Dominique Dehay

Grade
Professeur émérite
Activités de recherche

Laboratoire de recherche : Institut de Recherche Mathématique de Rennes (IRMAR) UMR 6625 du CNRS (équipe de statistique)

Thèmes de recherche :

Statistique des processus, Processus périodiques et presque périodiques,  Estimations paramétrique et non paramétrique, Discrétisation. Méthodes de rééchantillonnage

Publications

Articles publiés

1. Strongly harmonizable approximations of bounded continuous random fields, Stochastic Processes and their Applications 23 (1986) 327-331. Coauteur Raymond Moché.

2. Strong law of large numbers for weakly harmonizable processes, Stochastic Processes and their Applications 24 (1987) 259–267.

3. On a class of asymptotically stationary harmonizable processes, Journal of Multivariate Analysis 22 (1987) 251–257.

4. Strongly harmonizing operator and strongly harmonizable approximations of continuous fields on locally compact Abelian groups, Stochastic Processes and their Applications 29 (1988) 129–139. Coauteur Raymond Moché. – Compléments à ”Strongly harmonizabling operator and strongly harmonizable approxima-tions of continuous fields on locally compact Abelian groups”, Publication IRMA Lille vol.13 (6) (1988). Coauteur Raymond Moché.

5. On the product of two harmonizable processes, Stochastic Processes and their Applications 38 (1991) 347–358.

6. Shift group for a weakly harmonizable processe on a locally compact abelian group, Boletin de la Sociedad Matematica Mexicana 36 (1991) 23–27.

7. Estimation de paramètres fonctionnels spectraux de certains processus non nécessairement stationnaires, Comptes Rendus de l’Académie des Sciences de Paris, série I, 314 (4) (1992) 313–316.

8. Trace measures of a positive definite bimeasure, Journal of Multivariate Analysis 40 (1992) 115–131. Coauteur Raymond Moché.

9. Locally harmonizable covariance: spectral analysis, Kybernetika 30 (1994) 543–550. Coauteur Abdelaziz Loughani.

10. Spectral analysis of the covariance of almost periodically correlated processes, Stochastic Processes and their Applications 50 (1994) 315–330.

11. Asymptotic behavior of estimators of cyclic functional parameters for some nonstationary processes, Statistics and Decisions 13 (1995) 273–286.

12. Testing stationarity for stock market data, Economics Letters 50 (1996) 205–212. Coauteur Jacek Leskow.

13. Functional limit theory for a covariance estimator, Journal of Applied Probability 33 (1996) 1077–1092. Coauteur Jacek Leskow.

14. Random sampling estimation for almost periodically correlated processes, Journal of Times Series Analysis 17(5) (1996) 425–445. Coauteur Vincent Monsan.

15. Spectral estimation for strongly periodically correlated random fields defined on R^2, Mathematical Methods of Statistics 11(2) (2002) 135–151. Coauteur Harry Hurd.

16. Asymptotic normality of random sampling estimators for almost periodically correlated processes, InterStat (InterStat.stat.vt.edu) (septembre 2003).http://interstat.statjournals.net/YEAR/2003/abstracts/0309003.php?Name=309003 Coauteur Vincent Monsan.

17. On confidence intervals for distribution function and density of ergodic diffusion process, Journal of Statistical Planning and Inference 124(1), 2004,  63–73, coauteur Yu. A. Kutoyants.

18. On invariant distribution function estimation for continuous-time stationary processes, Bernoulli 11(5), 2005, 933–948.

19. On likelihood estimation for a discretely observed Markov jump process, Comptes Rendus de l’Académie des Sciences de Paris, série I, 342, 2006, 341–344. Coauteur Jian-Feng Yao.

20. On likelihood estimation for discretely observed Markov jump processes, Australian and New Zealand Journal of Statistics 49(1), 2007, 93–107. Coauteur Jian-Feng Yao.

21. Discrete periodic sampling with jitter and almost periodically correlated processes, Statistical Inference for Stochastic Processes 10, 2007, 223–253. Coauteur Vincent Monsan.

22. Local time and convergence of empirical estimators, TVP 57 (2), 2012, 337–352 / Theory Probab. Appl. 57 (2) 196–208, june 2013.

