Bruno Saussereau

Publication Activity (10 Years)

Years Active: 2014-2022
Publications (10 Years): 2

Top Topics

Multivariate Time Series

Long Range Dependence

Poisson Process

Top Venues

J. Appl. Probab.

J. Multivar. Anal.

Publications

Y. Boubacar Mainassara, O. Kadmiri, Bruno Saussereau
Estimation of multivariate asymmetric power GARCH models. J. Multivar. Anal. 192 (2022)
Romain Biard, Bruno Saussereau
Fractional Poisson process: long-range dependence and applications in ruin theory - Correction. J. Appl. Probab. 53 (4) (2016)
Romain Biard, Bruno Saussereau
Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory. J. Appl. Probab. 51 (3) (2014)