Bibliography

Publications of the year

Articles in International Peer-Reviewed Journal

1H. Biermé, C. Lacaux, H.-P. Scheffler.

Multi-operator Scaling Random Fields, in: Stochastic Processes and their Applications, 2011, vol. 121, p. 2642-2677.

http://hal.inria.fr/hal-00551707/en
2O. Collignon, J.-M. Monnez, P. Vallois, F. Codreanu, J.-M. Renaudin, G. Kanny, M. Brulliard, B. Bihain, S. Jacquenet, D.-A. Moneret-Vautrin.

Discriminant analyses of peanut allergy severity scores, in: Journal of Applied Statistics, 2011, vol. 38, n^o 9, p. 1783-1799. [ DOI : 10.1080/02664763.2010.529878 ]

http://hal.archives-ouvertes.fr/hal-00643787/en/
3R. Keinj, T. Bastogne, P. Vallois.

Multinomial model-based formulations of TCP and NTCP for radiotherapy treatment planning, in: Journal of Theoretical Biology, June 2011, vol. 279, n^o 1, p. 55-62. [ DOI : 10.1016/j.jtbi.2011.03.025 ]

http://hal.inria.fr/hal-00588935/en
4D. Nualart, S. Tindel.

A construction of the rough path above fractional Brownian motion using Volterra's representation, in: Annals of Probability, 2011, p. Vol. 39, no. 3, 1061-1096, 25 pages.

http://hal.inria.fr/hal-00414075/en
5S. Tindel, J. Unterberger.

The rough path associated to the multidimensional analytic fbm with any Hurst parameter, in: Collectanea Mtematica, 2011, p. Vol 62, no. 2, 197-223, 32 pages..

http://hal.inria.fr/hal-00327355/en
6P. Vallois, J.-M. Monnez.

A novel immunoassay using recombinant allergens simplifies peanut allergy diagnosis, in: International Archives of Allergy and Immunology, 2011, vol. 154, p. 216-226.

http://hal.inria.fr/hal-00644649/en
7P. Vallois.

A characterization of Kummer, gamma and beta distributions via Matsumoto-Yor property, in: Electronic Journal of Probability, 2011, to appear.

http://hal.inria.fr/hal-00644653/en

International Conferences with Proceedings

8T. Bastogne, L. Tirand, J. Gravier, D. Bechet, V. Morosini, M. Pernot, C. Frochot, A. Richard, F. Guillemin, M. Barberi-Heyob.

Contributions of experiment designs in photodynamic therapy: photosensitizer design, treatment analysis and optimization., in: 13th World Congress of the International Photodynamic Association, IPA 2011, Innsbruck, Austria, May 2011, CDROM p, Abstract published in Photodiagnosis and Photodynamic Therapy, 8(2):137, 2011.

http://hal.inria.fr/hal-00597950/en

Internal Reports

9F. Baudoin, C. Ouyang, S. Tindel.

Upper bounds for the density of solutions of stochastic differential equations driven by fractional Brownian motions, 2011, 27 pages.

http://hal.archives-ouvertes.fr/hal-00639187/en/
10A. Chronopoulou, S. Tindel.

On inference for fractional differential equations, 2011, 33 pages, 2 figures..

http://hal.archives-ouvertes.fr/hal-00587087/en/
11S. Cohen, F. Gamboa, C. Lacaux, J.-M. Loubes.

LAN property for some fractional type Brownian motion, 2011.

http://hal.archives-ouvertes.fr/hal-00638121/en/
12Y. Hu, S. Tindel.

Smooth density for some nilpotent rough differential equations, 2011, Contains a Norris type lemma in the rough paths context. A similar result is to be posted soon by M. Hairer and N. Pillai.

http://hal.archives-ouvertes.fr/hal-00584938/en/
13R. Keinj, T. Bastogne, P. Vallois.

Tumor growth modeling based on cell lifespans, 2011.
14A. Neuenkirch, S. Tindel.

A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise, 2011, 15 pages.

http://hal.archives-ouvertes.fr/hal-00639030/en/

Other Publications

15X. Bardina, D. Bascompte, C. Rovira, S. Tindel.

