Literatura académica sobre el tema "Dépendance spectrale"
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Artículos de revistas sobre el tema "Dépendance spectrale":
Soulier, Philippe. "Estimation adaptative de la densité spectrale d'un processus gaussien faiblement ou fortement dépendant". Comptes Rendus de l'Académie des Sciences - Series I - Mathematics 330, n.º 8 (abril de 2000): 733–36. http://dx.doi.org/10.1016/s0764-4442(00)00252-4.
Bourass, Mohamed y Mohammed Bouachrine. "Étude structurale des systèmes dissymétriques de structure D-π-A à base de thiénopyrazine destinés aux cellules solaires organiques de type « bulk heterojunction » (BHJ)". Canadian Journal of Chemistry 97, n.º 10 (octubre de 2019): 745–55. http://dx.doi.org/10.1139/cjc-2019-0053.
Zerbo, Issa, Martial Zoungrana, Ahmed Douani Seré, Francois Ouedraogo, Raguilignaba Sam, Bernard Zouma y François Zougmoré. "Influence d’une onde électromagnétique sur une photopile au silicium sous éclairement multi spectral en régime statique". Journal of Renewable Energies 14, n.º 3 (24 de octubre de 2023). http://dx.doi.org/10.54966/jreen.v14i3.278.
Tesis sobre el tema "Dépendance spectrale":
Cuberos, Andres. "Modélisation de la dépendance et estimation du risque agrégé". Thesis, Lyon 1, 2015. http://www.theses.fr/2015LYO10321/document.
This thesis comprises three essays on estimation methods for the dependence between risks and its aggregation. In the first essay we propose a new method to estimate high level quantiles of sums of risks. It is based on the estimation of the ratio between the VaR (or TVaR) of the sum and the VaR (or TVaR) of the maximum of the risks. We use results on regularly varying functions. We compare the efficiency of our method with classical ones, on several models. Our method gives good results when approximating the VaR or TVaR in high levels on strongly dependent risks where at least one of the risks is heavy tailed. In the second essay we propose an estimation procedure for the distribution of an aggregated risk based on the checkerboard copula. It allows to get good estimations from a (quite) small sample of the multivariate law and a full knowledge of the marginal laws. This situation is realistic for many applications. Estimations may be improved by including in the checkerboard copula some additional information (on the law of a sub-vector or on extreme probabilities). Our approach is illustrated by numerical examples. In the third essay we propose a kernel based estimator for the spectral measure density of a bivariate distribution with regular variation. An extension of our method allows to estimate discrete spectral measures. Some convergence properties are obtained
Kodia, Banzouzi Bernédy Nel Messie. "Mesures de dépendance pour une modélisation alpha-stable : application aux séries chronologiques stables". Toulouse 3, 2011. http://thesesups.ups-tlse.fr/1468/.
This thesis is a contribution to the study of the dependence between heavy tails random variables, and especially symmetric a-stable random variables, by introducing a new coefficient of dependence: the signed symmetric covariation coefficient. We use this coefficient and the generalized association parameter introduced by Paulauskas (1976), in the context of time series, for Identification of MA and AR stable processes. In the first chapter, we give an overview of a-stable laws. We recall the basic concepts, some representations of associated random variables in both the univariate and multivariate cases. The spectral measure carries all the information about the dependence structure of an a-stable random vector. Its form is given for two sub-families of laws : the sub-Gaussian random vectors and linear combinations of independent random variables. Covariation and codifference are presented. We introduce the signed symmetric covariation coefficient in the second chapter. This coefficient has most of the properties of the correlation coefficient of Pearson. In the case of sub-Gaussian random vectors, it coincides with the generalized association parameter. The consistency of the proposed estimators for these quantities is demonstrated. The results of a study on the asymptotic behavior of estimators are presented. In the third chapter, we introduce the concepts of signed symmetric autocovariation and generalized auto-association for linear stationary processes. We use these coefficients for identifying the order of a MA stable process. We propose a statistic acting as a partial autocorrelation coefficient. We compare this statistic with quadratic statistics asymptotically invariant based on the ranks and used by Garel and Hallin (1999) for the identification of AR stables. A study of the results is performed using simulations
Lavancier, Frédéric. "Les champs aléatoires à longue mémoire". Lille 1, 2005. https://pepite-depot.univ-lille.fr/LIBRE/Th_Num/2005/50376-2005-Lavancier.pdf.
Fermín, Lisandro. "Agrégation de processus stochastiques, désagrégation et longue mémoire". Paris 11, 2008. http://www.theses.fr/2008PA112120.
This thesis is devoted to three closely related problems. The first one is the aggregation of doubly stochastic processes. The second one is about obtaining a long memory processes through the aggregation of short memory processes. The third one is the inverse problem of aggregation, which we shall call disaggregation. We star by studying the aggregation of doubly stochastic linear processes with interactive innovations and we develop a novel SLLN for random quadratic forms of U-statistic which implies the a. S. Convergence of the covariance function of the partial aggregation process. Then, we extend the aggregation convergence results for some doubly stochastic nonlinear processes considering common innovations and weakly dependent innovations. In this last setting we introduce a new weak dependence notion for doubly stochastic processes and we exhibit several models satisfying this notion. In a second part we study the aggregation and the disaggregation of autoregressive processes. Mixture of spectral densities with random poles is the main tool. This tool is useful to build long memory processes by aggregation. Finally, we study the disaggregation on the class of short memory processes whose spectral densities are infinitely differentiable. We prove that a large set of long memory processes are obtained by an aggregation procedure involving these processes
Berrue, Jacques. "Contribution à l'etude de la diffusion de la lumière : étude spectrale de la diffusion collisionnelle, de la dépendance en densité des taux de diffusion et mise au point d'une méthode optique de détermination des équations d'état". Angers, 1986. http://www.theses.fr/1986ANGE0004.
