Pascal Bondon CV

Research Interests

My research is mainly concerned with stochastic modelling and prediction of time series. Areas of current interest include:

Teaching Duties

Contact Information

33 (0)1 69 85 17 31
33 (0)1 69 85 17 65
CNRS, UMR 8506
3 rue Joliot-Curie
91192 Gif-sur-Yvette Cedex

Selected recent publications

P. Bondon and N. Bahamonde. Least squares estimation of ARCH models with missing observations. Journal of Time Series Analysis, 2012.

L. Song and P. Bondon. Structural changes estimation for strongly-dependent processes. Journal of Statistical Computation and Simulation, 2012.

T. Éltető, N. Hansen, C. Germain-Renaud, and P. Bondon. Scalable structural break detection. Applied Soft Computing, 12:3408-3420, 2012.

Q. Cheng and P. Bondon. An efficient two-stage sampling method in particle filter. IEEE Transactions on Aerospace and Electronic Systems, 48(3):2666-2672, 2012.

L. Song and P. Bondon. Piecewise FARIMA models for long-memory time series. Journal of Statistical Computation and Simulation, 82(9):1367-1382, 2012.

T. Éltető, C. Germain-Renaud, P. Bondon, and M. Sebag. Towards non-stationary grid models. Journal of Grid Computing, 9(4):423-440, 2011.

P. Bondon. Estimation of autoregressive models with epsilon-skew-normal innovations. Journal of Multivariate Analysis, 100(8):1761-1776, 2009.

W. Palma, P. Bondon, and J. Tapia. Assessing influence in gaussian long-memory models. Computational Statistics & Data Analysis, 52(9):4487-4501, 2008.

P. Bondon and W. Palma. A class of antipersistent processes. Journal of Time Series Analysis, 28(2):261-273, 2007.

P. Bondon. Influence of missing values on the prediction of a stationary time series. Journal of Time Series Analysis, 26(4):519-525, 2005.

W. Palma and P. Bondon. On the eigenstructure of generalized fractional processes. Statistics & Probability Letters, 65(2):93-101, 2003.

P. Bondon. Prediction with incomplete past of a stationary process. Stochastic Processes and their Applications, 98(1):67-76, 2002.

P. Bondon. Recursive relations for multistep prediction of a stationary time series. Journal of Time Series Analysis, 22(4):399-410, 2001.

P. Bondon. Représentation autorégressive du prédicteur à passé infini incomplet d'une série chronologique stationnaire. Comptes Rendus de l'Académie des Sciences. Série I. Mathématique, 330(10):915-920, 2000.

More Papers and Preprints