Hélène Halconruy

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
Questioning normality: A study of wavelet leaders distribution Statistics and Computing	2025-12-30	Paper
Robust density estimation with the $\mathbb{L}_1$-loss. Applications to the estimation of a density on the line satisfying a shape constraint Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2025-09-29	Paper
Evolving privacy: drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP Stochastic Processes and their Applications	2025-02-05	Paper
On a projection least squares estimator for jump diffusion processes Annals of the Institute of Statistical Mathematics	2024-03-16	Paper
The insider trading problem in a jump-binomial model Decisions in Economics and Finance	2023-11-17	Paper
Malliavin calculus for marked binomial processes and applications Electronic Journal of Probability	2023-01-23	Paper
The insider problem in the trinomial model: a discrete-time jump process approach	2021-06-29	Paper
Malliavin calculus for marked binomial processes: portfolio optimisation in the trinomial model and compound Poisson approximation	2021-04-02	Paper
Malliavin and Dirichlet structures for independent random variables Stochastic Processes and their Applications	2019-09-19	Paper
Robust density estimation with the $\mathbb{L}_{1}$-loss. Applications to the estimation of a density on the line satisfying a shape constraint (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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