Random and statistical modeling of processes

A project done with Guillaume Février as part as Polytechnique’s course ‘MAP565 Random and statistical modeling of processes’ by Prof. Mathieu Rosenbaum.

We applied statistical methods (related to linear time series, copulas, extreme value theory and Hawkes processes) to analyse four recent datasets related to hydrology, health, air transport and seismology.

You can find below the project Report we’ve done for the project defense.