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Pascal Bondon

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Robust estimate for count time series using GLARMA models: An application to environmental and epidemiological data

Ana Julia Alves Camara , Valderio Anselmo Reisen , Pascal Bondon
Applied Mathematical Modelling, 2025, 137 (Part A), pp.115658. ⟨10.1016/j.apm.2024.115658⟩
Journal articles hal-04691875v1
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Existence of a periodic and seasonal INAR process

Márton Ispány , Pascal Bondon , Valdério Anselmo Reisen , Paulo Roberto Prezotti Filho
Journal of Time Series Analysis, 2024, ⟨10.1111/jtsa.12746⟩
Journal articles hal-04581441v1

Scale mixtures of multivariate centered skew-normal distributions

João Victor B. de Freitas , Pascal Bondon , Caio Azevedo , Valdério Reisen , Juvêncio Nobre
Statistics and Computing, 2024, 34 (6), pp.212. ⟨10.1007/s11222-024-10512-7⟩
Journal articles hal-04837432v1
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Expectile and M-quantile regression for panel data

Ian Meneghel Danilevicz , Valdério Anselmo Reisen , Pascal Bondon
Statistics and Computing, 2024, 34 (3), pp.97. ⟨10.1007/s11222-024-10396-7⟩
Journal articles hal-04508666v1
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A dimension reduction factor approach for multivariate time series with long-memory. A robust alternative method

Valdério Anselmo Reisen , Céline Lévy-Leduc , Edson Zambon Monte , Pascal Bondon
Statistical Papers, 2024, 65, pp.2865-2886. ⟨10.1007/s00362-023-01504-2⟩
Journal articles hal-04225878v1
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M-quantile estimation for GARCH models

Patrick Patrocinio , Valderio Reisen , Pascal Bondon , Edson Monte , Ian Danilevicz
Computational Economics, 2023, 63 (6), pp.2175-2192. ⟨10.1007/s10614-023-10398-z⟩
Journal articles hal-04100547v1
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A longitudinal study of the influence of air pollutants on children. A robust multivariate approach

Ian Meneghel Danilevicz , Pascal Bondon , Valderio A. Reisen , Faradiba Sarquis
Journal of Applied Statistics, 2023, ⟨10.1080/02664763.2023.2272228⟩
Journal articles hal-04216462v1
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A spectral approach to estimate the autocovariance function

Céline Lévy-Leduc , Pascal Bondon , Valdério Reisen
Journal of Statistical Planning and Inference, 2022, 221, pp.281-298. ⟨10.1016/j.jspi.2022.05.005⟩
Journal articles hal-03695445v1

Parameters influencing population annoyance pertaining to air pollution

Milena Machado , Jane Meri Santos , Valdério Anselmo Reisen , Antônio Fernando Pego E Silva , Neyval Costa Reis Junior
Journal of Environmental Management, 2022, 323, pp.115955. ⟨10.1016/j.jenvman.2022.115955⟩
Journal articles hal-03810393v1
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Generalized additive model for count time series: An application to quantify the impact of air pollutants on human health

Ana Julia A. Camara , Glaura Franco , Valderio Reisen , Pascal Bondon
Pesquisa Operacional, 2021, 41, pp.e241120. ⟨10.1590/0101-7438.2021.041.00241120⟩
Journal articles hal-03437160v1
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M-regression spectral estimator for periodic ARMA models. An empirical investigation

Alessandro José Queiroz Sarnaglia , Valdério Anselmo Reisen , Pascal Bondon , Céline Lévy-Leduc
Stochastic Environmental Research and Risk Assessment, 2021, 35 (3), pp.653-664. ⟨10.1007/s00477-020-01958-y⟩
Journal articles hal-03185742v1

Baseline removal in spectrometry gamma by observation of local minima

Kélian This , Laurent Le Brusquet , Adrien Frigerio , Sébastien Colas , Pascal Bondon
System Theory, Control and Computing Journal, 2021, 1 (1), pp.1-12. ⟨10.52846/stccj.2021.1.1.4⟩
Journal articles hal-03519883v1
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A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases

Paulo Prezotti , Valdério Reisen , Pascal Bondon , Márton Ispány , Milena Machado
Applied Mathematical Modelling, 2021, ⟨10.1016/j.apm.2021.03.025⟩
Journal articles hal-03185700v1
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Deconstruction of annoyance due to air pollution by multiple correspondence analysis

