Ronan Le Guevel
Département MIASHS, Université Rennes 2, Campus de Villejean, 35 043 Rennes Cedex.
Bureau : A 238, Bâtiment A, SITE RENNES - VILLEJEAN
Enseignant-chercheur habilité du département MIASHS, ainsi que des équipes de Probabilités et Statistique de l'IRMAR.
Domaines
- Modèles aléatoires
- Processus stochastiques
Thèmes
- Processus de Lévy, processus stables
- Analyse de la régularité de processus
- Estimation non-paramétrique
- Statistique asymptotique sur processus
13. LAVANCIER, F., LE GUEVEL, R. and MANENT, E. Feller and ergodic properties of jump-move processes with applications to interacting particle systems, 2023, in revision, HAL: https://hal.archives-ouvertes.fr/hal-03632962
12. FROMONT, M., GRELA, F. and LE GUEVEL, R., Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process, 2023, Electronic Journal of Statistics, 17(2): 2575-2744, doi: https://doi.org/10.1214/23-ejs2152
11. ALTMEYER, R. and LE GUEVEL, R., Optimal L2-approximation of occupation and local times for symmetric stable processes, 2022, Electronic Journal of Statistics, 16(1), 2859-2883, doi: https://doi.org/10.1214/22-ejs2013
10. LAVANCIER, F. and LE GUEVEL, R., Spatial birth-death-move processes : basic properties and estimation of their intensity functions, 2021, Journal of the Royal Statistical Society (B), 83(4), 798-825, https://doi.org/10.1111/rssb.12452
9. LE GUEVEL, R., Exponential inequalities for the supremum of some counting processes and their square martingales, 2021, Comptes-rendus. Mathematique, 359(8), 969-982, doi : 10.5802/crmath.206
8. LE GUEVEL, R., Goodness-of-fit test for Multistable Lévy processes, 2021, Communications in Statistics - Theory and Methods, 50(8), 1807-1837, doi : /10.1080/03610926.2019.1653922
7. LE GUEVEL, R. LEVY-VEHEL, J., Hausdorff, Large Deviation and Legendre Multifractal Spectra of Lévy Multistable Processes, 2020, Stochastic Processes and their Applications, 130(4), 2032-2057, doi : 10.1016/j.spa.2019.06.007
6. LE GUEVEL, R., The Hausdorff dimension of the range of the Lévy multistable processes, 2018, Journal of Theoretical Probability, 32(2), 765-780, doi : 10.1007/s10959-018-0847-8
5. LE GUEVEL, R. LEVY-VEHEL, J. AND LIU L., On two multistable extensions of stable Lévy motion and their semi-martingale representations, 2015, Journal of Theoretical Probability, 28(3), 1125-1144, doi : 10.1007/s10959-013-0528-6
4. LE GUEVEL, R., An estimation of the stability and the localisability functions of multistable processes, 2013, Electronic Journal of Statistics, 7, 1129-1166, doi : 10.1214/13-EJS797
3. LE GUEVEL, R. AND LEVY-VEHEL, J., Incremental moments and Hölder exponents of multifractional multistable processes, 2013, ESAIM : PS, 17, 135-178, doi : 10.1051/ps/2011151
2. LE GUEVEL, R. AND LEVY-VEHEL, J., A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes, 2012, Bernoulli, 18(4), 1099-1127, doi : 10.3150/11-BEJ372
1. FALCONER, K.J., LE GUEVEL, R. AND LEVY-VEHEL, J., Localisable moving average stable and multistable processes, 2009, Stochastic Models, 25(4), 648-672, doi : 10.1080/15326340903291321
Habilitation à Diriger des Recherches soutenue le 14 Février 2024 : manuscrit