Alexandre Brouste

According to our database, Alexandre Brouste authored at least 7 papers between 2012 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

A closed-form alternative estimator for GLM with categorical explanatory variables.

Alexandre Brouste, Christophe Dutang, Tom Rohmer

Commun. Stat. Simul. Comput., May, 2024

2023

One-step closed-form estimator for generalized linear model with categorical explanatory variables.

Alexandre Brouste, Christophe Dutang, Lilit Hovsepyan, Tom Rohmer

Stat. Comput., December, 2023

2021

OneStep : Le Cam's One-step Estimation Procedure.

Alexandre Brouste, Christophe Dutang, Darel Noutsa Mieniedou

R J., 2021

2020

Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling.

Alexandre Brouste, Christophe Dutang, Tom Rohmer

Comput. Stat., 2020

2016

Conditional Fractional Gaussian Fields with the Package FieldSim.

Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix

R J., 2016

2013

Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package.

Alexandre Brouste, Stefano Maria Iacus

Comput. Stat., 2013

2012

Kalman type filter under stationary noises.

Alexandre Brouste, Marina L. Kleptsyna

Syst. Control. Lett., 2012