Alexandre Brouste

Identifiers

• name variant Alexandre Brouste 0.60 · backfill

Papers (3)

1. Local asymptotic normality property for fractional Gaussian noise under high-frequency observations math.ST · 2016 · author #1
2. Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise math.ST · 2013 · author #1
3. Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package stat.CO · 2011 · author #1

Mentions

• 1304.5929 #1 · backfill · confidence 0.70 Alexandre Brouste
• 1112.3777 #1 · backfill · confidence 0.70 Alexandre Brouste

Frequent Coauthors

• Chunhao Cai 1 shared papers
• Marina Kleptsyna 1 shared papers
• Masaaki Fukasawa 1 shared papers
• Stefano M. Iacus 1 shared papers