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Soulier, Philippe

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Author ID: soulier.philippe Recent zbMATH articles by "Soulier, Philippe"
Published as: Soulier, P.; Soulier, Ph.; Soulier, Philippe
External Links: MGP · Wikidata
Documents Indexed: 60 Publications since 1991, including 3 Books

Publications by Year

Citations contained in zbMATH

48 Publications have been cited 445 times in 343 Documents Cited by Year
Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062
Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe
57
2004
Broadband log-periodogram regression of time series with long-range dependence. Zbl 0962.62085
Moulines, Eric; Soulier, Philippe
39
1999
Estimating long memory in volatility. Zbl 1151.91702
Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe
35
2005
Wavelet estimator of long-range dependent processes. Zbl 1054.62579
Bardet, J. M.; Lang, G.; Moulines, E.; Soulier, P.
31
2000
Heavy tailed time series with extremal independence. Zbl 1333.60102
Kulik, Rafał; Soulier, Philippe
19
2015
Computable convergence rates for sub-geometric ergodic Markov chains. Zbl 1131.60065
Douc, Randal; Moulines, Eric; Soulier, Philippe
19
2007
The FEXP estimator for potentially non-stationary linear time series. Zbl 1057.62074
Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe
17
2002
The tail empirical process for long memory stochastic volatility sequences. Zbl 1253.60030
Kulik, Rafał; Soulier, Philippe
14
2011
Semiparametric spectral estimation for fractional processes. Zbl 1109.62353
Moulines, Eric; Soulier, Philippe
14
2003
Estimation of bivariate excess probabilities for elliptical models. Zbl 1155.62042
Abdous, Belkacem; Fougères, Anne-Laure; Ghoudi, Kilani; Soulier, Philippe
13
2008
Moment bounds and central limit theorem for functions of Gaussian vectors. Zbl 0993.60019
Soulier, Philippe
11
2001
Nonparametric estimation of the diffusion coefficient of a diffusion process. Zbl 0894.62093
Soulier, Philippe
11
1998
Limit conditional distributions for bivariate vectors with polar representation. Zbl 1195.60025
Fougères, Anne-Laure; Soulier, Philippe
10
2010
On the existence of some ARCH\((\infty)\)processes. Zbl 1136.60327
Douc, Randal; Roueff, François; Soulier, Philippe
9
2008
Estimation of the memory parameter of the infinite-source Poisson process. Zbl 1127.62070
Faÿ, Gilles; Roueff, François; Soulier, Philippe
9
2007
Estimation of the location and exponent of the spectral singularity of a long memory process. Zbl 1051.62075
Hidalgo, Javier; Soulier, Philippe
9
2004
The periodogram of an i.i.d. sequence. Zbl 1046.62097
Fay, Gilles; Soulier, Philippe
9
2001
Adaptive estimation of the fractional differencing coefficient. Zbl 1006.62082
Iouditsky, Anatoli; Moulines, Eric; Soulier, Philippe
9
2001
Dependence in probability and statistics. Zbl 1092.60002
Bertail, Patrice (ed.); Doukhan, Paul (ed.); Soulier, Philippe (ed.)
8
2006
Estimation of conditional laws given an extreme component. Zbl 1329.62164
Fougères, Anne-Laure; Soulier, Philippe
7
2012
Estimation of long memory in the presence of a smooth nonparametric trend. Zbl 1117.62359
Hurvich, Clifford; Lang, Gabriel; Soulier, Philippe
7
2005
Monotone spectral density estimation. Zbl 1209.62206
Anevski, Dragi; Soulier, Philippe
6
2011
Conditions for the propagation of memory parameter from durations to counts and realized volatility. Zbl 1253.62077
Deo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi
6
2009
Data driven order selection for projection estimator of the spectral density of time series with long range dependence. Zbl 0958.62091
Moulines, Eric; Soulier, Philippe
6
2000
Markov chains. Zbl 1429.60002
Douc, Randal; Moulines, Eric; Priouret, Pierre; Soulier, Philippe
5
2018
Long memory in nonlinear processes. Zbl 1187.62141
Deo, Rohit; Hsieh, Mengchen; Hurvich, Clifford M.; Soulier, Philippe
5
2006
Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. Zbl 1102.62093
Faÿ, Gilles; Moulines, Eric; Soulier, Philippe
5
2004
Nonlinear functionals of the periodogram. Zbl 1063.62015
Fay, Gilles; Moulines, Eric; Soulier, Philippe
5
2002
Convergence of random spectral measures and applications to invariance principles. Zbl 0978.60023
Lang, Gabriel; Soulier, Philippe
5
2000
Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process. Zbl 1273.60028
Kulik, Rafał; Soulier, Philippe
4
2013
Testing for long memory in volatility. Zbl 1033.62102
Hurvich, Clifford M.; Soulier, Philippe
