Diplômes

Cours

Domaines d'interêt

• Statistique mathématique
• Séries temporelles, estimation de densité spectrale
• Estimation nonparamétrique de courbes
• Ondelettes
• Analyse de séries biomédicales et de séries financières

Article de périodique

• Motta Giovanni, Hafner Christian, von Sachs Rainer, Locally stationary factor models: identification and nonparametric estimation, 2010, Econometric Theory (A paraître)
  
• Freyermuth Jean-Marc, Ombao Hernando, von Sachs Rainer, Tree-structured wavelet estimation in a mixed effects model for spectra of replicated time series, 2010, Journal of the American Statistical Association, 105 (490), p. 634-646 (Publié)
  Lien: http://www.stat.ucl.ac.be/ISpub
• von Sachs Rainer, Böhm Hilmar, Ombao Hernando, Sanes J., Classification of multivariate non-stationary signals: the SLEX-shrinkage approach, 2010, Journal of Statistical Planning and Inference, 140, p. 3754-3763 (Publié)
  Lien: http://www.stat.ucl.ac.be/ISpub
• Antoniadis Anestis, Bigot Jérémie, von Sachs Rainer, A multiscale approach for statistical characterization of functional images, 2009, Journal of Computational and Graphical Statistics, 18 (1), p. 216-237 (Publié)
  
• Böhm Hilmar, von Sachs Rainer, Shrinkage estimation in the frequency domain of multivariate time series, 2009, Journal of Multivariate Analysis, 100, p. 913-935 (Publié)
  Lien: http://www.stat.ucl.ac.be/ISpub
• Fryzlewicz Piotr, Nason Guy P., von Sachs Rainer, A wavelet-Fisz approach to spectrum estimation, 2008, Journal of Time Series Analysis, 29 (5), p. 868-880 (Publié)
  
• Böhm Hilmar, von Sachs Rainer, Structural shrinkage of nonparametric spectral estimators for multivariate time series, 2008, Electronic Journal of Statistics, 2, p. 696-721 (Publié)
  
• Van Bellegem Sébastien, von Sachs Rainer, Locally adaptative estimation of sparse evolutionary wavelet spectra, 2008, The Annals of Statistics, 36 (4), p. 1879-1924 (Publié)
  
• Cosma Antonio, Scaillet O., von Sachs Rainer, Multivariate wavelet-based shape preserving estimation for dependent observations, 2007, Bernoulli, 13 (2), p. 301-329 (Publié)
  
• Delouille Véronique, Jansen M., von Sachs Rainer, Second generation wavelet methods for denoising of irregularly spaced data in two dimensions, 2006, Signal Processing, 86, p. 1435-1450 (Publié)
  
• Ombao Hernando, von Sachs Rainer, Guo Wensheng, SLEX analysis of multivariate non-stationary time series, 2005, Journal American Statistical Association, 100, p. 519-531 (Publié)
  
• Delouille Véronique, von Sachs Rainer, Estimation of nonlinear autoregressive models using design-adapted wavelets, 2005, Annals of the Institute of Statistical Mathematics, 57 (2), p. 235-253 (Publié)
  
• Van Bellegem Sébastien, von Sachs Rainer, On adaptive estimation for locally stationary wavelet processes and its applications, 2004, International Journal of Wavelets, Multiresolution and Information Processing, 2 (4), p. 545-565 (Publié)
  
• Van Bellegem Sébastien, von Sachs Rainer, Forecasting economic time series with unconditional time-varying variance, 2004, International Journal of Forecasting (20), p. 611-627 (Publié)
  
• Delouille Véronique, Simoens J., von Sachs Rainer, Smooth design-adapted wavelets for nonparametric stochastic regression, 2004, Journal of the American Statistical Association, 99 (467), p. 643-658 (Publié)
  
