Alexandre Brouste

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 5

Top Topics

Explanatory Variables

Top Venues

Commun. Stat. Simul. Comput.

Publications

Alexandre Brouste, Christophe Dutang, Tom Rohmer
A closed-form alternative estimator for GLM with categorical explanatory variables. Commun. Stat. Simul. Comput. 53 (5) (2024)
Alexandre Brouste, Christophe Dutang, Lilit Hovsepyan, Tom Rohmer
One-step closed-form estimator for generalized linear model with categorical explanatory variables. Stat. Comput. 33 (6) (2023)
Alexandre Brouste, Christophe Dutang, Darel Noutsa Mieniedou
OneStep : Le Cam's One-step Estimation Procedure. R J. 13 (1) (2021)
Alexandre Brouste, Christophe Dutang, Tom Rohmer
Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling. Comput. Stat. 35 (2) (2020)
Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix
Conditional Fractional Gaussian Fields with the Package FieldSim. R J. 8 (1) (2016)
Alexandre Brouste, Stefano Maria Iacus
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package. Comput. Stat. 28 (4) (2013)
Alexandre Brouste, Marina L. Kleptsyna
Kalman type filter under stationary noises. Syst. Control. Lett. 61 (12) (2012)