A stochastic model for bacteriophage therapies, 2011, 17 pages, 2 figures.

http://hal.archives-ouvertes.fr/hal-00619307/en/
16H. Cardot, P. Cénac, J.-M. Monnez.

A fast and recursive algorithm for clustering large datasets with $k$ -medians, January 2011, Prépublication IECN 2011/5.

http://hal.archives-ouvertes.fr/hal-00558145/en/
17H. Cardot, P. Cénac, J.-M. Monnez.

A fast and recursive algorithm for clustering large datasets with k-medians, 2011.

http://hal.archives-ouvertes.fr/hal-00644683/en/
18A. Crudu, A. Debussche, A. Muller, O. Radulescu.

Convergence of stochastic gene networks to hybrid piecewise deterministic processes, 2011, Prépublication IECN 2011/3; IRMAR 2011/04.

http://hal.archives-ouvertes.fr/hal-00553482/en/
19A. Deya, S. Tindel.

Malliavin calculus for fractional heat equation, 2011, Dedicated to David Nualart on occasion of his 60th birthday.

http://hal.archives-ouvertes.fr/hal-00618597/en/
20G. Ducharme, S. Ferrigno.

An Omnibus Test of Goodness-of-fit for Conditional Distribution Functions with Applications to Regression Models, February 2011.

http://hal.archives-ouvertes.fr/hal-00641034/en/
21S. Ferrigno, M. Maumy-Bertrand, A. Muller.

Uniform law of the logarithm for the conditional distribution function and application to certainty bands, July 2011.

http://hal.archives-ouvertes.fr/hal-00641027/en/
22Y. Hu, M. Jolis, S. Tindel.

On Stratonovich and Skorohod stochastic calculus for Gaussian processes, 2011, 43 pages.

http://hal.archives-ouvertes.fr/hal-00556955/en/
23J. Istas, C. Lacaux.

On locally self-similar fractional random fields indexed by a manifold, 2011.

http://hal.archives-ouvertes.fr/hal-00193203/en/
24C. Lacaux, R. Marty.

From invariance principles to a class of multifractional fields related to fractional sheets, 2011, MAP5 2011-08.

http://hal.archives-ouvertes.fr/hal-00592188/en/

References in notes

25J. M. Bardet, G. Lang, G. Oppenheim, A. Philippe, S. Stoev, M. Taqqu.

Semi-parametric estimation of the long-range dependence parameter: a survey, in: Theory and applications of long-range dependence, Birkhauser Boston, 2003, p. 557?-577.
26T. Bastogne, S. Mézières-Wantz, N. Ramdani, P. Vallois, M. Barberi-Heyob.

Identification of pharmacokinetics models in the presence of timing noise, in: Eur. J. Control, 2008, vol. 14, n^o 2, p. 149–157.

http://dx.doi.org/10.3166/ejc.14.149-157
27A. Benassi, S. Jaffard, D. Roux.

Elliptic Gaussian random processes, in: Rev. Mat. Iberoamericana, 1997, vol. 13, n^o 1, p. 19–90.
28J. O. Berger.

Statistical decision theory and Bayesian analysis, Springer Series in Statistics, Springer-Verlag, New York, 1993, Corrected reprint of the second (1985) edition.
29H. Biermé, Claude-Laurent. Benhamou, F. Richard.

Parametric estimation for Gaussian operator scaling random fields and anisotropy analysis of bone radiographs texture, in: Proc. MICCAI 12th Int. Conference, London, 2009.
30H. Biermé, C. Lacaux.

Hölder regularity for operator scaling stable random fields, in: Stochastic Process. Appl., 2009, vol. 119, n^o 7, p. 2222–2248.

http://dx.doi.org/10.1016/j.spa.2008.10.008
31H. Biermé, C. Lacaux, H.-P. Scheffler.

Multi-operator Scaling Random Fields, in: Stochastic Processes and their Applications, 2011, vol. 121, n^o 11, p. 2642-2677, MAP5 2011-01. [ DOI : 10.1016/j.spa.2011.07.002 ]

http://hal.archives-ouvertes.fr/hal-00551707/en/
32H. Biermé, C. Lacaux, Y. Xiao.

Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields, in: Bull. Lond. Math. Soc., 2009, vol. 41, n^o 2, p. 253–273.

http://dx.doi.org/10.1112/blms/bdn122
33B. Brunet-Imbault, G. Lemineur, C. Chappard, R. Harba, Claude-Laurent. Benhamou.

A new anisotropy index on trabecular bone radiographic images using the fast Fourier transform, in: BMC Med. Imaging, 2005, vol. 5, n^o 1, 4 p.
34M. Carletti.

Mean-square stability of a stochastic model for bacteriophage infection with time delays, in: Math. Biosci., 2007, vol. 210, n^o 2, p. 395–414.

http://dx.doi.org/10.1016/j.mbs.2007.05.009
35J. F. Coeurjolly.

Simulation and identification of the fractional brownian motion: a bibliographical and comparative study., in: Journal of Statistical Software, 2000, vol. 5, p. 1–53.
36S. Cohen, C. Lacaux, M. Ledoux.

A general framework for simulation of fractional fields, in: Stochastic Process. Appl., 2008, vol. 118, n^o 9, p. 1489–1517.

http://dx.doi.org/10.1016/j.spa.2007.09.008
37S. Cohen, R. Marty.

Invariance principle, multifractional Gaussian processes and long-range dependence, in: Ann. Inst. Henri Poincaré Probab. Stat., 2008, vol. 44, n^o 3, p. 475–489.
38A. Crudu, A. Debussche, O. Radulescu.

Hybrid stochastic simplifications for multiscale gene networks, in: BMC Systems Biology, 2009, vol. 3, 89 p.

http://hal.inria.fr/inria-00431227/en/
39R. Dahlhaus.

Efficient parameter estimation for self-similar processes, in: Ann. Statist., 1989, vol. 17, n^o 4, p. 1749–1766.
40A. Deya, S. Tindel.

Rough Volterra equations. I. The algebraic integration setting, in: Stoch. Dyn., 2009, vol. 9, n^o 3, p. 437–477.

http://dx.doi.org/10.1142/S0219493709002737
41S. Dobre, T. Bastogne, M. Barberi-Heyob, A. Richard.

Practical identifiability of photophysical parameters in photodynamic therapy, in: 29th Annual International Conference of the IEEE Engineering in Medicine and Biology Society, EMBC'2007, Lyon, France, August 2007, CDROM.

http://hal.archives-ouvertes.fr/hal-00167475/en/
42G. B. Durham, A. R. Gallant.

Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes, in: J. Bus. Econom. Statist., 2002, vol. 20, n^o 3, p. 297–338, With comments and a reply by the authors.

http://dx.doi.org/10.1198/073500102288618397
43S. Ferrigno, G. Ducharme.

Un test d'adéquation global pour la fonction de répartition conditionnelle, in: C. R. Math. Acad. Sci. Paris, 2005, vol. 341, n^o 5, p. 313–316.

http://dx.doi.org/10.1016/j.crma.2005.07.003
44S. Ferrigno, G. Ducharme.

Un choix de fenêtre optimal en estimation polynomiale locale de la fonction de répartition conditionnelle, in: C. R. Math. Acad. Sci. Paris, 2008, vol. 346, n^o 1-2, p. 83–86.

http://dx.doi.org/10.1016/j.crma.2007.11.026
45M. Gubinelli, S. Tindel.

Rough evolution equations, in: Ann. Probab., 2010, vol. 38, n^o 1, p. 1–75.

http://dx.doi.org/10.1214/08-AOP437
46S. C. Kou.

Stochastic Networks in Nanoscale Biophysics, in: Journal of the American Statistical Association, 2008, vol. 103, n^o 483, p. 961-975.

http://pubs.amstat.org/doi/abs/10.1198/016214507000001021
47Y. A. Kutoyants.

Statistical inference for ergodic diffusion processes, Springer Series in Statistics, Springer-Verlag London Ltd., London, 2004.
48C. Lacaux.

Real Harmonizable Multifractional Lévy Motions, in: Ann. Inst. Poincaré., 2004, vol. 40, n^o 3, p. 259–277.
49C. Lacaux.

Series representation and simulation of multifractional Lévy motions, in: Adv. in Appl. Probab., 2004, vol. 36, n^o 1, p. 171–197.

http://dx.doi.org/10.1239/aap/1077134469
50C. Lacaux, J.-M. Loubes.

