The following pages link to Valentine Genon-Catalot (Q180608):
Displaying 50 items.
- Mixtures of stochastic differential equations with random effects: application to data clustering (Q254932) (← links)
- (Q419267) (redirect page) (← links)
- Convolution power kernels for density estimation (Q419268) (← links)
- Lévy matters IV. Estimation for discretely observed Lévy processes (Q476619) (← links)
- Nonparametric Laguerre estimation in the multiplicative censoring model (Q502788) (← links)
- Estimation for Lévy processes from high frequency data within a long time interval (Q548536) (← links)
- Parameter estimation and change-point detection from dynamic contrast enhanced MRI data using stochastic differential equations (Q648020) (← links)
- Regression function estimation as a partly inverse problem (Q778881) (← links)
- Computable infinite-dimensional filters with applications to discretized diffusion processes (Q855688) (← links)
- Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
- Nonparametric estimation for pure jump Lévy processes based on high frequency data (Q1045792) (← links)
- On the estimation of the diffusion coefficient for multi-dimensional diffusion processes (Q1209200) (← links)
- An asymptotic sufficiency property of observations related to the first hitting times of a diffusion (Q1262670) (← links)
- Limit theorems for discretely observed stochastic volatility models (Q1275855) (← links)
- Elements of asymptotic statistics (Q1308645) (← links)
- A non-linear explicit filter. (Q1424477) (← links)
- Laguerre and Hermite bases for inverse problems (Q1657860) (← links)
- Correction to: ``Nonparametric Laguerre estimation in the multiplicative censoring model'' (Q1684167) (← links)
- Nonparametric density and survival function estimation in the multiplicative censoring model (Q1694023) (← links)
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\) (Q1733113) (← links)
- Multiplicative Kalman filtering (Q1761531) (← links)
- Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter (Q1763110) (← links)
- Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift (Q1848956) (← links)
- Nonparametric adaptive estimation for pure jump Lévy processes (Q1958507) (← links)
- Parameter estimation for discretely observed stochastic volatility models (Q1962756) (← links)
- Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (Q1996772) (← links)
- Drift estimation on non compact support for diffusion models (Q2021393) (← links)
- Nonparametric estimation for i.i.d. Gaussian continuous time moving average models (Q2040942) (← links)
- Kernel estimation for Lévy driven stochastic convolutions (Q2063036) (← links)
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
- Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations (Q2239268) (← links)
- Regression function estimation on non compact support in an heteroscesdastic model (Q2303034) (← links)
- Adaptive Laguerre density estimation for mixed Poisson models (Q2346525) (← links)
- Nonparametric estimation for stochastic volatility models (Q2430253) (← links)
- Nonparametric density estimation in compound Poisson processes using convolution power estimators (Q2441318) (← links)
- Nonparametric estimation for stochastic differential equations with random effects (Q2447643) (← links)
- Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
- Leroux's method for general hidden Markov models (Q2490057) (← links)
- Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments (Q2510830) (← links)
- Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient (Q2786499) (← links)
- Adaptive Estimation for Lévy Processes (Q2786962) (← links)
- (Q2832845) (← links)
- Estimation for stochastic differential equations with mixed effects (Q2953444) (← links)
- Estimation of the Jump Size Density in a Mixed Compound Poisson Process (Q3460660) (← links)
- (Q3486693) (← links)
- (Q3711439) (← links)
- (Q3713440) (← links)
- (Q3746728) (← links)
- (Q3761506) (← links)
- Non-parametric estimation for partially observed transient diffusion processes (Q3799498) (← links)
