Valentin Courgeau

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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!

PublicationDate of PublicationType
Asymptotic theory for the inference of the latent trawl model for extreme values
Scandinavian Journal of Statistics
2023-04-13Paper
High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process
Electronic Journal of Statistics
2022-10-18Paper
High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process
Electronic Journal of Statistics
2022-10-18Paper
Likelihood theory for the graph Ornstein-Uhlenbeck process
Statistical Inference for Stochastic Processes
2022-06-01Paper
High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process
(available as arXiv preprint)
2020-08-25Paper
Likelihood theory for the Graph Ornstein-Uhlenbeck process
(available as arXiv preprint)
2020-05-26Paper


Research outcomes over time


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