4
2002
Marcinkiewicz-Zygmund strong laws for infinite variance time series. Zbl 1054.60037
Louhichi, Sana; Soulier, Philippe
4
2000
Central and non central limit theorems for quadratic forms of a strongly dependent Gaussian field. Zbl 0881.60023
Doukhan, Paul; León, Jose R.; Soulier, Philippe
4
1996
The tail process revisited. Zbl 1417.60043
Planinić, Hrvoje; Soulier, Philippe
3
2018
An invariance principle for sums and record times of regularly varying stationary sequences. Zbl 1404.60043
Basrak, Bojan; Planinić, Hrvoje; Soulier, Philippe
3
2018
Estimating the scaling function of multifractal measures and multifractal random walks using ratios. Zbl 1398.60059
Ludeña, Carenne; Soulier, Philippe
3
2014
Asymptotics for duration-driven long range dependent processes. Zbl 1418.62332
Hsieh, Meng-Chen; Hurvich, Clifford M.; Soulier, Philippe
3
2007
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains. Zbl 1448.60114
Kulik, Rafał; Soulier, Philippe; Wintenberger, Olivier
2
2019
Tail measure and spectral tail process of regularly varying time series. Zbl 1404.60074
Dombry, Clément; Hashorva, Enkelejd; Soulier, Philippe
2
2018
Convergence to stable laws in the space \(\mathcal D\). Zbl 1326.60039
Roueff, François; Soulier, Philippe
2
2015
Limit theorems for long-memory stochastic volatility models with infinite variance: partial sums and sample covariances. Zbl 1275.62072
Kulik, Rafał; Soulier, Philippe
2
2012
On the properties of the periodogram of a stationary long-memory process over different epochs with applications. Zbl 1224.62078
Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C.
2
2010
The central limit theorem for stationary associated sequences. Zbl 1017.60020
Louhichi, S.; Soulier, Ph.
2
2002
The diameter of an elliptical cloud. Zbl 1327.60036
Demichel, Yann; Fermin, Ana-Karina; Soulier, Philippe
1
2015
Function-indexed empirical processes based on an infinite source Poisson transmission stream. Zbl 1259.60036
Roueff, François; Samorodnitsky, Gennady; Soulier, Philippe
1
2012
Adaptive estimation of the spectral density of a weakly or strongly dependent Gaussian process. Zbl 1005.62079
Soulier, Ph.
1
2001
Non parametric estimation of a strongly dependent stationary Gaussian field. Zbl 0864.62062
Soulier, Philippe
1
1996
Déviation quadratique pour des estimateurs de la variance d’une diffusion. (Quadratic deviation of estimators of the diffusion coefficient of a diffusion process). Zbl 0735.62083
Soulier, Philippe
1
1991
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains. Zbl 1448.60114
Kulik, Rafał; Soulier, Philippe; Wintenberger, Olivier
2
2019
Markov chains. Zbl 1429.60002
Douc, Randal; Moulines, Eric; Priouret, Pierre; Soulier, Philippe
5
2018
The tail process revisited. Zbl 1417.60043
Planinić, Hrvoje; Soulier, Philippe
3
2018
An invariance principle for sums and record times of regularly varying stationary sequences. Zbl 1404.60043
Basrak, Bojan; Planinić, Hrvoje; Soulier, Philippe
3
2018
Tail measure and spectral tail process of regularly varying time series. Zbl 1404.60074
Dombry, Clément; Hashorva, Enkelejd; Soulier, Philippe
2
2018
Heavy tailed time series with extremal independence. Zbl 1333.60102
Kulik, Rafał; Soulier, Philippe
19
2015
Convergence to stable laws in the space \(\mathcal D\). Zbl 1326.60039
Roueff, François; Soulier, Philippe
2
2015
The diameter of an elliptical cloud. Zbl 1327.60036
Demichel, Yann; Fermin, Ana-Karina; Soulier, Philippe
1
2015
Estimating the scaling function of multifractal measures and multifractal random walks using ratios. Zbl 1398.60059
Ludeña, Carenne; Soulier, Philippe
3
2014
Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process. Zbl 1273.60028
Kulik, Rafał; Soulier, Philippe
4
2013
Estimation of conditional laws given an extreme component. Zbl 1329.62164
Fougères, Anne-Laure; Soulier, Philippe
7
2012
Limit theorems for long-memory stochastic volatility models with infinite variance: partial sums and sample covariances. Zbl 1275.62072
Kulik, Rafał; Soulier, Philippe
2
2012
Function-indexed empirical processes based on an infinite source Poisson transmission stream. Zbl 1259.60036
Roueff, François; Samorodnitsky, Gennady; Soulier, Philippe
1
2012
The tail empirical process for long memory stochastic volatility sequences. Zbl 1253.60030
Kulik, Rafał; Soulier, Philippe
14
2011
Monotone spectral density estimation. Zbl 1209.62206
Anevski, Dragi; Soulier, Philippe
6
2011
Limit conditional distributions for bivariate vectors with polar representation. Zbl 1195.60025
