretical Ecology, 2009, 2:149-160.

  • G. Giroux et R. Ferland, Global Spectral Gap for Dirichlet-Kac Random Motions, Journal of Statistical Physics, 2008, 132(3):561-567.

  • F. Larribe and S. Lessard, A Composite-Conditional-Likelihood Approach for Gene Mapping Based on Linkage Disequilibrium in Windows of Markers Loci, Statistical Applications in Genetics and Molecular Biology, 2008, 7(1):article 27.

  • R. Ferland et G. Giroux, Law of large numbers for dynamic bargaining markets, Journal of Applied Probability, 2008, 45(1):45-54.

  • R. Ferland, et F. Watier,, FBSDE approach to utility portfolio selection in a market with random parameters, Statistics and Probability Letters, 2008, 78(4):426-434.

  • S. Froda and S. Nkurunziza. Prediction of predator-prey populations modelled by perturbed ODEs, Journal of Mathematical Biology, 2007, 54:407-451.

  • R. Ferland, A. Latour et D. Oraichi, Integer-Valued GARCH Process, Journal of Time Series Analysis, 2006, 27(6):923-942.

  • M. Fillion, D. Mergler, C.J.S. Passos, F. Larribe, M. Lemire, and J.R.D. Guimarães, A preliminary study of mercury exposure and blood pressure in the Brazilian Amazon, Environmental Health: A Global Access Science Source, 2006, 5:29.

  • R. Ferland et S. Lalancette. Dynamics of Realized Volatilities and Correlations: An Empirical Study, Journal of Banking & Finance, 2006, 30(7):2109-2130.

  • J. Vaillancourt et F. Watier. On an optimal multivariate mean-variance portfolio, Mathematical Reports of the Academy of Science of The Royal Society of Canada, 2005, 27:92-96.

  • S. Froda et G. Colavita. Estimating the parameters of some ODE systems with closed orbits, Australian and New Zealand Journal of Statistics, 2005, 47:235-254.

  • F. Larribe, S. Lessard, et N.J. Schork. Gene mapping via the ancestral recombination graph, Theoretical Population Biology, 2002, 62:215-229.

  • S. Froda et C. van Eeden. A uniform bound on the characteristic function of the exponentially tilted null-distribution of a simple linear rank statistic and its rate of convergence, Statistics and Probability Letters, 2001, 54:107-112.

  • B. Chauvin et R. Ferland. A Propagation of Chaos Related to the Continuity Laws, Transport Theory and Statistical Physics, 2000, 29(7):785-803.

  • S. Froda. On assessing the performance of randomized algorithms, Journal of Algorithms, 2000, 37:344-362.

  • K. Doksum et S. Froda. Neighborhood correlation, Journal of Statistical Planning and Inference, 2000, 91:267-294.