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Eugen Ursu
Universite de Bordeaux 4, Bordeaux, .
E-mail: trimite un mesaj.
Pagina web a instituţiei: http://gretha.u-bordeaux4.fr/-ursu-eugen
Pagina web personala: http://www.researcherid.com/rid/A-6946-2011
Nascut(a) in: 1968
Interese: statistica, serii temporale
Details:
My interests of research are in applied statistics, more particularly in analysis of the time series and multivariate analysis. I am also interested by the applications of these fields of
study in other fields like economics, hydrology and climatology.
The statistics bring many developments in the comprehension of phenomena implying the data coming from finance. For example, in time series, the periodic autoregressive models is a model of time series, which follow the traditional methodology of the autoregressive moving-average models. Thus, from a statistical point of view, same problems that in Box-Jenkins methodology remain omnipresent: identification of the models, estimation and validation of the models with, for example, the diagnosis type statistics. Taking into account the richness of the periodic models, many challenges are present today and that for a long time.
Publicații selectate:
* D. Ceresetti, E. Ursu, J. Carreau, S. Anquetin, J.D. Creutin, L. Gardes, S. Girard, G. Molinie, Evaluation of classical spatial-analysis schemes of extreme rainfall, Natural Hazards and Earth System Sciences, 12 (11), 2012.
* Eugen Ursu, Kamil Feridun Turkman, Periodic autoregressive model identification using genetic algorithms, Journal of Time Series Analysis, 33 (3), 2012.
* Eugen Ursu and Pierre Duchesne, On multiplicative seasonal modelling for vector time series, Statistics and Probability Letters, 79, 2009.
* Eugen Ursu, Pierre Duchesne, Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters, Statistica Neerlandica, 63 (2), 2009.
* Eugen Ursu, Pierre Duchesne, On modelling and diagnostic checking of vector periodic autoregressive time series models, Journal of Time Series Analysis, 30 (1), 2009.