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
Bourse de thèse
Proposition de sujet pour une thèse avec un financement assuré, co-encadrée avec Nathalie Krell (Université Rennes 2) : Sujet
Il est également possible de financer un stage de M2 en lien avec ce projet.
13. LAVANCIER, F., LE GUEVEL, R. and MANENT, E. Feller and ergodic properties of jump-move processes with applications to interacting particle systems, 2024, to appear in Advances in Applied Probability, 2024:1-36, doi: https://doi.org/10.1017/apr.2024.20
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