Milena Machado , Jane Meri Santos , Séverine Frère , Phillipe Chagnon , Valdério Reisen
Environmental Science and Pollution Research, 2021, 28 (35), pp.47904-47920. ⟨10.1007/s11356-021-13958-8⟩
Journal articles hal-03209912v1
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Projection Methods for Uniformly Convex Expandable Sets

Stéphane Chrétien , Pascal Bondon
Mathematics , 2020, ⟨10.3390/math8071108⟩
Journal articles hal-02896463v1
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Empirical study of robust estimation methods for PAR models with application to the air quality area

Carlo Correa Solci , Valdério A. Reisen , Alessandro Jose Queiroz Sarnaglia , Pascal Bondon
Communications in Statistics - Theory and Methods, 2020, 49 (1), pp.152-168. ⟨10.1080/03610926.2018.1533970⟩
Journal articles hal-01886198v1
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Use of multivariate time series techniques to estimate the impact of particulate matter on the perceived annoyance

Milena Machado , Valdério Reisen , Jane Meri Santos , Neyval Costa Reis Júnior , Séverine Frère
Atmospheric Environment, 2020, 222, pp.117080. ⟨10.1016/j.atmosenv.2019.117080⟩
Journal articles hal-02501972v1
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Principal component analysis with autocorrelated data

Bartolomeu Zamprogno , Valdério Reisen , Pascal Bondon , Higor Cotta , Neyval Costa Reis Júnior
Journal of Statistical Computation and Simulation, 2020, 90 (12), pp.2117-2135. ⟨10.1080/00949655.2020.1764556⟩
Journal articles hal-02560885v1
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Identification of redundant air quality monitoring stations using robust principal component analysis

Higor Cotta , Valdério Reisen , Pascal Bondon , Paulo Prezotti
Environmental Modeling & Assessment, 2020, 25, pp.521-530. ⟨10.1007/s10666-020-09717-7⟩
Journal articles hal-02626255v1
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Robust factor modelling for high-dimensional time series: An application to air pollution data

Valdério Anselmo Reisen , Adriano Marcio Sgrancio , Céline Lévy-Leduc , Edson Zambon Monte , Higor Henrique Aranda Cotta
Applied Mathematics and Computation, 2019, 346, pp.842-852. ⟨10.1016/j.amc.2018.09.062⟩
Journal articles hal-02902032v1
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Generalized additive model with principal component analysis: An application to time series of respiratory disease and air pollution data

Juliana B. de Souza , Valderio A. Reisen , Glaura C. Franco , Marton Ispany , Pascal Bondon
Journal of the Royal Statistical Society: Series C Applied Statistics, 2018, 67 (2), pp.453-480. ⟨10.1111/rssc.12239⟩
Journal articles hal-01599112v1

The Estimation and Testing of the Cointegration Order Based on the Frequency Domain

Igor V. M. Souza , Valderio A. Reisen , Glaura C. Franco , Pascal Bondon
Journal of Business and Economic Statistics, 2018, 36 (4), pp.695-704. ⟨10.1080/07350015.2016.1251442⟩
Journal articles hal-01578357v1
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Robust Estimation of Fractional Seasonal Processes: Modeling and Forecasting Daily Average SO2 Concentrations

Valderio A. Reisen , Edson Zambon Monte , Glaura C. Franco , Adriano M. Sgrancio , Fabio A. Fajardo Molinares
Mathematics and Computers in Simulation, 2018, 146, pp.27-43. ⟨10.1016/j.matcom.2017.10.004⟩
Journal articles hal-01617641v1
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Energy storage sizing for wind power: impact of the autocorrelation of day-ahead forecast errors

Pierre Haessig , Bernard Multon , H. Ben Ahmed , Stéphane Lascaud , Pascal Bondon
Wind Energy, 2015, 18 (1), pp.43-57. ⟨10.1002/we.1680⟩
Journal articles hal-00863901v1

Structural changes estimation for strongly-dependent processes

Li Song , Pascal Bondon
Journal of Statistical Computation and Simulation, 2013, 83 (10), pp.1783-1806. ⟨10.1080/00949655.2011.653643⟩
Journal articles hal-00926709v1

