Ester Mariucci

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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
Non-asymptotic control of the cumulative distribution function of Lévy processes
Advances in Applied Probability
2022-12-13Paper
Le Cam theory on the comparison of statistical models
(available as arXiv preprint)
2022-10-21Paper
Le Cam theory on the comparison of statistical models2022-10-21Paper
Spectral-free estimation of Lévy densities in high-frequency regime
Bernoulli
2021-09-10Paper
Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2021-07-23Paper
Decompounding discrete distributions: A nonparametric Bayesian approach
Scandinavian Journal of Statistics
2020-09-08Paper
A Bayesian nonparametric approach to log-concave density estimation
Bernoulli
2020-02-12Paper
A Bayesian nonparametric approach to log-concave density estimation
Bernoulli
2020-02-12Paper
Wasserstein and total variation distance between marginals of Lévy processes
Electronic Journal of Statistics
2018-08-14Paper
Wasserstein and total variation distance between marginals of Lévy processes
Electronic Journal of Statistics
2018-08-14Paper
Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case
Statistical Inference for Stochastic Processes
2016-04-04Paper
Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2016-02-12Paper
Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise
Stochastic Processes and their Applications
2015-12-23Paper
Asymptotic equivalence for density estimation and gaussian white noise: An extension2015-03-17Paper
\(L_1\)-distance for additive processes with time-homogeneous Lévy measures
Electronic Communications in Probability
2014-09-29Paper
Asymptotic equivalence of jumps L\'evy processes and their discrete counterpart2013-05-29Paper
Nonparametric density estimation for the small jumps of L\'evy processes
(available as arXiv preprint)
N/APaper


Research outcomes over time


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