Alexandre Brouste - researchr alias

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Viewing Publication 1 - 9 from 9

2026

Fast inference in copula models with categorical explanatory variables using the one-step procedureAlexandre Brouste, Christophe Dutang, Lilit Hovsepyan, Tom Rohmer. cstat, 41(1):23, January 2026. [doi]

2024

A closed-form alternative estimator for GLM with categorical explanatory variablesAlexandre Brouste, Christophe Dutang, Tom Rohmer. cssc, 53(5):2444-2460, May 2024. [doi]

Speeding up the Training of Neural Networks with the One-Step ProcedureWajd Meskini, Alexandre Brouste, Nicolas Dugué. npl, 56(3):178, 2024. [doi]

2023

One-step closed-form estimator for generalized linear model with categorical explanatory variablesAlexandre Brouste, Christophe Dutang, Lilit Hovsepyan, Tom Rohmer. sac, 33(6):138, December 2023. [doi]

2021

OneStep : Le Cam's One-step Estimation ProcedureAlexandre Brouste, Christophe Dutang, Darel Noutsa Mieniedou. rjour, 13(1):366, 2021. [doi]

2020

Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modelingAlexandre Brouste, Christophe Dutang, Tom Rohmer. cstat, 35(2):689-724, 2020. [doi]

2016

Conditional Fractional Gaussian Fields with the Package FieldSimAlexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix. rjour, 8(1):38, 2016. [doi]

2013

Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R packageAlexandre Brouste, Stefano Maria Iacus. cstat, 28(4):1529-1547, 2013. [doi]

2012

Kalman type filter under stationary noisesAlexandre Brouste, Marina L. Kleptsyna. scl, 61(12):1229-1234, 2012. [doi]

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