selected publications

• academic article

  • General-order observation-driven models: Ergodicity and consistency of the maximum likelihood estimator.  Electronic Journal of Statistics.  15. 2021
  • Posterior consistency for partially observed Markov models.  Stochastic Processes and their Applications.  130:733-759. 2019
  • The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains.  The Annals of Applied Probability.  26. 2016
  • Local propagation speed constrained estimation of the slowness vector from non-planar array observations.  The Journal of the Acoustical Society of America.  139:559-567. 2016
  • Corrigendum to: Slowness estimation from noisy time delays observed on non-planar arrays.  Geophysical Journal International.  200:676-676. 2014
  • Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders.  Stochastic Processes and their Applications.  124:2517-2541. 2014
  • Locally stationary long memory estimation.  Stochastic Processes and their Applications.  121:813-844. 2010
  • Linear fractional stable sheets: Wavelet expansion and sample path properties.  Stochastic Processes and their Applications.  119:1168-1197. 2008

• blog posting

  • The Multi-Channel Maximum-Likelihood (MCML) method: towards a cost-effective multisource estimation algorithm.  . 2024
  • The Multi-Channel Maximum-Likelihood (MCML) method: towards a multisource detection and wave parameter estimations using deep learning.  . 2023
  • The Multi-Channel Maximum-Likelihood (MCML) method: a new approach for infrasound detection and wave parameter estimation.  . 2022
  • Monotonic alpha-divergence minimisation.  HAL (Le Centre pour la Communication Scientifique Directe). 2021
  • Necessary and sufficient conditions for the identifiability of observation-driven models.  arXiv (Cornell University). 2019
  • The $f$-Divergence Expectation Iteration Scheme.  arXiv (Cornell University). 2019
  • Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes.  arXiv (Cornell University). 2011
  • Locally stationary long memory estimation.  . 2011
  • Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory.  arXiv (Cornell University). 2010
  • Locally stationary long memory estimation.  arXiv (Cornell University). 2009
  • Weak convergence of the regularization path in penalized M-estimation.  arXiv (Cornell University). 2008
  • Linear Fractional Stable Sheets: wavelet expansion and sample path properties.  arXiv (Cornell University). 2008
  • Central Limit Theorems for arrays of decimated linear processes.  arXiv (Cornell University). 2008

• chapter

  • Testing for homogeneity of variance in the wavelet domain..  Lecture notes in statistics. 175-205. 2010

• conference paper

  • A quantitative analysis of digital library user behaviours based on access logs.  HAL (Le Centre pour la Communication Scientifique Directe). 2017

• report

  • Analysis of Gallica Usage Traces.  HAL (Le Centre pour la Communication Scientifique Directe). 2017