Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models

Ailliot, Pierre; Pène, Françoise

ESAIM: Probability and Statistics, Volume 19 (2015) p. 268-292

Stochastic weather generators: an overview of weather type models

Ailliot, Pierre; Allard, Denis; Monbet, Valérie; Naveau, Philippe

Journal de la société française de statistique, Volume 156 (2015) p. 101-113

Some theoretical results on Markov-switching autoregressive models with gamma innovations

Ailliot, Pierre

Comptes Rendus. Mathématique, Volume 343 (2006) p. 271-274