Viano Marie-Claude

Marie-Claude Viano

Mailing Address : Université des Sciences et Technologies de Lille
Laboratoire Paul Painlevé CNRS UMR 8524

U.F.R. de Mathématiques -- Bât. M2
59655 Villeneuve d'Ascq Cedex
France

Phone : (33) [0]3 20 33 72 76

Fax : (33) [0]3 20 43 67 74

E-mail : Marie-Claude.viano@univ-lille1.fr

Mailing Address :	Université des Sciences et Technologies de Lille Laboratoire Paul Painlevé CNRS UMR 8524 U.F.R. de Mathématiques -- Bât. M2 59655 Villeneuve d'Ascq Cedex France
Phone :	(33) [0]3 20 33 72 76
Fax :	(33) [0]3 20 43 67 74
E-mail :	Marie-Claude.viano@univ-lille1.fr

Research topics

Long-memory: Fractional ARMA processes. Generalised fractional processes. Distribution valued long-memory processes. Aggregation.
Random sampling. Missing values.
Econometric models.
Limit theorems for discrete time non-linear long-memory processes.
Multifractional discrete time processes.

Publications

A. Philippe, M.-C. Viano (2010) Random sampling of long-memory stationary processes. Journal of Statistical Planning and Inference. vol. 140. 1110-1124.

L. Bel, G. Oppenheim, L. Robbiano, M-C. Viano, (2009) Fractional filtering, Fractional synthesis. In Scaling, Fractals and Wavelets. Chapter 8. Edited by P. Abry, P. Gonçalvès et J. Lévy Véhel , Wiley (Digital Signal and Image Processing series).
A. Philippe, D. Surgailis, and M.-C. Viano (2008) Time-varying fractionally integrated processes with nonstationary long memory, Theory of Probability and Applications. Vol. 42.
A. Philippe, D. Surgailis, and M.-C. Viano (2006) Invariance principle for a class of non stationary processes with long memory, C. R. Acad. Sci. Paris, Ser. I Volume 342, Issue 4, Pages 269-274.
A. Philippe, D. Surgailis, and M.-C. Viano (2006) Almost periodically correlated processes with long-memory. In Dependence in Probability and Statistics, Lecture Notes in Statistics, Vol. 187. Bertail, P; Doukhan, P; Soulier, Ph (Eds.) Springer-Verlag New-York.
G. Oppenheim, R. Leipus, A. Philippe and M.-C. Viano (2005). Orthogonal series density estimation in a disaggregation Scheme. Journal of Statistical Planning and Inference. Vol 136/8 pp 2547-2571.
P. Doukhan, L. Lang D. Surgailis M.-C. Viano (2005) Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory. Journal of Theoretical Probability, 18-1. pp 109--134.
Kazakevicius V, Leipus R., Viano M.-C. (2004) Stability of random coefficients autoregressive conditionally heteroskedastic. Journal of Econometrics, 120 pp 139-158.
Oppenheim G. Viano M.-C. (2004) Aggregation of random parameters Ornstein-Uhlenbeck or AR processes: some convergence results. J. Time Ser. Anal. 25-3. pp 335-350.
Leipus R., Viano M.-C. (2003) Long memory and stochastic trend Stat. and Probab. Letters, 61(2) pp 177-19
Leipus R., Viano M.-C. (2002). Aggregation in ARCH models. Lithuanian Mathematical Journal vol 42 pp 68-89
D. Surgailis, M.-C. Viano, (2002) Long memory properties and covariance structure of the EGARCH model. ESAIM P&S, Vol. 6, pp. 311-329.

M. Ould Haye, Viano M.-C. (2002). Limit theorems under seasonal long-memory.
In Theory and Applications of Long-Range Dependence, eds Paul Doukhan, Murad Taqqu and Georges Oppenheim, birkhauser Boston.

Leipus R., Viano M.-C. (2000). Modelling long-memory time series with finite or infinite variance: a general approach . J. Time Ser. Anal. vol 21. 61--74
Oppenheim G., Ould Haye M. , Viano M.-C. (2000). Long memory with seasonal effects. Statistical Inference for Stochastic Processes vol 3, pp. 53-68
Bel L., Oppenheim G., Robbiano L. Viano M.-C. (1998). Distribution processes with stationary fractional increments Proceedings of the colloquium FDS'98: Fractional Differential Systems: Models, Methods and Applications ESAIM: Proceedings, Vol. 5, 1998, 43-54 abstract + ps file
Poggi J-M., Viano M.-C. (1998). An estimate of the fractal index using multi-scale aggregates, J. Time Ser. Anal. 19. 221--234.
Bel L., Oppenheim G., Robbiano L. Viano M.-C. (1998). Linear Distribution Processes, J. Appl. Math. and Stoch. Anal. 11. 43--58.
Suquet Ch., Viano M.-C. (1998). Change point detection in dependent sequences: invariance principles for some quadratic statistics. Math. Meth. of Stat. vol. 7. 157--191.
Bel L., Oppenheim G., Robbiano L. Viano M.-C. (1996) Distribution processes of fractional ARMA type, mixing properties. Prob. and Math. Stat. 16. 311--336.
Viano M.-C., Deniau C., Oppenheim G. (1995). Long-range dependence and mixing for discrete time fractionary processes. J. Time Ser. Anal. 16. 323--338.

Prépublications

A. Philippe, M.-C. Viano (2008) Random sampling of long-memory stationary processes. Pub. I.R.MA. Lille, 68. VII. Preprint arXiv:0802.0817. PDF file.
A. Philippe, D. Surgailis, and M.-C. Viano (2005) Time-varying fractionally integrated processes with nonstationary long memory. Postscript
A. Philippe, D. Surgailis, and M.-C. Viano (2005) Almost periodically correlated processes with long-memory. Postscript
A. Philippe, D. Surgailis, and M.-C. Viano (2005) Invariance principle for a class of non stationary processes with long memory Postscript
A. Philippe, D. Surgailis, M.-C. Viano, Time-varying fractionally integrated processes with nonstationary long memory. Pub. IRMA, Lille. 61 IX. (2004) available as Compressed Postscript.
G. Oppenheim, R. Leipus, A. Philippe and M.-Cl. Viano Estimating the distribution of coefficients in a disaggregation scheme Pub. I.R.MA. Lille, 60 IX (2003). Compressed Postscript.
Viano M.-C. (1997). Processus ARMA fractionnaires alpha-stables. Pub. IRMA, Lille. 42-XII. (In french)

Vulgarisation

Méthodes probabilistes de prévision. Compte rendus MATh .en. JEANS (1997) fichier postscript

Enseignement

Master 1 Professionnel mention : Mathématiques et Modélisation
- Statistique de base par A. Philippe et M.-Cl. Viano
- Probabilités par A. Philippe et M.-Cl. Viano

Master pro 2 .

Cours de Séries Chronologiques

Cours Polycopié [Fichier pdf]

Forecasting in functional regressive or autoregressive models. Cours à destination des étudiants de troisième année d'économétrie de l'Université de Vilnius. [pdf file]

Encadrement doctoral

Current PhD student :

Nicolas Perpète (Construction et étude de quelques processus multifractals). Thèse soutenue le 19 février 2013.