Pascal Bondon

76
Documents
Identifiants chercheurs

Présentation

Publications

3
3
3
3
2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
14
12
11
9
9
7
6
6
6
6
5
5
4
4
4
4
4
4
3
3
3
3
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
3
2
2
2
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
5
4
2
5
10
6
8
7
3
2
1
4
7
5
3
2
1

Publications

Image document

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⟩
Article dans une revue hal-04691875 v1
Image document

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⟩
Article dans une revue hal-04581441 v1

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⟩
Article dans une revue hal-04837432 v1
Image document

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⟩
Article dans une revue hal-04225878 v1
Image document

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⟩
Article dans une revue hal-04508666 v1
Image document

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⟩
Article dans une revue hal-04216462 v2
Image document

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⟩
Article dans une revue hal-04100547 v1

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 et al.
Journal of Environmental Management, 2022, 323, pp.115955. ⟨10.1016/j.jenvman.2022.115955⟩
Article dans une revue hal-03810393 v1
Image document

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⟩
Article dans une revue hal-03695445 v1
Image document

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⟩
Article dans une revue hal-03185742 v1
Image document

Deconstruction of annoyance due to air pollution by multiple correspondence analysis

Milena Machado , Jane Meri Santos , Séverine Frère , Phillipe Chagnon , Valdério Reisen et al.
Environmental Science and Pollution Research, 2021, 28 (35), pp.47904-47920. ⟨10.1007/s11356-021-13958-8⟩
Article dans une revue hal-03209912 v1
Image document

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⟩
Article dans une revue hal-03437160 v1

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⟩
Article dans une revue hal-03519883 v1
Image document

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 et al.
Applied Mathematical Modelling, 2021, ⟨10.1016/j.apm.2021.03.025⟩
Article dans une revue hal-03185700 v1
Image document

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⟩
Article dans une revue hal-01886198 v1
Image document

Projection Methods for Uniformly Convex Expandable Sets

Stéphane Chrétien , Pascal Bondon
Mathematics , 2020, ⟨10.3390/math8071108⟩
Article dans une revue hal-02896463 v1
Image document

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⟩
Article dans une revue hal-02626255 v1
Image document

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 et al.
Atmospheric Environment, 2020, 222, pp.117080. ⟨10.1016/j.atmosenv.2019.117080⟩
Article dans une revue hal-02501972 v1
Image document

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⟩
Article dans une revue hal-02560885 v1
Image document

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 et al.
Applied Mathematics and Computation, 2019, 346, pp.842-852. ⟨10.1016/j.amc.2018.09.062⟩
Article dans une revue hal-02902032 v1
Image document

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 et al.
Journal of the Royal Statistical Society: Series C Applied Statistics, 2018, 67 (2), pp.453-480. ⟨10.1111/rssc.12239⟩
Article dans une revue hal-01599112 v1

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⟩
Article dans une revue hal-01578357 v1
Image document

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 et al.
Mathematics and Computers in Simulation, 2018, 146, pp.27-43. ⟨10.1016/j.matcom.2017.10.004⟩
Article dans une revue hal-01617641 v1
Image document

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⟩
Article dans une revue hal-00863901 v1

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⟩
Article dans une revue hal-00926709 v1
Image document

Scalable structural break detection

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

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⟩
Article dans une revue hal-00819756 v1

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⟩
Article dans une revue hal-00819753 v1

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⟩
Article dans une revue hal-00819784 v1
Image document

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⟩
Article dans une revue inria-00616279 v1
Image document

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
Article dans une revue hal-01661242 v1
Image document

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⟩
Communication dans un congrès hal-02985542 v1

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
Communication dans un congrès hal-02985464 v1

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
Communication dans un congrès hal-02985580 v1

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
Communication dans un congrès hal-02358699 v1

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
Communication dans un congrès hal-02358658 v1

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
Communication dans un congrès hal-02359500 v1

The PINAR (1, 1_S) model

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

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
Communication dans un congrès hal-02358679 v1

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
Communication dans un congrès hal-02003755 v1

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
Communication dans un congrès hal-01886240 v1

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
Communication dans un congrès hal-02003709 v1

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
Communication dans un congrès hal-01886233 v1

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
Communication dans un congrès hal-01578459 v1

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
Communication dans un congrès hal-01578470 v1
Image document

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, Greece. 5 p., ⟨10.23919/eusipco.2017.8081373⟩
Communication dans un congrès hal-01578366 v1

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 et al.
International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.319-320
Communication dans un congrès hal-01578442 v1

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
Communication dans un congrès hal-01578463 v1

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⟩
Communication dans un congrès hal-01578369 v1

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⟩
Communication dans un congrès hal-01578831 v1

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⟩
Communication dans un congrès hal-01560258 v1

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⟩
Communication dans un congrès hal-01577056 v1

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⟩
Communication dans un congrès hal-01262098 v1

Estimation of autoregressive models with epsilon-skew-normal innovations

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

AR processes with non-gaussian asymmetric innovations

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

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

Pascal Bondon
GRETSI 2013, Sep 2013, Brest, France. 4 p
Communication dans un congrès hal-00926726 v1

ARCH modeling in the presence of missing data

Pascal Bondon
Asilomar 2013, Nov 2013, Pacific Grove, United States. 5 p
Communication dans un congrès hal-00926712 v1

Modélisation de données à longue mémoire localement stationnaires

Li Song , Pascal Bondon
44ème Journées de Statistique, May 2012, Bruxelles, Belgium
Communication dans un congrès hal-00819792 v1

Structural changes estimation for long-memory processes

Pascal Bondon
12th Latin American Congress of Probability and Mathematical Statistics, 2012, Vina del Mar, Chile
Communication dans un congrès hal-00819786 v1

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⟩
Communication dans un congrès hal-00819795 v1

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

Li Song , Pascal Bondon
IFAC 2011, Aug 2011, Milan, Italy. pp.4440-4445
Communication dans un congrès hal-00663084 v1

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

Li Song , Pascal Bondon
EUSIPCO 2011, Aug 2011, Barcelone, Spain. pp.2234-2238
Communication dans un congrès hal-00663090 v1

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⟩
Communication dans un congrès hal-00663085 v1

Piecewise model selection for non-stationary long memory data

Li Song , Pascal Bondon
GRETSI 2011, Sep 2011, Bordeaux, France. pp.1-4
Communication dans un congrès hal-00662562 v1

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
Communication dans un congrès hal-00819799 v1
Image document

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
Communication dans un congrès hal-00491562 v1

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⟩
Communication dans un congrès hal-00819796 v1
Image document

Un Modèle FARIMA Localement Stationnaire

Li Song , Pascal Bondon
41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France
Communication dans un congrès inria-00386640 v1
Image document

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
Chapitre d'ouvrage hal-04731791 v1
Image document

An Overview of Robust Spectral Estimators

Valdério Reisen , Céline Lévy-Leduc , Higor Cotta , Pascal Bondon , Márton Ispány et al.
Springer International Publishing. Cyclostationarity: Theory and Methods IV, pp.204-224, 2020, ⟨10.1007/978-3-030-22529-2_12⟩
Chapitre d'ouvrage hal-02360657 v1
Image document

On generalized additive models with dependent time series covariates

Marton Ispany , Valderio A. Reisen , Glaura C. Franco , Pascal Bondon , Higor Cotta et al.
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⟩
Chapitre d'ouvrage hal-01886225 v1
Image document

Discovering Linear Models of Grid Workload

Tamas Elteto , Cecile Germain-Renaud , Pascal Bondon
[Research Report] RR-7112, INRIA. 2009
Rapport (rapport de recherche) inria-00435561 v1