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Disambiguation of "Bondon, Pascal"

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A skewed exponential power distribution to measure value at risk in electricity markets.

, and . SSP, page 1-5. IEEE, (2016)

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Pascal Vogel

Pascal Siegers

Pascal Schneider

Pascal Blümmel

Pascal Häller

 

Other publications of authors with the same name

A multimodal asymmetric exponential power distribution: Application to risk measurement for financial high-frequency data., and . EUSIPCO, page 1100-1104. IEEE, (2017)Assessing influence in Gaussian long-memory models., , and . Comput. Stat. Data Anal., 52 (9): 4487-4501 (2008)Adaptive linear filtering with convex constraints., and . ICASSP, page 1372-1375. IEEE Computer Society, (1995)ARCH modeling in the presence of missing data.. ACSSC, page 39-43. IEEE, (2013)A Class of Antipersistent Processes, and . Journal of Time Series Analysis, 28 (2): 261--273 (60 03 2007)doi: 10.1111/j.1467-9892.2006.00509.x.A selection criterion for piecewise stationary long-memory models., and . SSP, page 908-911. IEEE, (2012)A local stationary long-memory model for internet traffic., and . EUSIPCO, page 1067-1071. IEEE, (2009)Autoregressive models with epsilon-skew-normal innovations.. EUSIPCO, page 2105-2109. IEEE, (2014)A modified bootstrap filter., and . ROSE, page 134-138. IEEE, (2009)Blind identifiability of a quadratic stochastic system., and . IEEE Trans. Inf. Theory, 41 (1): 245-254 (1995)