| Publication | Date of Publication | Type |
|---|
Statistical inference for rough volatility: minimax theory
The Annals of Statistics | 2024-10-18 | Paper |
Statistical inference for rough volatility: central limit theorems
The Annals of Applied Probability | 2024-08-22 | Paper |
Individual and population approaches for calibrating division rates in population dynamics: Application to the bacterial cell cycle
| 2021-08-30 | Paper |
Density estimation on an unknown submanifold
Electronic Journal of Statistics | 2021-08-09 | Paper |
Nonparametric adaptive inference of birth and death models in a large population limit
Mathematical Statistics and Learning | 2021-08-03 | Paper |
Estimating fast mean-reverting jumps in electricity market models
ESAIM: Probability and Statistics | 2020-12-15 | Paper |
Efficient volatility estimation in a two-factor model
Scandinavian Journal of Statistics | 2020-11-30 | Paper |
Nonparametric estimation for interacting particle systems : McKean-Vlasov models
| 2020-11-07 | Paper |
A new inference strategy for general population mortality tables
ASTIN Bulletin | 2020-08-31 | Paper |
Estimating the reach of a manifold via its convexity defect function
| 2020-01-22 | Paper |
Statistical estimation in a randomly structured branching population
Stochastic Processes and their Applications | 2019-12-17 | Paper |
A recursive point process model for infectious diseases
Annals of the Institute of Statistical Mathematics | 2019-10-22 | Paper |
Early stopping for statistical inverse problems via truncated SVD estimation
Electronic Journal of Statistics | 2018-11-01 | Paper |
Optimal adaptation for early stopping in statistical inverse problems
SIAM/ASA Journal on Uncertainty Quantification | 2018-10-15 | Paper |
Adaptive estimation for bifurcating Markov chains
Bernoulli | 2017-09-21 | Paper |
Nonparametric estimation of the division rate of an age dependent branching process
Stochastic Processes and their Applications | 2016-04-04 | Paper |
Hawkes processes on large networks
The Annals of Applied Probability | 2016-03-11 | Paper |
Optimization and statistical methods for high frequency finance
ESAIM: Proceedings and Surveys | 2016-01-29 | Paper |
Statistical inference for partial differential equations
ESAIM: Proceedings and Surveys | 2016-01-29 | Paper |
On adaptive posterior concentration rates
The Annals of Statistics | 2015-10-30 | Paper |
Statistical estimation of a growth-fragmentation model observed on a genealogical tree
Bernoulli | 2015-08-05 | Paper |
Some limit theorems for Hawkes processes and application to financial statistics
Stochastic Processes and their Applications | 2014-04-28 | Paper |
High dimensional Hawkes processes
| 2014-03-23 | Paper |
Modelling microstructure noise with mutually exciting point processes
Quantitative Finance | 2014-02-08 | Paper |
Estimation of the lead-lag parameter from non-synchronous data
Bernoulli | 2013-05-30 | Paper |
Statistical inference across time scales
Electronic Journal of Statistics | 2013-05-28 | Paper |
Adaptive wavelet estimation of the diffusion coefficient under additive error measurements
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-01-11 | Paper |
Nonparametric estimation of the division rate of a size-structured population
SIAM Journal on Numerical Analysis | 2012-08-23 | Paper |
On adaptive inference and confidence bands
The Annals of Statistics | 2012-02-21 | Paper |
Statistical analysis of self-similar conservative fragmentation chains
Bernoulli | 2011-09-02 | Paper |
Multifractal analysis in a mixed asymptotic framework
The Annals of Applied Probability | 2010-10-04 | Paper |
Nonparametric reconstruction of a multifractal function from noisy data
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2010-01-15 | Paper |
Nonlinear estimation for linear inverse problems with error in the operator
The Annals of Statistics | 2008-03-12 | Paper |
Estimation of the Hurst parameter from discrete noisy data
The Annals of Statistics | 2008-01-16 | Paper |
Stochastic volatility and fractional Brownian motion
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Adaptive Wavelet Galerkin Methods for Linear Inverse Problems
SIAM Journal on Numerical Analysis | 2005-03-01 | Paper |
Nonparametric estimation of scalar diffusions based on low frequency data
The Annals of Statistics | 2005-02-28 | Paper |
Rate of convergence for parametric estimation in a stochastic volatility model.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility
Applicationes Mathematicae | 2004-11-29 | Paper |
Non‐parametric Estimation of the Death Rate in Branching Diffusions
Scandinavian Journal of Statistics | 2004-03-16 | Paper |
The Pinsker bound in mixed Gaussian white noise
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Random rates in anisotropic regression. (With discussion)
The Annals of Statistics | 2002-11-14 | Paper |
\(L_p\) estimation of the diffusion coefficient
Bernoulli | 2002-03-06 | Paper |
Asymptotic equivalence for a null recurrent diffusion
Bernoulli | 2002-01-01 | Paper |
On nonparametric estimation in nonlinear AR(1)-models
Statistics & Probability Letters | 2001-01-30 | Paper |
Adaptive estimation in diffusion processes.
Stochastic Processes and their Applications | 2001-01-17 | Paper |
On estimating the diffusion coefficient: Parametric versus nonparametric.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2001-01-01 | Paper |
Estimation non-paramétrique du coefficient de diffusion pour une perte Lp
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1997-11-18 | Paper |
Minimax estimation of the diffusion coefficient through irregular samplings
Statistics & Probability Letters | 1997-10-19 | Paper |
