| Publication | Date of Publication | Type |
|---|
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2025-11-21 | Paper |
Minimax rate for multivariate data under componentwise local differential privacy constraints
The Annals of Statistics | 2025-08-07 | Paper |
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes
Scandinavian Journal of Statistics | 2025-02-11 | 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 |
Non-adaptive estimation for degenerate diffusion processes
Theory of Probability and Mathematical Statistics | 2024-05-29 | Paper |
| Minimax rate for multivariate data under componentwise local differential privacy constraints | 2023-05-17 | Paper |
Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity
Statistics | 2023-03-06 | Paper |
Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-10-11 | Paper |
Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-10-11 | 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 |
| Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes | 2021-10-06 | Paper |
Adaptive estimation for degenerate diffusion processes
Electronic Journal of Statistics | 2021-08-09 | Paper |
Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function
Statistical Inference for Stochastic Processes | 2021-07-15 | Paper |
Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes
Journal of Statistical Planning and Inference | 2021-05-07 | Paper |
Approximation of the invariant distribution for a class of ergodic jump diffusions
ESAIM: Probability and Statistics | 2020-12-15 | Paper |
Contrast function estimation for the drift parameter of ergodic jump diffusion process
Scandinavian Journal of Statistics | 2020-09-08 | Paper |
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes
Stochastic Processes and their Applications | 2020-09-03 | Paper |
Joint estimation for SDE driven by locally stable Lévy processes
Electronic Journal of Statistics | 2020-08-17 | Paper |
Estimating functions for SDE driven by stable Lévy processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-11-20 | Paper |
Jump filtering and efficient drift estimation for Lévy-driven SDEs
The Annals of Statistics | 2018-09-14 | Paper |
Bouncing skew Brownian motions
Journal of Theoretical Probability | 2018-04-20 | Paper |
An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient
The Annals of Applied Probability | 2017-11-07 | Paper |
Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes
Stochastic Processes and their Applications | 2015-04-28 | Paper |
Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment
Mathematical Methods of Statistics | 2015-03-13 | Paper |
Asymptotic lower bounds in estimating jumps
Bernoulli | 2014-08-08 | Paper |
Asymptotic lower bounds in estimating jumps
Bernoulli | 2014-08-08 | Paper |
An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time
The Annals of Probability | 2013-10-17 | Paper |
Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time
The Annals of Probability | 2013-10-17 | Paper |
Limit theorems in the Fourier transform method for the estimation of multivariate volatility
Stochastic Processes and their Applications | 2011-06-15 | 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 |
LAMN property for hidden processes: the case of integrated diffusions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-07 | Paper |
LAMN property for hidden processes: the case of integrated diffusions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-07 | Paper |
Estimation for stochastic differential equations with a small diffusion coefficient
Stochastic Processes and their Applications | 2009-04-02 | Paper |
Estimation of the Hurst parameter from discrete noisy data
The Annals of Statistics | 2008-01-16 | Paper |
Estimation of the Hurst parameter from discrete noisy data
The Annals of Statistics | 2008-01-16 | Paper |
Efficient estimation of drift parameters in stochastic volatility models
Finance and Stochastics | 2007-12-16 | Paper |
Parameter Estimation for a Discretely Observed Integrated Diffusion Process
Scandinavian Journal of Statistics | 2006-12-08 | Paper |
Stochastic volatility and fractional Brownian motion
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Diffusions with measurement errors. I. Local Asymptotic Normality
ESAIM: Probability and Statistics | 2002-06-11 | Paper |
Diffusions with measurement errors. I. Local Asymptotic Normality
ESAIM: Probability and Statistics | 2002-06-11 | Paper |
Diffusions with measurement errors. II. Optimal estimators
ESAIM: Probability and Statistics | 2002-06-11 | Paper |
Diffusions with measurement errors. II. Optimal estimators
ESAIM: Probability and Statistics | 2002-06-11 | Paper |
Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process
Statistics | 2002-02-19 | Paper |
Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2001-03-05 | Paper |
Estimation du coefficient de diffusion de la volatilité d'un modèle à volatilité stochastique
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-04-09 | Paper |
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime
(available as arXiv preprint) | N/A | Paper |
Quasi-likelihood analysis for adaptive estimation of a degenerate diffusion process
(available as arXiv preprint) | N/A | Paper |
