Pascal Bondon
Présentation
Publications
Publications
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Contribution to continuum estimation in gamma spectrum by observation of local minima24th International Conference on System Theory, Control and Computing (ICSTCC 2020), Oct 2020, Sinaia, Romania. pp.937-942, ⟨10.1109/icstcc50638.2020.9259717⟩ |
Multivariate analysis on perceived annoyance caused by air pollution and their determinantsInternational Conference on Air Quality - Science and Application, Mar 2020, Thessaloniki, Greece. pp.190 |
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Robust Quantile Time Series in Financial Time Series Models14th International Conference on Computational and Financial Econometrics, Dec 2020, Londres, United Kingdom |
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A robust method for estimating the number of factors in an approximate factor modelInternational Work-Conference on Time Series, Sep 2019, Granada, Spain. pp.711-722 |
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A robust estimation and testing of the cointegration order based on the frequency domain13th International Conference on Computational and Financial Econometrics, Dec 2019, London, United Kingdom |
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Time series models and principal component analysis techniques to estimate the impact of particulate matter on health and quality of lifeInternational Conference on Robust Statistics, May 2019, Guayaquil, Ecuador |
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The PINAR (1, 1_S) modelInternational Conference on Robust Statistics, May 2019, Guayaquil, Ecuador |
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A robust alternative to the sample autocovariance and autocorrelation functionsInternational Conference on Robust Statistics, May 2019, Guayaquil, Ecuador |
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The estimation and testing of the fractional cointegration order based on the frequency domain : A robust approach12th International Conference on Computational and Financial Econometrics, Dec 2018, Pisa, Italy |
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A robust alternative for the estimation of autocovariance from the frequency domain for multivariate processesInternational Work-Conference on Time Series, Sep 2018, Granada, Spain. pp.1011 - 1012 |
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A model for count time series with periodic two orders autoregressive structure12th International Conference on Computational and Financial Econometrics, Dec 2018, Pisa, Italy |
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On subset integer-valued autoregressions12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics, Jul 2018, Vilnius, Lithuania. pp.332 |
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Radar Detection Schemes for Joint Temporal and Spatial Correlated Clutter Using Vector ARMA Models25th European Signal Processing Conference (EUSIPCO 2017), Aug 2017, Kos, Greece. 5 p., ⟨10.23919/eusipco.2017.8081373⟩ |
An application of the GAM-PCA-VAR model to respiratory disease and air pollution dataInternational Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.319-320 |
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Robust estimation of covariance and correlation functions of a stationary multivariate processInternational Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.47-58 |
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Forecasting Intraday Risk Measures using Multiplicative Component GARCH Model and Multimodal DistributionsInternational Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.249-253 |
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Robust autocovariance estimation from the frequency domainInternational Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.1073-1074 |
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A Multimodal Asymmetric Exponential Power Distribution: Application to risk measurement for financial high-frequency data25th European Signal Processing Conference (EUSIPCO 2017), Aug 2017, Kos island, Greece. 5 p., ⟨10.23919/EUSIPCO.2017.8081378⟩ |
Backtesting Expected Shortfall with a skewed exponential power distribution in electricity markets24th European Signal Processing Conference (EUSIPCO), Aug 2016, Budapest, Hungary. pp.2141-2145, ⟨10.1109/eusipco.2016.7760627⟩ |
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A skewed exponential power distribution to measure value at risk in electricity market2016 IEEE Statistical Signal Processing Workshop (SSP), Jun 2016, Palma de Mallorca, Spain. 5 p., ⟨10.1109/ssp.2016.7551835⟩ |
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A robust estimation approach for fitting a PARMA model to real data2016 IEEE Statistical Signal Processing Workshop (SSP), Jun 2016, Palma de Mallorca, Spain. 5 p., ⟨10.1109/ssp.2016.7551740⟩ |
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Periodic ARMA models: Application to particulate matter concentrationsEuropean Signal Processing Conference, Aug 2015, Nice, France. pp.2181 - 2185, ⟨10.1109/EUSIPCO.2015.7362771⟩ |
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Estimation of autoregressive models with epsilon-skew-normal innovations22nd European Signal Processing Conference (EUSIPCO 2014) , Sep 2014, Lisboa, Portugal |
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AR processes with non-gaussian asymmetric innovations21st European Signal Processing Conference (EUSIPCO-2013), Sep 2013, Marrakech, Morocco. 5 p |
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Estimation d'un modèle autorégressif conditionnellement hétéroscédastique en présence de données manquantesGRETSI 2013, Sep 2013, Brest, France. 4 p |
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ARCH modeling in the presence of missing dataAsilomar 2013, Nov 2013, Pacific Grove, United States. 5 p |
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Modélisation de données à longue mémoire localement stationnaires44ème Journées de Statistique, May 2012, Bruxelles, Belgium |
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Structural changes estimation for long-memory processes12th Latin American Congress of Probability and Mathematical Statistics, 2012, Vina del Mar, Chile |
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A selection criterion for piecewise stationary long-memory modelsIEEE SSP 2012, Aug 2012, Ann Arbor, United States. pp.908-911, ⟨10.1109/SSP.2012.6319856⟩ |
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A procedure for modeling non-stationary signals with long range dependenceIFAC 2011, Aug 2011, Milan, Italy. pp.4440-4445 |
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Modeling non-stationary long-memory signals with large amounts of dataEUSIPCO 2011, Aug 2011, Barcelone, Spain. pp.2234-2238 |
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Break detection in nonstationary strongly dependent long time seriesSSP 2011, Jun 2011, Nice, France. pp.577-580, ⟨10.1109/SSP.2011.5967763⟩ |
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Piecewise model selection for non-stationary long memory dataGRETSI 2011, Sep 2011, Bordeaux, France. pp.1-4 |
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A new method for modeling nonstationary FARIMA signals2nd Sondra Workshop on Electromagnetic Modeling, New Concepts and Signal Processing for Radar Detection and Remote Sensing, 2010, France. pp.208-211 |
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Discovering Piecewise Linear Models of Grid Workload10th IEEE/ACM International Conference on Cluster, Cloud and Grid Computing, May 2010, Melbourne, Australia. pp.474-484 |
Modelling piecewise long memory signals based on MDLICASSP 2010, Mar 2010, Dallas, United States. pp.3782-3785, ⟨10.1109/ICASSP.2010.5495848⟩ |
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Un Modèle FARIMA Localement Stationnaire41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France |
Les Petits Se Demandent2020, 978-65-00-07124-5 |
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Identifiability and Whittle Estimation of Periodic ARMA ModelsChang 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; Springer Nature Switzerland, pp.149-173, In press, 978-3-031-66398-7. ⟨10.1007/978-3-031-66398-7_8⟩ |
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An Overview of Robust Spectral EstimatorsSpringer International Publishing. Cyclostationarity: Theory and Methods IV, pp.204-224, 2020, ⟨10.1007/978-3-030-22529-2_12⟩ |
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On generalized additive models with dependent time series covariatesRojas, 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⟩ |
tsqn: Applications of the Qn Estimator to Time Series (Univariate and Multivariate)2017 |
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Discovering Linear Models of Grid Workload[Research Report] RR-7112, INRIA. 2009 |