Antony GAUTIER

Français

Contacts

Université Lille 3
UFR Mathématiques, Sciences Economiques et Sociales
BP 60149
F-59653 Villeneuve d'Ascq Cedex

Tel.: (+ 33) (0)3 20 41 71 85

E-mail: antony.gautier@univ-lille3.fr
Office S118 - Maison de la recherche - 1st floor

Professional career

- Assistant professor in applied mathematics, University of Lille 3 (2007- )
- Assistant professor in applied mathematics, University of Rouen (2005-2007)

Research interests

- Time series
- Statistics
- Econometrics

Publications

[1] Gautier, A. (2009) Kalman-Type Recursions for Time-Varying ARMA Models and their Implication for Least Squares Procedure, Probability and Mathematical Statistics 29, 169-180.

[2] Gautier, A. (2006) Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model, Communications in Statistics - Theory and Methods 35, 2083-2106.

[3] Bibi, A. and Gautier, A. (2006) Propriétés dans L² et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques, The Canadian Journal of Statistics 34, 131-148.

[4] Bibi, A. and Gautier, A. (2005) Stationnarité et inférence asymptotique de modèles bilinéaires périodiques, Comptes rendus de l'Académie des Sciences - Mathématique 341, 679-682.

[5] Gautier, A. (2005) Influence asymptotique de la correction par la moyenne sur l'estimation d'un modèle AR(1) périodique, Comptes rendus de l'Académie des Sciences - Mathématique 340, 315-318.

[6] Francq, C. and Gautier, A. (2004) Large Sample Properties of Parameter Least Squares Estimates for Time-Varying ARMA Models, Journal of Time Series Analysis 25, 765-783.

[7] Francq, C. and Gautier, A. (2004) Estimation of Time-Varying ARMA Models with Markovian Changes in Regime, Statistics and Probability Letters 70, 243-251.

[8] Francq, C. and Gautier, A. (2004) Estimation de modèles ARMA à changements de régime récurrents, Comptes rendus de l'Académie des Sciences - Mathématique 339, 55-58.

Submitted papers or papers in revision

[9] Bibi, A., Gautier, A., and Kimouche K. (2009) Consistent and Asymptotically Normal Estimators for Periodic Bilinear Models, in revision.

[10] Gautier, A. (2008) Développements récents en économétrie des modèles ARMA périodiques et application au trafic autoroutier, submitted.

[11] Gautier, A. (2009) On the Whiteness of a Diagonal Bilinear Model Driven by Periodic Changes in Regime, submitted.

Other documents

[12] Bibi, A. and Gautier, A. (2006) Minimum Distance Estimation for Periodic Bilinear Models, Prague Stochastics 2006 Proceedings, 256-265.

[13] Bibi, A. and Gautier, A. (2005) Propriétés dans L² et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques (version longue).

[14] Francq, C. and Gautier, A. (2003) Estimation of Time-Varying ARMA Models and Applications to Series Subject to Markovian Changes in Regime.

[15] Dufeutrel, L., Gomber, C., Pollet, C., Picard, M. and Gautier, A. (2000) Enquête de prévalence et évaluation du risque d'escarre dans un établissement psychiatrique : méthode, résultats, conséquences, Gestions hospitalières 398, 534-539.

Referee reports

- Automatica
- Computational Statistics and Data Analysis
- Empirical Economics
- Journal of Multivariate Analysis
- Journal of Statistical Planning and Inference
- Journal of Time Series Analysis
- Statistics and Probability Letters
- Mathematical Reviews

Organization of scientific events

- Seminar of statistics and econometrics
University of Lille 3 - Laboratory EQUIPPE (EA 4018)

- 1rst Workshop in Statistics, Econometrics and Finance
Wednesday 21 June 2006 - University of Rouen
Laboratoire de Mathématiques Raphaël Salem (UMR 6085 CNRS)

Teaching

- Time series and forecasting
- Econometrics
- Mathematical statistics
- Probability
- Measure and integration