Fougères, Anne-Laure; Soulier, Philippe
10
2010
On the properties of the periodogram of a stationary long-memory process over different epochs with applications. Zbl 1224.62078
Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C.
2
2010
Conditions for the propagation of memory parameter from durations to counts and realized volatility. Zbl 1253.62077
Deo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi
6
2009
Estimation of bivariate excess probabilities for elliptical models. Zbl 1155.62042
Abdous, Belkacem; Fougères, Anne-Laure; Ghoudi, Kilani; Soulier, Philippe
13
2008
On the existence of some ARCH\((\infty)\)processes. Zbl 1136.60327
Douc, Randal; Roueff, François; Soulier, Philippe
9
2008
Computable convergence rates for sub-geometric ergodic Markov chains. Zbl 1131.60065
Douc, Randal; Moulines, Eric; Soulier, Philippe
19
2007
Estimation of the memory parameter of the infinite-source Poisson process. Zbl 1127.62070
Faÿ, Gilles; Roueff, François; Soulier, Philippe
9
2007
Asymptotics for duration-driven long range dependent processes. Zbl 1418.62332
Hsieh, Meng-Chen; Hurvich, Clifford M.; Soulier, Philippe
3
2007
Dependence in probability and statistics. Zbl 1092.60002
Bertail, Patrice (ed.); Doukhan, Paul (ed.); Soulier, Philippe (ed.)
8
2006
Long memory in nonlinear processes. Zbl 1187.62141
Deo, Rohit; Hsieh, Mengchen; Hurvich, Clifford M.; Soulier, Philippe
5
2006
Estimating long memory in volatility. Zbl 1151.91702
Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe
35
2005
Estimation of long memory in the presence of a smooth nonparametric trend. Zbl 1117.62359
Hurvich, Clifford; Lang, Gabriel; Soulier, Philippe
7
2005
Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062
Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe
57
2004
Estimation of the location and exponent of the spectral singularity of a long memory process. Zbl 1051.62075
Hidalgo, Javier; Soulier, Philippe
9
2004
Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. Zbl 1102.62093
Faÿ, Gilles; Moulines, Eric; Soulier, Philippe
5
2004
Semiparametric spectral estimation for fractional processes. Zbl 1109.62353
Moulines, Eric; Soulier, Philippe
14
2003
The FEXP estimator for potentially non-stationary linear time series. Zbl 1057.62074
Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe
17
2002
Nonlinear functionals of the periodogram. Zbl 1063.62015
Fay, Gilles; Moulines, Eric; Soulier, Philippe
5
2002
Testing for long memory in volatility. Zbl 1033.62102
Hurvich, Clifford M.; Soulier, Philippe
4
2002
The central limit theorem for stationary associated sequences. Zbl 1017.60020
Louhichi, S.; Soulier, Ph.
2
2002
Moment bounds and central limit theorem for functions of Gaussian vectors. Zbl 0993.60019
Soulier, Philippe
11
2001
The periodogram of an i.i.d. sequence. Zbl 1046.62097
Fay, Gilles; Soulier, Philippe
9
2001
Adaptive estimation of the fractional differencing coefficient. Zbl 1006.62082
Iouditsky, Anatoli; Moulines, Eric; Soulier, Philippe
9
2001
Adaptive estimation of the spectral density of a weakly or strongly dependent Gaussian process. Zbl 1005.62079
Soulier, Ph.
1
2001
Wavelet estimator of long-range dependent processes. Zbl 1054.62579
Bardet, J. M.; Lang, G.; Moulines, E.; Soulier, P.
31
2000
Data driven order selection for projection estimator of the spectral density of time series with long range dependence. Zbl 0958.62091
Moulines, Eric; Soulier, Philippe
6
2000
Convergence of random spectral measures and applications to invariance principles. Zbl 0978.60023
Lang, Gabriel; Soulier, Philippe
5
2000
Marcinkiewicz-Zygmund strong laws for infinite variance time series. Zbl 1054.60037
Louhichi, Sana; Soulier, Philippe
4
2000
Broadband log-periodogram regression of time series with long-range dependence. Zbl 0962.62085
Moulines, Eric; Soulier, Philippe
39
1999
Nonparametric estimation of the diffusion coefficient of a diffusion process. Zbl 0894.62093
Soulier, Philippe
11
1998
Central and non central limit theorems for quadratic forms of a strongly dependent Gaussian field. Zbl 0881.60023
Doukhan, Paul; León, Jose R.; Soulier, Philippe
4
1996
Non parametric estimation of a strongly dependent stationary Gaussian field. Zbl 0864.62062
Soulier, Philippe
1
1996
Déviation quadratique pour des estimateurs de la variance d’une diffusion. (Quadratic deviation of estimators of the diffusion coefficient of a diffusion process). Zbl 0735.62083
Soulier, Philippe
1
1991
all top 5