Piecewise FARIMA models for long-memory time series

Li Song , Pascal Bondon
Journal of Statistical Computation and Simulation, 2012, 82 (9), pp.1367-1382. ⟨10.1080/00949655.2011.582470⟩
Journal articles hal-00819756v1
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Scalable structural break detection

Tamas Elteto , Nikolaus Hansen , Cecile Germain-Renaud , Pascal Bondon
Applied Soft Computing, 2012, ⟨10.1016/j.asoc.2012.06.002⟩
Journal articles hal-00711843v1

Least squares estimation of ARCH models with missing observations

Pascal Bondon , Natalia Bahamonde
Journal of Time Series Analysis, 2012, 33 (6), pp.880-891. ⟨10.1111/j.1467-9892.2012.00803.x⟩
Journal articles hal-00819753v1

An Efficient Two-Stage Sampling Method in Particle Filter

Qi Cheng , Pascal Bondon
IEEE Transactions on Aerospace and Electronic Systems, 2012, 48 (3), pp.2666-2672. ⟨10.1109/TAES.2012.6237616⟩
Journal articles hal-00819784v1
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Towards Non-Stationary Grid Models

Tamas Elteto , Cecile Germain-Renaud , Pascal Bondon , Michèle Sebag
Journal of Grid Computing, 2011, 9 (4), pp.423-440. ⟨10.1007/s10723-011-9194-z⟩
Journal articles inria-00616279v1
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Second-Order Statistics of Complex Signals

Bernard Picinbono , Pascal Bondon
IEEE Transactions on Signal Processing, 1997, IEEE Transactions on Signal Processing, 45 (2), pp.411 - 420
Journal articles hal-01661242v1
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Contribution to continuum estimation in gamma spectrum by observation of local minima

Kélian This , Laurent Le Brusquet , Adrien Frigerio , Sébastien Colas , Pascal Bondon
24th International Conference on System Theory, Control and Computing (ICSTCC 2020), Oct 2020, Sinaia, Romania. pp.937-942, ⟨10.1109/icstcc50638.2020.9259717⟩
Conference papers hal-02985542v1

Robust Quantile Time Series in Financial Time Series Models

Valdério Reisen , Pascal Bondon , Ian Danilevicz
14th International Conference on Computational and Financial Econometrics, Dec 2020, Londres, United Kingdom
Conference papers hal-02985580v1

Multivariate analysis on perceived annoyance caused by air pollution and their determinants

Milena Machado , Viviani Santana , Valderio A. Reisen , Jane Meri Santos , Pascal Bondon
International Conference on Air Quality - Science and Application, Mar 2020, Thessaloniki, Greece. pp.190
Conference papers hal-02985464v1

A robust estimation and testing of the cointegration order based on the frequency domain

Igor V. M. Souza , Valderio A. Reisen , Pascal Bondon , G.C. Franco
13th International Conference on Computational and Financial Econometrics, Dec 2019, London, United Kingdom
Conference papers hal-02358658v1

A robust method for estimating the number of factors in an approximate factor model

Higor Cotta , Valderio A. Reisen , Pascal Bondon
International Work-Conference on Time Series, Sep 2019, Granada, Spain. pp.711-722
Conference papers hal-02358699v1

A robust alternative to the sample autocovariance and autocorrelation functions

Higor Cotta , Valderio A. Reisen , Pascal Bondon , Céline Lévy-Leduc
International Conference on Robust Statistics, May 2019, Guayaquil, Ecuador
Conference papers hal-02358679v1

Time series models and principal component analysis techniques to estimate the impact of particulate matter on health and quality of life

Milena Machado , Valderio A. Reisen , Pascal Bondon
International Conference on Robust Statistics, May 2019, Guayaquil, Ecuador
Conference papers hal-02359500v1

The PINAR (1, 1_S) model

Paulo Prezotti , Valderio A. Reisen , Pascal Bondon , Marton Ispany
International Conference on Robust Statistics, May 2019, Guayaquil, Ecuador
Conference papers hal-02359803v1

The estimation and testing of the fractional cointegration order based on the frequency domain : A robust approach

Valderio A. Reisen , Igor V. M. Souza , G.C. Franco , Pascal Bondon
12th International Conference on Computational and Financial Econometrics, Dec 2018, Pisa, Italy
Conference papers hal-02003755v1

A robust alternative for the estimation of autocovariance from the frequency domain for multivariate processes