23. Empirical determination of the frequencies of an almost periodic sequence, Journal of Times Series Analysis 34, 2013, 261-279. Coauteur Harry Hurd.

24. Nonparametric estimation problem for a time-periodic signal in a periodic noise, Statistics and Probability Letters 83, 2013, 608–615. Coauteur Khalil El Waled.

25. Central limit theorem in the functional approach, IEEE Transactions on Signal Processing 61(16), august 15, 2013, 4015-4037. Coauteurs Jacek Leskow & Antonio Napolitano.

26. Component statistical analysis of second order hidden periodicities, Digital Signal Processing 26, 2014, 50-70. Coauteurs I. Javorskyj & I. Kravets.

27. Subsampling for APC stochastic processes. Journal of Statistical Planning and Inference 150, 2014, 142-158. Coauteurs Anna Dudek & Jacek Leskow.

28. On structure and spectrum of square integrable P.C. fields. European Journal of Pure and Applied Mathematics 7(3), 2014, 343-368. Coauteurs Harry Hurd & Andrzej Makagon,https://hal.archives-ouvertes.fr/hal-00842839/.

29. Parameter maximum likelihood estimation for time periodic modulated drift Ornstein Uhlenbeck processes. Statistical Inference for Stochastic Processes 18, 2015, 69-98.https://hal.archives-ouvertes.fr/hal-00794615/.

30. Bootstrap method for Poisson sampled  almost periodic process. Journal of Times Series Analysis 36, 2015, 327-351. Coauteur Anna E. Dudek.                                 https://hal.archives-ouvertes.fr/IRMAR-STAT/hal-01176286v1

31. Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes. Electron. J. Statistics 11(1) (2017), 99–147, ISSN: 1935-7524, DOI: 10.1214/17-EJS1225., Coauteur Anna Dudek.                                     https://hal.archives-ouvertes.fr/IRMAR-STAT/hal-01343304v2

32. Time average estimation in fraction-of-time probability framework. Signal Processing 153 (2018) 275-290, DOI: 10.1016/j.sigpro.2018.07.005. Coauteurs Jacek Leskow & Antonio Napolitano.

33. Parametric estimation for a signal-plus-noise model from discrete time observations. (soumis) https://hal.archives-ouvertes.fr/hal-02067554. Coauteur Khalil El Waled & Vincent Monsan.

 

Autres publications

A1. Periodically correlated and almost periodically correlated random processes, 295–326, inclus dans le livre Cyclostationarity in Communications and Signal Processing , Editeur scientifique: W.A. Gardner, I.E.E.E. Press 1994, coauteur Harry Hurd.

A2. Processus with second order cyclic components, 17–20, in Transactions of the 12th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes (Prague 1994).

A3. Estimation of Spectral correlations for APC processes, et A4. Spectral estimation for 2-dim-PC fields, in Proceedings of the Workshop on Cyclostationnary Processes (Séminaire sur les Processus Cyclostationnaires) (Marne La Vall´ee 1-3 juillet 1996).

A5. Spectral estimations for periodic random fields on Z^2, 99–102, in Proceedings of the 13th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes (Prague 1998).

A6. Empirical determination of the frequencies of an almost periodic sequence, 420–423, in 8th IEEE Signal Processing Workshop on Statistical Signal and Array Processing: June 24–26, 1996, Corfu, Greece, IEEE Computer Society Press.  Coauteur Harry Hurd.

A7. Subsampling for APC stochastic processes, 601–605, in Proceedings of EUSIPCO 2007 (3–7 Septembre 2007, Poznan, Pologne), Editor EURASIP. Coauteur Jacek Leskow.

A8. Discrete time observation of almost periodically correlated processes and jitter phenomena, 1854–1856, in Proceedings of EUSIPCO 2007 (3–7 Septembre 2007, Poznan, Pologne), Editor EURASIP.

A9. Limiting distributions for explosive PAR(1) time series with strongly mixing innovation, 105-129, in Cyclostationarity : Theory and Methods - II, F. Chaary et al. (eds), Springer Verlag (2015). DOI: 10.1007/978-3-319-16330-7