Cited by 439 Authors

20 Soulier, Philippe
14 Hashorva, Enkelejd
14 Moulines, Eric
12 Taqqu, Murad S.
10 Bardet, Jean-Marc
10 Robinson, Peter Michael
10 Roueff, François
9 Hurvich, Clifford M.
8 Giraitis, Liudas
8 Golomozyĭ, V. V.
8 Kulik, Rafał
8 Surgailis, Donatas
7 Fort, Gersende
6 Arteche, Josu
6 Beran, Jan
6 León, José Rafael R.
6 Philippe, Anne
5 Doukhan, Paul
5 Faÿ, Gilles
5 Kartashov, Mykola Valentynovych
5 Kokoszka, Piotr S.
5 Leipus, Remigijus
5 Resnick, Sidney Ira
4 Bertrand, Pierre Raphael
4 Chen, Willa W.
4 Das, Bikramjit
4 Deo, Rohit S.
4 Guillin, Arnaud
4 Ignatieva, Katja
4 Jach, Agnieszka E.
4 Lavancier, Frédéric
4 Martin, Gael M.
4 McElroy, Tucker S.
4 Mikosch, Thomas
4 Poskitt, Donald Stephen
4 Stoev, Stilian A.
4 Tawn, Jonathan A.
4 Wu, Wei Biao
3 Dębicki, Krzysztof
3 Drees, Holger
3 Fougères, Anne-Laure
3 Hassler, Uwe
3 Kamatani, Kengo
3 Leonenko, Nikolai N.
3 Liu, Yuanyuan
3 Lopes, Sílvia R. C.
3 Narukawa, Masaki
3 Papastathopoulos, Ioannis
3 Platen, Eckhard
3 Samorodnitsky, Gennady Pinkhosovich
3 Seifert, Miriam Isabel
3 Shao, Xiaofeng
3 Velasco, Carlos I. Hoyos
3 Vihola, Matti
2 Adamczak, Radosław
2 Albeverio, Sergio A.
2 Andrieu, Christophe
2 Anevski, Dragi
2 Atchadé, Yves F.
2 Baldeaux, Jan
2 Bednorz, Witold Marek
2 Berzin, Corinne
2 Bhansali, Rajendra J.
2 Bibi, Hatem
2 Bilayi-Biakana, Clémonell
2 Coeurjolly, Jean-François
2 Connor, Stephen B.
2 Davison, Anthony C.
2 De Giovanni, Livia
2 Delattre, Sylvain
2 Deng, Changsong
2 Dola, Béchir
2 Douc, Randal
2 Foss, Sergey G.
2 Ghosh, Sucharita
2 Gil-Alana, Luis Alberiko
2 Golomoziy, Vitaliy
2 Gonçalves da Silva, Afonso
2 Grose, Simone D.
2 Gugushvili, Shota
2 Hidalgo, Javier
2 Hsieh, Mengchen
2 Hsu, Nan-Jung
2 Hualde, Javier
2 Janßen, Anja
2 Kawasaki, Shuji
2 Kim, Youngmin
2 Lahiri, Soumendra Nath
2 Lekgari, Mokaedi V.
2 Lévy-Leduc, Céline
2 Ludeña, Carenne C.
2 Marron, James Stephen
2 McCloskey, Adam
2 Meyn, Sean P.
2 Nadarajah, K.
2 Naldi, Maurizio
2 Orbe, Jesus
2 Pagès, Gilles
2 Pakkanen, Mikko S.
2 Park, Cheolwoo
...and 339 more Authors
all top 5