Higor Cotta , Valderio A. Reisen , Pascal Bondon , Céline Lévy-Leduc
International Work-Conference on Time Series, Sep 2018, Granada, Spain. pp.1011 - 1012
Conference papers hal-01886240v1

A model for count time series with periodic two orders autoregressive structure

Pascal Bondon , Paulo Prezotti , Valderio Reisen , Marton Ispany , Faradiba Sarquis Serpa
12th International Conference on Computational and Financial Econometrics, Dec 2018, Pisa, Italy
Conference papers hal-02003709v1

On subset integer-valued autoregressions

Marton Ispany , Valderio A. Reisen , Carolina Paraiba , Pascal Bondon
12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics, Jul 2018, Vilnius, Lithuania. pp.332
Conference papers hal-01886233v1
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Radar Detection Schemes for Joint Temporal and Spatial Correlated Clutter Using Vector ARMA Models

Wajih Ben Abdallah , Jean-Philippe Ovarlez , Pascal Bondon
25th European Signal Processing Conference (EUSIPCO 2017), Aug 2017, Kos island, Greece. 5 p., ⟨10.23919/eusipco.2017.8081373⟩
Conference papers hal-01578366v1

Robust autocovariance estimation from the frequency domain

Higor Cotta , Valderio A. Reisen , Pascal Bondon
International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.1073-1074
Conference papers hal-01578463v1

A Multimodal Asymmetric Exponential Power Distribution: Application to risk measurement for financial high-frequency data

Aymeric Thibault , Pascal Bondon
25th European Signal Processing Conference (EUSIPCO 2017), Aug 2017, Kos island, Greece. 5 p., ⟨10.23919/EUSIPCO.2017.8081378⟩
Conference papers hal-01578369v1

Robust estimation of covariance and correlation functions of a stationary multivariate process

Higor Cotta , Valderio A. Reisen , Pascal Bondon , Wolfgang Stummer
International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.47-58
Conference papers hal-01578459v1

Forecasting Intraday Risk Measures using Multiplicative Component GARCH Model and Multimodal Distributions

Aymeric Thibault , Pascal Bondon
International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.249-253
Conference papers hal-01578470v1

An application of the GAM-PCA-VAR model to respiratory disease and air pollution data

Marton Ispany , Juliana B. de Souza , Valderio A. Reisen , Glaura C. Franco , Pascal Bondon
International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.319-320
Conference papers hal-01578442v1

Backtesting Expected Shortfall with a skewed exponential power distribution in electricity markets

Aymeric Thibault , Pascal Bondon
24th European Signal Processing Conference (EUSIPCO), Aug 2016, Budapest, Hungary. pp.2141-2145, ⟨10.1109/eusipco.2016.7760627⟩
Conference papers hal-01578831v1

A skewed exponential power distribution to measure value at risk in electricity market

Aymeric Thibault , Pascal Bondon
2016 IEEE Statistical Signal Processing Workshop (SSP), Jun 2016, Palma de Mallorca, Spain. 5 p., ⟨10.1109/ssp.2016.7551835⟩
Conference papers hal-01577056v1

A robust estimation approach for fitting a PARMA model to real data

Alessandro Jose Queiroz Sarnaglia , Valderio Anselmo Reisen , Pascal Bondon , Céline Lévy-Leduc
2016 IEEE Statistical Signal Processing Workshop (SSP), Jun 2016, Palma de Mallorca, Spain. 5 p., ⟨10.1109/ssp.2016.7551740⟩
Conference papers hal-01560258v1

Periodic ARMA models: Application to particulate matter concentrations

Alessandro Jose Queiroz Sarnaglia , Valderio Reisen , Pascal Bondon
European Signal Processing Conference, Aug 2015, Nice, France. pp.2181 - 2185, ⟨10.1109/EUSIPCO.2015.7362771⟩
Conference papers hal-01262098v1

Estimation of autoregressive models with epsilon-skew-normal innovations

Pascal Bondon
22nd European Signal Processing Conference (EUSIPCO 2014) , Sep 2014, Lisboa, Portugal
Conference papers hal-01108724v1

AR processes with non-gaussian asymmetric innovations

Pascal Bondon , Li Song
21st European Signal Processing Conference (EUSIPCO-2013), Sep 2013, Marrakech, Morocco. 5 p
Conference papers hal-00926715v1