Hurst exponent estimation of fractional Lévy motion, in: ALEA Lat. Am. J. Probab. Math. Stat., 2007, vol. 3, p. 143–164.
51C. Lacaux, R. Marty.

From invariance principles to a class of multifractional fields related to fractional sheets, 2011, MAP5 2011-08.

http://hal.archives-ouvertes.fr/hal-00592188/en/
52L. Lebart.

On the Benzecri's method for computing eigenvectors by stochastic approximation (the case of binary data), in: Compstat 1974 (Proc. Sympos. Computational Statist., Univ. Vienna, Vienna, 1974), Vienna, Physica Verlag, Vienna, 1974, p. 202–211.
53O. Lieberman, R. Rosemarin, J. Rousseau.

Asymptotic Theory for Maximum Likelihood Estimation of the Memory Parameter in Stationary Gaussian Processes, in: Econometric Theory, 2011, p. 1–14, to appear. [ DOI : 10.1017/S0266466611000399 ]

http://www.esaim-cocv.org/action/displayAbstract?fromPage=online&aid=8376039&fulltextType=RA&fileId=S0266466611000399
54H. Liero.

Testing homoscedasticity in nonparametric regression, in: Journal of Nonparametric Statistics, 2003, vol. 15, n^o 1, p. 31-51.

http://www.tandfonline.com/doi/abs/10.1080/10485250306038
55T. Lyons, Z. Qian.

System control and rough paths, Oxford mathematical monographs, Clarendon Press, 2002.

http://books.google.com/books?id=H9fRQNIngZYC
56J. MacQueen.

Some methods for classification and analysis of multivariate observations., 1967, Proc. 5th Berkeley Symp. Math. Stat. Probab., Univ. Calif. 1965/66, 1, 281-297 (1967)..
57J.-M. Monnez.

Approximation stochastique en analyse factorielle multiple, in: Ann. I.S.U.P., 2006, vol. 50, n^o 3, p. 27–45.
58J.-M. Monnez.

Stochastic approximation of the factors of a generalized canonical correlation analysis, in: Statist. Probab. Lett., 2008, vol. 78, n^o 14, p. 2210–2216.

http://dx.doi.org/10.1016/j.spl.2008.01.088
59J.-M. Monnez.

Convergence d'un processus d'approximation stochastique en analyse factorielle, in: Publ. Inst. Statist. Univ. Paris, 1994, vol. 38, n^o 1, p. 37–55.
60D. Márquez-Carreras, C. Rovira, S. Tindel.

Asymptotic behavior of the magnetization for the perceptron model, in: Ann. Inst. H. Poincaré Probab. Statist., 2006, vol. 42, n^o 3, p. 327–342.

http://dx.doi.org/10.1016/j.anihpb.2005.04.005
61A. Neuenkirch, I. Nourdin, A. Rößler, S. Tindel.

Trees and asymptotic expansions for fractional stochastic differential equations, in: Ann. Inst. Henri Poincaré Probab. Stat., 2009, vol. 45, n^o 1, p. 157–174.

http://dx.doi.org/10.1214/07-AIHP159
62F. Russo, P. Vallois.

Elements of stochastic calculus via regularization, in: Séminaire de Probabilités XL, Berlin, Lecture Notes in Math., Springer, Berlin, 2007, vol. 1899, p. 147–185.

http://dx.doi.org/10.1007/978-3-540-71189-6_7
63S. Tindel.

Quenched large deviation principle for the overlap of a $p$ -spins system, in: J. Statist. Phys., 2003, vol. 110, n^o 1-2, p. 51–72.

http://dx.doi.org/10.1023/A:1021062510565
64C. A. Tudor, F. G. Viens.

Statistical aspects of the fractional stochastic calculus, in: Ann. Statist., 2007, vol. 35, n^o 3, p. 1183–1212.

http://dx.doi.org/10.1214/009053606000001541
65É. Walter, L. Pronzato.

Identification of parametric models, Communications and Control Engineering Series, Springer-Verlag, Berlin, 1997, From experimental data, Translated from the 1994 French original and revised by the authors, with the help of John Norton.
66A. W. van der Vaart.

Asymptotic statistics, Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge University Press, Cambridge, 1998, vol. 3.

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