PUBLICATIONS

Página

L. Fermín, R. Ríos and L.A. Rodríguez, A Robbins-Monro algorithm for non- parametric estimation of NAR process with Markov-Switching: consistency, Journal of Time Series Analysis, DOI: 10.1111/jtsa.12237. (2017).

L. Fermín and J. Lévy-Véhel, Variability and Singularity Arising From Poor Compliance in a Pharmacokinetic Model II: The Multi-Oral Case, Journal of Mathematical Biology, doi:10.1007/s00285-016-1041-1. (2017).

L. Fermín, R. Ríos and L. Rodríguez, Modelos de Markov Ocultos. XXIX Escuela Venezolana de Matemáticas, EMALCA–VENEZUELA, pp 1-123. Ediciones IVIC, 2016, ISBN 978-980-261-169-0. (2016).

D. Dacunha-Castelle and L. Fermín, Aggregation of doubly stochastic interactive Gaussian processes and Toeplitz forms of U-statistics, Dependence in Probability and Statistics. Lecture Notes in Statistics, 187, Eds. Bertail P., Doukhan P. et Soulier P., 287-302. (2006).

D. Dacunha-Castelle and L. Fermín, Disagregation of long memory processes on C∞ class, Electronic Communications in Probability, 11, 35-44. (2006).

L. Fermín and W. Urbina, Electrocardiograms classification by means of a mul- tifractal formalism based in the wavelet transform modulus maxima, Proceeding IV PanAmerican Workshop, Applied and Computational Mathematics. (2002).

 

PREPRINTS

L. Fermín and L.A. Rodríguez, A recursive algorithm for non-parametric estima- tion of Hidden Markov Models. (In preparation).

L. Fermín, J. León, L. Rodriguez, and R. Ruggiero, Likelihood Estimator for Stochastic Damping Hamiltonian Systems: asymptotic normality. (In preparation).

K. Bertin, L. Fermín and L.A. Rodríguez, Adaptive estimation for NAR process with Markov-Switching. (In preparation).

L. Fermín, R. Ríos and L.A. Rodríguez, A Robbins-Monro algorithm for non- parametric estimation of NAR process with Markov-Switching: asymptotic normality. (Submitted).

L. Fermín and J. Levy-Vehel, Modeling patient poor compliance with piecewise deterministic markov proceses, (Submitted).

L. Fermín, Aggregations of weakly dependent doubly stochastic processes, Preprint: arXiv:0805.1949, [math.PR].

D. Dacunha-Castelle and L. Fermín, Aggregation of autoregressive processes and long memory, Preprint: arXiv:0811.1917v1, [math.ST].

 

PhD THESIS

L. Fermín. Aggregation of stochastic processes, disaggregation and long memory. PhD in Science, Speciality Mathematics, Université Paris-Sud, Faculté des sciences d’Orsay.