selected publications

• academic article

  • Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context.  Bernoulli.  19. 2013
  • Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes.  Journal of Time Series Analysis.  32:135-156. 2010

• blog posting

  • Robust Retrospective Multiple Change-point Estimation for Multivariate Data.  arXiv (Cornell University). 2011

• conference paper

  • Sequential Design of Computer Experiments for Parameter Estimation.  European Signal Processing Conference. 2012
  • Robust estimation of the memory parameter of Gaussian time series using wavelets.  . 553-556. 2011
  • Robust retrospective multiple change-point estimation for multivariate data.  . 405-408. 2011
  • Robust changepoint detection based on multivariate rank statistics.  . 3608-3611. 2011
  • Distributed detection/localization of network anomalies using rank tests.  IEEE/SP 13th Workshop on Statistical Signal Processing, 2005. 749-752. 2009