Charlotte Dion-Blanc

MaRDI QIDQ1983629zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Lasso-type estimator and classification algorithm for high-dimensional multivariate Hawkes processes Scandinavian Journal of Statistics	2026-05-22	Paper
Who Drives the System? Classifying Mean-Field Particle Systems from Trajectory Data (available as arXiv preprint)	2026-01-01	Paper
Testing procedures based on maximum likelihood estimation for marked Hawkes processes Computational Statistics	2025-12-09	Paper
Bats monitoring: a classification procedure of bats behaviours based on Hawkes processes Journal of the Royal Statistical Society. Series C. Applied Statistics	2025-03-05	Paper
Hawkes process with a diffusion-driven baseline: long-run behavior, inference, statistical tests (available as arXiv preprint)	2025-01-01	Paper
Nonparametric plug-in classifier for multiclass classification of S.D.E. paths Scandinavian Journal of Statistics	2024-09-19	Paper
ERM-Lasso classification algorithm for Multivariate Hawkes Processes paths (available as arXiv preprint)	2024-01-01	Paper
Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity (available as arXiv preprint)	2024-01-01	Paper
On the nonparametric inference of coefficients of self-exciting jump-diffusion Electronic Journal of Statistics	2022-07-15	Paper
On the nonparametric inference of coefficients of self-exciting jump-diffusion Electronic Journal of Statistics	2022-07-15	Paper
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation Bernoulli	2021-09-10	Paper

Research outcomes over time

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