Céline Lévy‐Leduc

Centre National de la Recherche Scientifique · FR

Area of research

Statistics and Probability · Finance

Research interest

Research interests include Statistical Methods and Inference, Advanced Statistical Methods and Models, Financial Risk and Volatility Modeling, and Gene expression and cancer classification.

h-index

citations

1,240

works

NIH funding

—

primary concept

—

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Recent publications

A robust approach for estimating change-points in the mean of an $\operatorname{AR}(1)$ process

Bernoulli 2017cited by 48position: middledoi

Modeling and forecasting daily average PM10 concentrations by a seasonal long-memory model with volatility

Environmental Modelling & Software 2013cited by 41position: middledoi

Grants

No grants ingested yet.

Frequent collaborators

Stephane S. Robin · Université Claude Bernard Lyon 11 papers (2017–2017)— · 1 papers (2013–2013)— · 1 papers (2013–2013)— · 1 papers (2013–2013)E. Lebarbier · Université Claude Bernard Lyon 11 papers (2017–2017)— · 1 papers (2013–2013)Souhil Chakar · Université Claude Bernard Lyon 11 papers (2017–2017)