| Publication | Date of Publication | Type |
|---|
Fractional interacting particle system: drift parameter estimation via Malliavin calculus
Stochastic Processes and their Applications | 2026-02-27 | Paper |
Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes
Electronic Journal of Statistics | 2026-02-06 | Paper |
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 |
Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs
Probability Theory and Related Fields | 2025-10-23 | 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 |
Optimal estimation of the local time and the occupation time measure for an -stable Lévy process
Modern Stochastics. Theory and Applications | 2024-06-05 | Paper |
Parameter estimation of discretely observed interacting particle systems
Stochastic Processes and their Applications | 2023-08-14 | 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 |
| Quantitative and stable limits of high-frequency statistics of L\'evy processes: a Stein's method approach | 2023-02-12 | 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 |
Optimal convergence rates for the invariant density estimation of jump-diffusion processes
ESAIM: Probability and Statistics | 2022-02-16 | Paper |
Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes
Electronic Journal of Statistics | 2022-02-09 | Paper |
Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes
Electronic Journal of Statistics | 2022-02-09 | Paper |
| Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes | 2021-10-06 | 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 |
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 |
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime
(available as arXiv preprint) | N/A | Paper |
Optimal estimation of local time and occupation time measure for an {\alpha}-stable Levy process
(available as arXiv preprint) | N/A | Paper |
Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs
(available as arXiv preprint) | N/A | Paper |
