Nicolas Marie

Available identifiers

zbMath Open marie.nicolasMaRDI QIDQ744933

List of research outcomes

Publication	Date of Publication	Type
On a calculable Skorokhod’s integral based projection estimator of the drift function in fractional SDE	2024-04-29	Paper
Rough paths and SPDE	2024-04-10	Paper
On a projection least squares estimator for jump diffusion processes	2024-03-16	Paper
On a projection estimator of the regression function derivative	2023-11-21	Paper
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	2023-10-11	Paper
Nonparametric drift estimation from diffusions with correlated Brownian motions	2023-09-19	Paper
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models	2022-12-28	Paper
Sweeping processes perturbed by rough signals	2022-11-01	Paper
Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application	2022-07-07	Paper
Tight risk bound for high dimensional time series completion	2022-05-11	Paper
On a set-valued Young integral with applications to differential inclusions	2022-03-23	Paper
Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion	2021-11-12	Paper
Nonparametric estimation for i.i.d. paths of fractional SDE	2021-11-11	Paper
Nonparametric Estimation for I.I.D. Paths of a Martingale Driven Model with Application to Non-Autonomous Financial Models	2021-10-29	Paper
On a Nadaraya-Watson estimator with two bandwidths	2021-08-09	Paper
Bandwidth selection for the Wolverton-Wagner estimator	2020-02-28	Paper
Nonparametric estimation of the trend in reflected fractional SDE	2020-01-20	Paper
Matrix factorization for multivariate time series analysis	2019-11-26	Paper
Nonparametric estimation in fractional SDE	2019-10-23	Paper
On a fractional stochastic Hodgkin–Huxley model	2018-08-08	Paper
Invariance for rough differential equations	2017-06-22	Paper
On a Constrained Fractional Stochastic Volatility Model	2016-08-11	Paper
Sensitivities \textit{via} rough paths	2016-02-12	Paper
Ergodicity of a generalized Jacobi equation and applications	2015-12-08	Paper
Complex analysis and rough paths	2015-10-12	Paper
A generalized mean-reverting equation and applications	2015-02-17	Paper
Singular Equations Driven by an Additive Noise and Applications	2014-06-09	Paper
A chord diagram expansion coming from some Dyson-Schwinger equations	2014-05-02	Paper
A Pathwise Fractional one Compartment Intra-Veinous Bolus Model	2013-11-07	Paper
On a Computable Skorokhod's Integral Based Estimator of the Drift Parameter in Fractional SDE	N/A	Paper
Warped Kernel Estimator for I.I.D. Paths of Diffusion Processes	N/A	Paper
Nonparametric Estimation of the Transition Density Function for Diffusion Processes	N/A	Paper

Research outcomes over time

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