Alain Latour
Présentation
Professeur associé Chercheur associé à EMoStA-UQAM Diplôme Ph. D. en Informatique : 1986 Maîtrise es Sciences en mathématiques : 1976 Thème de recherche : Analyse des séries chronologiques à valeurs entières
Département de mathématiques
Université du Québec à Montréal
Publications
Publications
HANDBOOK OF DISCRETE-VALUED TIME SERIES, edited by R. A. Davis, S. H. Holan, R. Lund, R. and Ravishanker. Published by Hall/CRC, Boca Raton, Florida, 2015. Total number of pages: 464 . ISBN: 978-1-4665-7773-2Journal of Time Series Analysis, 2017, 38 (3), pp.508-509. ⟨10.1111/jtsa.12223⟩ |
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Variance estimator for fractional diffusions with variance and drift depending on timeElectronic Journal of Statistics , 2015, 9 (1), pp.926-1016. ⟨10.1214/15-EJS1023⟩ |
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A simple integer-valued bilinear time series modelAdvances in Applied Probability, 2006, 38 (2), pp.559-578. ⟨10.1239/aap/1151337085⟩ |
Integer-Valued GARCH ProcessJournal of Time Series Analysis, 2006, 27 (6), pp.923-942 |
L^2-deviation for the variance estimator of a fractional diffusionWschebor Workshop, Dec 2013, Solis, Uruguay |
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Inference for diffusions driven by fractional Brownian motionConferencia León: Análisis, Estadística y Probabilidades, Nov 2011, Caracas, Venezuela |
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Modeling threshold InGArch processes: a likelihood approach2nd International Workshop on Integer Valued Time Series, Jun 2011, Protaras, Cyprus |
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Modeling threshold InArch and GInAR processes: applications in public healthWorkshop on Integer Valued Time Series, Sep 2010, Kaiserslautern, Germany |
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Integer-valued models miming classical econometric modelsCFE'08 - 2nd International workshop on Computational and Financial Econometrics, Jun 2008, Neuchâtel, Switzerland |
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A Positive and Negative Integer-valued Bilinear Type ProcessJoint meeting of the Statistical Society of Canada and the Société Française de Statistique, May 2008, Ottawa, Canada |
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Kac-Rice formulas for random fields and theirs applications in: random geometry, roots of random polynomials and some engineering problemsEdiciones IVIC, 2017, Escuela Venezolana de Matematicas, Eloy Sira, 978-980-261-180-5 |
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Inference on the Hurst parameter and variance of diffusions driven by fractional Brownian motionBickel, P., Diggle, P., Fienberg, S.E., Gather, U., Olkin, I., Zeger, S. Springer, 216, pp.200, 2014, Lectures notes in statistics, Jon Gurstelle, 978-3-319-07874-8. ⟨10.1007/978-3-319-07875-5⟩ |
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Kac-Rice Formula: A contemporary overview of the main results and applications2022 |
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An integer-valued bilinear type model2009 |
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Estimation des autocovariances et des autocorrélations échantillonnales de modèles saisonniersStatistiques [stat]. Université de Montréal (Canada), 1986. Français. ⟨NNT : ⟩ |