• Guo Wensheng, Dai Ming, Ombao Hernando, von Sachs Rainer, Smoothing spline ANOVA for time-dependent spectral analysis, 2003, Journal of the American Statistical Association, 98 (463), p. 643-652 (Publié)
  
• Van Bellegem Sébastien, Fryzlewicz Piotr, von Sachs Rainer, A wavelet-based model for forecasting non-stationary processes, 2003, Inst. Phys. Conf. Ser., 173, p. 955-958 (Publié)
  
• Fryzlewicz Piotr, Van Bellegem Sébastien, von Sachs Rainer, Forecasting non-stationary time series by wavelet process modelling, 2003, The Annals of the Institute of Statistical Mathematics, 55 (4), p. 737-764 (Publié)
  
• Donoho David, Mallat Stéphane, von Sachs Rainer, Samuelides Yann, Signal and covariance estimation with macrotiles, 2003, IEEE Transactions on Signal Processing, 51 (3), p. 614-627 (Publié)
  
• Ombao Hernando, Raz Jonathan, von Sachs Rainer, Guo Wensheng, The SLEX model of a non-stationary random process, 2002, Annals of the Institute of Statistical Mathematics, 54 (1), p. 171-200 (Publié)
  
• Cranstoun S., Ombao Hernando, von Sachs Rainer, Guo Wensheng, Litt B., Time-frequency spectral estimation of multi-channel EEG using the SLEX method, 2002, IEEE Transactions on Biomedical Engineering, 49, p. 988-996 (Publié)
  
• Ombao Hernando, Raz Jonathan, von Sachs Rainer, Malow Beth, Automatic statistical analysis of bivariate nonstationary time series, 2001, Journal of the American Statistical Association, 96, p. 543-560 (Publié)
  
• Ombao Hernando, Raz Jonathan, Strawderman Robert L., von Sachs Rainer, A simple generalised crossvalidation method of span selection for periodogram smoothing, 2001, Biometrika, 88 (4), p. 1186-1192 (Publié)
  
• Delouille Véronique, Franke Jürgen, von Sachs Rainer, Nonparametric stochastic regression with design-adapted wavelets, 2001, Sankhya Series A, 63, p. 328-366 (Publié)
  
• Nason Guy P., von Sachs Rainer, Kroisandt Gerald, Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum, 2000, J. R. Statist. Soc. B, 62, p. 271-292 (Publié)
  
• von Sachs Rainer, Neumann Michael H., A wavelet-based test for stationarity, 2000, Journal of Time Series Analysis, 21, p. 597-613 (Publié)
  
• von Sachs Rainer, Macgibbon Brenda, Non-parametric curve estimation by wavelet thresholding with locally stationary errors., 2000, Scandinavian Journal of Statistics, 27, p. 475-499 (Publié)
  
• Dahlhaus Rainer, Neumann Michael H., von Sachs Rainer, Nonlinear wavelet estimation of time-varying autoregressive processes, 1999, Bernoulli, 5 (5), p. 873-906 (Publié)
  
• Nason Guy P., von Sachs Rainer, Wavelets in Time Series Analysis, 1999, Philosophical Transactions of the Royal Society London, Series A: Mathematical, Physical and Engineering Sciences, 357, p. 2511-2526 (Publié)
  
• Neumann Michael H., von Sachs Rainer, Wavelet Thresholding in Anisotropic Function Classes and Application to Adaptive Estimation of Evolutionary Spectra, 1997, Annals of Statistics, 25, p. 38-76 (Publié)
  
• Schneider K., von Sachs Rainer, Wavelet Smoothing of Evolutionary Spectra by Non-linear Thresholding, 1996, Applied Computational Harmonic Analysis, 3, p. 268-282 (Publié)
  
• von Sachs Rainer, Modelling and Estimation of the Time--varying Structure of Nonstationary Time Series, 1996, Brazilian Journal of Probability and Statistics, 10 (2), p. 181-204 (Publié)
  
