| Publication | Date of Publication | Type |
|---|
| Non-adaptive estimation for degenerate diffusion processes | 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 | 2023-03-06 | Paper |
| Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations | 2022-10-11 | Paper |
| On the nonparametric inference of coefficients of self-exciting jump-diffusion | 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 | 2021-08-09 | Paper |
| Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function | 2021-07-15 | Paper |
| Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes | 2021-05-07 | Paper |
| Approximation of the invariant distribution for a class of ergodic jump diffusions | 2020-12-15 | Paper |
| Contrast function estimation for the drift parameter of ergodic jump diffusion process | 2020-09-08 | Paper |
| Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes | 2020-09-03 | Paper |
| Joint estimation for SDE driven by locally stable Lévy processes | 2020-08-17 | Paper |
| Estimating functions for SDE driven by stable Lévy processes | 2019-11-20 | Paper |
| Jump filtering and efficient drift estimation for Lévy-driven SDEs | 2018-09-14 | Paper |
| Bouncing skew Brownian motions | 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 | 2017-11-07 | Paper |
| Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes | 2015-04-28 | Paper |
| Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment | 2015-03-13 | Paper |
| Asymptotic lower bounds in estimating jumps | 2014-08-08 | Paper |
| An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility | 2014-04-28 | Paper |
| Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time | 2013-10-17 | Paper |
| Limit theorems in the Fourier transform method for the estimation of multivariate volatility | 2011-06-15 | Paper |
| Multifractal analysis in a mixed asymptotic framework | 2010-10-04 | Paper |
| Nonparametric reconstruction of a multifractal function from noisy data | 2010-01-15 | Paper |
| LAMN property for hidden processes: the case of integrated diffusions | 2009-10-07 | Paper |
| Estimation for stochastic differential equations with a small diffusion coefficient | 2009-04-02 | Paper |
| Estimation of the Hurst parameter from discrete noisy data | 2008-01-16 | Paper |
| Efficient estimation of drift parameters in stochastic volatility models | 2007-12-16 | Paper |
| Parameter Estimation for a Discretely Observed Integrated Diffusion Process | 2006-12-08 | Paper |
| Stochastic volatility and fractional Brownian motion | 2005-08-05 | Paper |
| Diffusions with measurement errors. I. Local Asymptotic Normality | 2002-06-11 | Paper |
| Diffusions with measurement errors. II. Optimal estimators | 2002-06-11 | Paper |
| Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process | 2002-02-19 | Paper |
| Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent | 2001-03-05 | Paper |
| Estimation du coefficient de diffusion de la volatilité d'un modèle à volatilité stochastique | 2000-04-09 | Paper |
| Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime | N/A | Paper |
| Quasi-likelihood analysis for adaptive estimation of a degenerate diffusion process | N/A | Paper |
