Locally stationary long memory estimation F Roueff, R Von Sachs Stochastic Processes and their Applications 121 (4), 813-844, 2011 | 116 | 2011 |

On the spectral density of the wavelet coefficients of long‐memory time series with application to the log‐regression estimation of the memory parameter E Moulines, F Roueff, MS Taqqu Journal of Time Series Analysis 28 (2), 155-187, 2007 | 105 | 2007 |

Estimators of long-memory: Fourier versus wavelets G Faÿ, E Moulines, F Roueff, MS Taqqu Journal of econometrics 151 (2), 159-177, 2009 | 100 | 2009 |

A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series E Moulines, F Roueff, MS Taqqu The Annals of Statistics 36 (4), 1925-1956, 2008 | 88 | 2008 |

Detection and localization of change-points in high-dimensional network traffic data C Lévy-Leduc, F Roueff The Annals of Applied Statistics, 637-662, 2009 | 80 | 2009 |

On recursive estimation for time varying autoregressive processes E Moulines, P Priouret, F Roueff The Annals of statistics 33 (6), 2610-2654, 2005 | 66 | 2005 |

A regularization approach to fractional dimension estimation F Roueff, JL Véhel proceedings of Fractals 98, 103-116, 1998 | 58 | 1998 |

On the existence of some ARCH (∞) processes R Douc, F Roueff, P Soulier Stochastic Processes and Their Applications 118 (5), 755-761, 2008 | 53 | 2008 |

The dead leaves model: a general tessellation modeling occlusion C Bordenave, Y Gousseau, F Roueff Advances in applied probability 38 (1), 31-46, 2006 | 52 | 2006 |

Central Limit Theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context E Moulines, F Roueff, MS Taqqu Fractals 15 (04), 301-313, 2007 | 47 | 2007 |

Topological optimization of quantum key distribution networks R Alleaume, F Roueff, E Diamanti, N Lütkenhaus New Journal of Physics 11 (7), 075002, 2009 | 43 | 2009 |

Linear fractional stable sheets: wavelet expansion and sample path properties A Ayache, F Roueff, Y Xiao Stochastic processes and their applications 119 (4), 1168-1197, 2009 | 37 | 2009 |

Modelling bid and ask prices using constrained Hawkes processes: Ergodicity and scaling limit B Zheng, F Roueff, F Abergel SIAM Journal on Financial Mathematics 5 (1), 99-136, 2014 | 36 | 2014 |

Modeling occlusion and scaling in natural images Y Gousseau, F Roueff Multiscale Modeling & Simulation 6 (1), 105-134, 2007 | 36 | 2007 |

Asymptotic normality of wavelet estimators of the memory parameter for linear processes F Roueff, MS Taqqu Journal of Time Series Analysis 30 (5), 534-558, 2009 | 35 | 2009 |

Estimation of the memory parameter of the infinite-source Poisson process G Faÿ, F Roueff, P Soulier Bernoulli 13 (2), 473-491, 2007 | 28 | 2007 |

Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates G Lang, F Roueff Statistical inference for stochastic processes 4 (3), 283-306, 2001 | 27 | 2001 |

Locally stationary Hawkes processes F Roueff, R Von Sachs, L Sansonnet Stochastic Processes and their Applications 126 (6), 1710-1743, 2016 | 25 | 2016 |

A data-mining approach to travel price forecasting T Wohlfarth, S Clémençon, F Roueff, X Casellato 2011 10th International Conference on Machine Learning and Applications and …, 2011 | 23 | 2011 |

Nonparametric estimation of mixing densities for discrete distributions F Roueff, T Rydén The Annals of Statistics 33 (5), 2066-2108, 2005 | 22 | 2005 |