• Janas D., von Sachs Rainer, Consistency for Non-linear Functions of the Periodogram of Tapered Data, 1995, J. Time Series Analysis, 16, p. 585-606 (Publié)
  
• von Sachs Rainer, Peak-insensitive Nonparametric Spectrum Estimation, 1994, J. Time Series Analysis, 15, p. 429-452 (Publié)
  
• von Sachs Rainer, Estimating Non-linear Functions of the Spectral Density, Using a Data-Taper, 1994, Ann. Inst. Stat. Math., 46, p. 453-474 (Publié)
  
• von Sachs Rainer, Estimating the Spectrum of a Stochastic Process in the Presence of a Contaminating Signal, 1993, IEEE Trans. on Signal Processing, 41, p. 323-333 (Publié)
  



Monographie

• ROUEFF François, von Sachs Rainer, Locally stationary long memory estimation, 2009 (Diffusé)
  Lien: http://www.stat.ucl.ac.be/ISpub/dp/2009/DP0916.pdf
• Eichler M., Motta Giovanni, von Sachs Rainer, Fitting dynamic fator models to nonstationary time series, 2008 (Diffusé)
  Lien: http://www.stat.ucl.ac.be/ISpub
• Van Bellegem Sébastien, von Sachs Rainer, Locally adaptive estimation of sparse evolutionary wavelet spectra, 2003 (Diffusé)
  
• Delouille Véronique, von Sachs Rainer, Properties of design-adapted wavelet transforms of nonlinear autoregression models, 2002 (Diffusé)
  Lien: http://www.stat.ucl.ac.be/ISpublication/ISdp_ListAnn.html#dp2002
• Donoho David, Mallat Stéphane, von Sachs Rainer, Estimating Covariances of Locally Stationary Processes: Rates of Convergence of Best Basis Methods, 1998 (Diffusé)
  



Contribution à un ouvrage collectif

• Neumann Michael H., von Sachs Rainer, Wavelet Thresholding: Beyond the Gaussian I.I.D. Situation, 1995, p. 301-329 (Publié)
  



Communication à colloque à diffusion restreinte

• Delouille Véronique, von Sachs Rainer, Smooth design-adapted wavelets for half-regular designs in two dimensions, 2003 ()
  
• Ombao Hernando, von Sachs Rainer, Guo Wensheng, Estimation and inference for time-varying spectra of locally stationary SLEX processes, 2000 ()
  
• von Sachs Rainer, Overcomplete systems of wavelet and related local bases for adaptive signal representation and estimation, 1999 ()
  
• von Sachs Rainer, Nonparametric Wavelet Methods for Nonstationary Time Series, 1998 ()
  
• Donoho David, Mallat Stéphane, von Sachs Rainer, Estimating Covariances of Locally Stationary Processes: Consistency of Best Basis Methods, 1996 ()
  
• Schneider K., von Sachs Rainer, Nonlinear Wavelet Smoothing of Time-dependent Power Spectra, 1994 ()
  
• von Sachs Rainer, Detecting Periodic Components in a Stationary Time Series by an Improved Nonparametric Procedure, 1993 ()
  



Communication à un colloque publiés dans des actes parus comme volume de périodique

• Nason Guy P., Kroisandt Gerald, von Sachs Rainer, Spectral Representation and Estimation for Locally Stationary Wavelet Processes, 1999, CRM Proceedings and Lecture Notes, 18, p. 381-397 (Publié)
  
• von Sachs Rainer, Adaptively Wavelet-smoothed Wigner Estimates of Evolutionary Spectra, 1996, Zeitschrift für Angewandte Mathematik und Mechanik, 76 (3), p. 71-74 (Publié)
  

Biographie

Diplômes

Enseignement

Cours

Recherche

Domaines d'interêt

• Statistique mathématique
• Séries temporelles, estimation de densité spectrale
• Estimation nonparamétrique de courbes
• Ondelettes
• Analyse de séries biomédicales et de séries financières

Publications