Cited in 91 Serials

27 Stochastic Processes and their Applications
23 Journal of Econometrics
23 Extremes
18 Journal of Time Series Analysis
17 Bernoulli
16 The Annals of Statistics
16 Econometric Theory
13 Computational Statistics and Data Analysis
12 Journal of Statistical Planning and Inference
10 Electronic Journal of Statistics
9 Journal of Multivariate Analysis
8 Statistics & Probability Letters
8 Theory of Probability and Mathematical Statistics
7 Journal of Applied Probability
7 Statistical Inference for Stochastic Processes
6 Advances in Applied Probability
6 The Annals of Applied Probability
5 Journal of Theoretical Probability
4 Journal of Statistical Computation and Simulation
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Journal of Mathematical Analysis and Applications
3 Statistics
3 Queueing Systems
3 Communications in Statistics. Theory and Methods
3 Fractals
3 Electronic Communications in Probability
3 Studies in Nonlinear Dynamics and Econometrics
3 Acta Mathematica Sinica. English Series
3 Journal of Probability and Statistics
3 Journal of Time Series Econometrics
2 Lithuanian Mathematical Journal
2 Physica A
2 Insurance Mathematics & Economics
2 Probability Theory and Related Fields
2 Statistical Science
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Statistical Papers
2 Methodology and Computing in Applied Probability
2 Stochastic Models
2 Modern Stochastics. Theory and Applications
1 The Canadian Journal of Statistics
1 Journal of Statistical Physics
1 Scandinavian Journal of Statistics
1 Chaos, Solitons and Fractals
1 Annals of the Institute of Statistical Mathematics
1 Osaka Journal of Mathematics
1 SIAM Journal on Control and Optimization
1 Transactions of the American Mathematical Society
1 Operations Research Letters
1 Probability and Mathematical Statistics
1 Acta Mathematica Hungarica
1 Acta Applicandae Mathematicae
1 Physica D
1 Econometric Reviews
1 Journal of Economic Dynamics & Control
1 SIAM Journal on Matrix Analysis and Applications
1 Economics Letters
1 Computational Statistics
1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
1 Communications in Statistics. Simulation and Computation
1 European Journal of Operational Research
1 Linear Algebra and its Applications
1 Journal of Mathematical Imaging and Vision
1 Journal of Computer and Systems Sciences International
1 Open Economies Review
1 Mathematical Methods of Statistics
1 Monte Carlo Methods and Applications
1 Applied Mathematical Finance
1 Electronic Journal of Probability
1 Journal of Nonparametric Statistics
1 Discrete Dynamics in Nature and Society
1 Journal of Interdisciplinary Mathematics
1 Stochastic Environmental Research and Risk Assessment
1 Applied Stochastic Models in Business and Industry
1 Brazilian Journal of Probability and Statistics
1 Scandinavian Actuarial Journal
1 Quantitative Finance
1 Journal of Systems Science and Complexity
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 SIAM Journal on Applied Dynamical Systems
1 Journal of the Korean Statistical Society
1 AStA. Advances in Statistical Analysis
1 The Annals of Applied Statistics
1 Mathematical Geosciences
1 Advances in Pure and Applied Mathematics
1 Symmetry
1 Sankhyā. Series A
1 Sankhyā. Series B
1 Statistics and Computing
1 Statistics & Risk Modeling
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys

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