Billa, Bertrand. "Le spectre hertzien, dépendance du domaine public". Toulouse 1, 2006. http://www.theses.fr/2006TOU10005.
Ranarijaona, Zo Alain. "Étude des écarts à l'équilibre thermique dans les plasmas d'arc". Toulouse 3, 2011. http://thesesups.ups-tlse.fr/1472/.
This thesis is a contribution to the study of the dependence between heavy tails random variables, and especially symmetric a-stable random variables, by introducing a new coefficient of dependence: the signed symmetric covariation coefficient. We use this coefficient and the generalized association parameter introduced by Paulauskas (1976), in the context of time series, for Identification of MA and AR stable processes. In the first chapter, we give an overview of a-stable laws. We recall the basic concepts, some representations of associated random variables in both the univariate and multivariate cases. The spectral measure carries all the information about the dependence structure of an a-stable random vector. Its form is given for two sub-families of laws : the sub-Gaussian random vectors and linear combinations of independent random variables. Covariation and codifference are presented. We introduce the signed symmetric covariation coefficient in the second chapter. This coefficient has most of the properties of the correlation coefficient of Pearson. In the case of sub-Gaussian random vectors, it coincides with the generalized association parameter. The consistency of the proposed estimators for these quantities is demonstrated. The results of a study on the asymptotic behavior of estimators are presented. In the third chapter, we introduce the concepts of signed symmetric autocovariation and generalized auto-association for linear stationary processes. We use these coefficients for identifying the order of a MA stable process. We propose a statistic acting as a partial autocorrelation coefficient. We compare this statistic with quadratic statistics asymptotically invariant based on the ranks and used by Garel and Hallin (1999) for the identification of AR stables. A study of the results is performed using simulations
Michel, Rodriguez Mónica. "Wavelength dependency of phytoplankton photosynthesis : photoregulation and photoacclimation processes in coastal seas". Electronic Thesis or Diss., Université de Lille (2018-2021), 2021. http://www.theses.fr/2021LILUR007.
Phytoplankton photoregulation and photoacclimation are controlled by variations in the light climate (i.e. quantity and quality of light) at different temporal and spatial scales. In coastal and megatidal seas such as the English Channel, the underwater light climate is also affected by the hydrodynamics and river outputs. In one hand, the strong hydrodynamism leads to resuspension processes and to intense vertical mixing, transporting cells through the euphotic layer and beyond, in the disphotic layer. In another hand, large river outputs generate an increase of turbidity with particulate matter and with carbon dissolved organic matter (CDOM). All these processes induce a decrease of light penetration in the water column and a general modification of the light climate. For instance, the CDOM absorbs better blue wavelengths.The wavelength dependent processes of phytoplankton such as photoregulation and photoacclimation have been studied for the first time on natural communities thanks to a new generation of multi-spectral fluorometer called MULTI-COLOR-PAM PAM (Walz). Photosynthesis light curves (P-E) were measured after long dark acclimation at 5 wavelengths, as well as the functional light absorption coefficient of photosystem II (Sigma(II)λ). Furthermore, the development of an original protocol of data analysis including Linear Mixed Effects Models (LME), Principal Triadic Analyses (PTA) and Redundancy Analyses (RDA) have helped the interpretation of this unique dataset and have highlighted the wavelength dependency of photosynthetic processes at different spatial and temporal scales
Rienmueller, Tobias. "Equations intégrales volumiques pour l'acoustique sous marine avec vitesse dépendant de la profondeur". Palaiseau, Ecole polytechnique, 2015. http://www.theses.fr/2015EPXX0052.
Caron, Emmanuel. "Comportement des estimateurs des moindres carrés du modèle linéaire dans un contexte dépendant : Étude asymptotique, implémentation, exemples". Thesis, Ecole centrale de Nantes, 2019. http://www.theses.fr/2019ECDN0036.
In this thesis, we consider the usual linear regression model in the case where the error process is assumed strictly stationary.We use a result from Hannan (1973) who proved a Central Limit Theorem for the usual least squares estimator under general conditions on the design and on the error process. Whatever the design and the error process satisfying Hannan’s conditions, we define an estimator of the asymptotic covariance matrix of the least squares estimator and we prove its consistency under very mild conditions. Then we show how to modify the usual tests on the parameter of the linear model in this dependent context. We propose various methods to estimate the covariance matrix in order to correct the type I error rate of the tests. The R package slm that we have developed contains all of these statistical methods. The procedures are evaluated through different sets of simulations and two particular examples of datasets are studied. Finally, in the last chapter, we propose a non-parametric method by penalization to estimate the regression function in the case where the errors are Gaussian and correlated
Capítulos de libros sobre el tema "Dépendance spectrale":
CARIOU, Alain. "Les impacts spatiaux de la fonte des glaciers d’Asie centrale : vers une « guerre de l’eau » ?" En Les impacts spatiaux du changement climatique, 189–209. ISTE Group, 2021. http://dx.doi.org/10.51926/iste.9009.ch9.
PISU, F., C. ROTONDA, C. TOUCHET y C. TARQUINIO. "Une chaine de violences par temps de Covid : du travail au mal-être, du soin à l’enfermement." En Les violences de genre et la pandémie Covid-19, 37–44. Editions des archives contemporaines, 2023. http://dx.doi.org/10.17184/eac.7109.