Estimation d'un modèle autorégressif conditionnellement hétéroscédastique en présence de données manquantes

Pascal Bondon
GRETSI 2013, Sep 2013, Brest, France. 4 p
Conference papers hal-00926726v1

ARCH modeling in the presence of missing data

Pascal Bondon
Asilomar 2013, Nov 2013, Pacific Grove, United States. 5 p
Conference papers hal-00926712v1

Structural changes estimation for long-memory processes

Pascal Bondon
12th Latin American Congress of Probability and Mathematical Statistics, 2012, Vina del Mar, Chile
Conference papers hal-00819786v1

A selection criterion for piecewise stationary long-memory models

Li Song , Pascal Bondon
IEEE SSP 2012, Aug 2012, Ann Arbor, United States. pp.908-911, ⟨10.1109/SSP.2012.6319856⟩
Conference papers hal-00819795v1

Modélisation de données à longue mémoire localement stationnaires

Li Song , Pascal Bondon
44ème Journées de Statistique, May 2012, Bruxelles, Belgium
Conference papers hal-00819792v1

A procedure for modeling non-stationary signals with long range dependence

Li Song , Pascal Bondon
IFAC 2011, Aug 2011, Milan, Italy. pp.4440-4445
Conference papers hal-00663084v1

Break detection in nonstationary strongly dependent long time series

Li Song , Pascal Bondon
SSP 2011, Jun 2011, Nice, France. pp.577-580, ⟨10.1109/SSP.2011.5967763⟩
Conference papers hal-00663085v1

Piecewise model selection for non-stationary long memory data

Li Song , Pascal Bondon
GRETSI 2011, Sep 2011, Bordeaux, France. pp.1-4
Conference papers hal-00662562v1

Modeling non-stationary long-memory signals with large amounts of data

Li Song , Pascal Bondon
EUSIPCO 2011, Aug 2011, Barcelone, Spain. pp.2234-2238
Conference papers hal-00663090v1

A new method for modeling nonstationary FARIMA signals

Pascal Bondon , Li Song
2nd Sondra Workshop on Electromagnetic Modeling, New Concepts and Signal Processing for Radar Detection and Remote Sensing, 2010, France. pp.208-211
Conference papers hal-00819799v1

Modelling piecewise long memory signals based on MDL

Li Song , Pascal Bondon
ICASSP 2010, Mar 2010, Dallas, United States. pp.3782-3785, ⟨10.1109/ICASSP.2010.5495848⟩
Conference papers hal-00819796v1
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Discovering Piecewise Linear Models of Grid Workload

Tamas Elteto , Cecile Germain-Renaud , Pascal Bondon , Michèle Sebag
10th IEEE/ACM International Conference on Cluster, Cloud and Grid Computing, May 2010, Melbourne, Australia. pp.474-484
Conference papers hal-00491562v1
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Un Modèle FARIMA Localement Stationnaire

Li Song , Pascal Bondon
41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France
Conference papers inria-00386640v1
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Identifiability and Whittle Estimation of Periodic ARMA Models

Alessandro José Queiroz Sarnaglia , Valdério Anselmo Reisen , Pascal Bondon , Carlo Corrêa Solci , Márton Ispány
Chang Chiann (Editor), Aluisio de Souza Pinheiro (Editor), Clélia Maria Castro Toloi (Editor). Time Series and Wavelets Analysis : Festschrift in Honor of Pedro A. Morettin, Springer Nature, In press, 9783031663970
Book sections hal-04731791v1
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An Overview of Robust Spectral Estimators

Valdério Reisen , Céline Lévy-Leduc , Higor Cotta , Pascal Bondon , Márton Ispány
Springer International Publishing. Cyclostationarity: Theory and Methods IV, pp.204-224, 2020, ⟨10.1007/978-3-030-22529-2_12⟩
Book sections hal-02360657v1
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On generalized additive models with dependent time series covariates

Marton Ispany , Valderio A. Reisen , Glaura C. Franco , Pascal Bondon , Higor Cotta
Rojas, I. and Pomares, H. and Valenzuela, O. Time Series Analysis and Forecasting - Selected contributions from ITISE 2017, Springer International Publishing, pp.289-308, 2018, Contributions to statistics, ⟨10.1007/978-3-319-96944-2_20⟩
Book sections hal-01886225v1