Liste de publications
📖Testing for the extent of instability in nearly unstable processes. M. Badreau, F. Proïa. Journal of Time Series Analysis. 46: 33-58 (2025).
📖Consistency and asymptotic normality in a class of nearly unstable processes. M. Badreau, F. Proïa. Statistical Inference for Stochastic Processes. 26: 619-641 (2023).
📖A Bayesian approach for partial Gaussian graphical models with sparsity. E. Okome Obiang, P. Jézéquel, F. Proïa. Bayesian Analysis. 18: 465-490 (2023).
📖A partial graphical model with a structural prior on the direct links between predictors and responses. E. Okome Obiang, P. Jézéquel, F. Proïa. ESAIM: Probability and Statistics. 25: 298-324 (2021).
📖Comments on the presence of serial correlation in the random coefficients of an autoregressive process. F. Proïa, M. Soltane. Statistics & Probability Letters. 170: 1-9 (2021).
📖Moderate deviations in a class of stable but nearly unstable processes. F. Proïa. Journal of Statistical Planning and Inference. 208: 66-81 (2020).
📖Probabilistic reconstruction of genealogies for polyploid plant species. F. Proïa, F. Panloup, C. Trabelsi, J. Clotault. Journal of Theoretical Biology. 462: 537-551 (2019).
📖On the Bickel-Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes. A. Lagnoux, T.M.N. Nguyen, F. Proïa. ESAIM: Probability and Statistics. 23: 464-491 (2019).
📖A test of correlation in the random coefficients of an autoregressive process. F. Proïa, M. Soltane. Mathematical Methods of Statistics. 27: 119-144 (2018).
📖Testing for residual correlation of any order in the autoregressive process. F. Proïa. Communications in Statistics - Theory and Methods. 47: 628-654 (2018).
📖Stationarity against integration in the autoregressive process with polynomial trend. F. Proïa. Probability and Mathematical Statistics. 38: 1-26 (2018).
📖On the characterization of flowering curves using Gaussian mixture models. F. Proïa, A. Pernet, T. Thouroude, G. Michel, J. Clotault. Journal of Theoretical Biology. 402: 75-88 (2016).
📖On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes. B. Bercu, F. Proïa, N. Savy. Statistics & Probability Letters. 85: 36-44 (2014).
📖Moderate deviations of functional of Markov processes. V. Bitseki Penda, H. Djellout, L. Dumaz, F. Merlevède, F. Proïa. ESAIM: Proceedings. 44: 214-238 (2014).
📖Moderate deviations for the Durbin-Watson statistic related to the first-order autoregressive process. V. Bitseki Penda, H. Djellout, F. Proïa. ESAIM: Probability and Statistics. 18: 308-331 (2014).
📖A SARIMAX coupled modelling applied to individual load curves intraday forecasting. S. Bercu, F. Proïa. Journal of Applied Statistics. 40: 1333-1348 (2013).
📖Further results on the H-Test of Durbin for stable autoregressive processes. F. Proïa. Journal of Multivariate Analysis. 118: 77-101 (2013).
📖A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process. B. Bercu, F. Proïa. ESAIM: Probability and Statistics. 17: 500-530 (2013).
Thèse et Habilitation
📖HDR. Autorégressifs à coefficients variables - Modèles graphiques partiels - Applications aux sciences du vivant. Soutenue le 05/07/2022 à l'Université d'Angers.
📖Thèse. Autocorrélation et stationnarité dans le processus autorégressif. Soutenue le 04/11/2013 à l'Université de Bordeaux. Direction : B. Bercu, Université de Bordeaux.