| Locally stationary long memory estimation F Roueff, R Von Sachs Stochastic Processes and their Applications 121 (4), 813-844, 2011 | 172 | 2011 |
| On the spectral density of the wavelet coefficients of long‐memory time series with application to the log‐regression estimation of the memory parameter E Moulines, F Roueff, MS Taqqu Journal of Time Series Analysis 28 (2), 155-187, 2007 | 119 | 2007 |
| Estimators of long-memory: Fourier versus wavelets G Faÿ, E Moulines, F Roueff, MS Taqqu Journal of econometrics 151 (2), 159-177, 2009 | 110 | 2009 |
| Detection and localization of change-points in high-dimensional network traffic data C Lévy-Leduc, F Roueff The Annals of Applied Statistics, 637-662, 2009 | 107 | 2009 |
| A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series E Moulines, F Roueff, MS Taqqu | 104 | 2008 |
| A regularization approach to fractional dimension estimation F Roueff, JL Véhel proceedings of Fractals 98, 103-116, 1998 | 77 | 1998 |
| On recursive estimation for time varying autoregressive processes E Moulines, P Priouret, F Roueff | 76 | 2005 |
| Topological optimization of quantum key distribution networks R Alleaume, F Roueff, E Diamanti, N Lütkenhaus New Journal of Physics 11 (7), 075002, 2009 | 72 | 2009 |
| The dead leaves model: a general tessellation modeling occlusion C Bordenave, Y Gousseau, F Roueff Advances in applied probability 38 (1), 31-46, 2006 | 69 | 2006 |
| On the existence of some ARCH (∞) processes R Douc, F Roueff, P Soulier Stochastic Processes and Their Applications 118 (5), 755-761, 2008 | 66 | 2008 |
| Central Limit Theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context E Moulines, F Roueff, MS Taqqu Fractals 15 (04), 301-313, 2007 | 58 | 2007 |
| Modeling occlusion and scaling in natural images Y Gousseau, F Roueff Multiscale Modeling & Simulation 6 (1), 105-134, 2007 | 53 | 2007 |
| A data-mining approach to travel price forecasting T Wohlfarth, S Clémençon, F Roueff, X Casellato 2011 10th International Conference on Machine Learning and Applications and …, 2011 | 48 | 2011 |
| Modelling bid and ask prices using constrained Hawkes processes: Ergodicity and scaling limit B Zheng, F Roueff, F Abergel SIAM Journal on Financial Mathematics 5 (1), 99-136, 2014 | 45 | 2014 |
| Asymptotic normality of wavelet estimators of the memory parameter for linear processes F Roueff, MS Taqqu Journal of Time Series Analysis 30 (5), 534-558, 2009 | 42 | 2009 |
| Linear fractional stable sheets: wavelet expansion and sample path properties A Ayache, F Roueff, Y Xiao Stochastic processes and their applications 119 (4), 1168-1197, 2009 | 41 | 2009 |
| Locally stationary Hawkes processes F Roueff, R Von Sachs, L Sansonnet Stochastic Processes and their Applications 126 (6), 1710-1743, 2016 | 39 | 2016 |
| Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates G Lang, F Roueff Statistical Inference for Stochastic Processes 4, 283-306, 2001 | 39 | 2001 |
| Estimation of the memory parameter of the infinite-source Poisson process G Faÿ, F Roueff, P Soulier | 33 | 2007 |
| Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes∗∗∗ M Clausel, F Roueff, MS Taqqu, C Tudor ESAIM: Probability and Statistics 18, 42-76, 2014 | 30 | 2014 |
