members:agloter:welcome
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members:agloter:welcome [2018/02/09 17:41] Arnaud Gloter [Publications] |
members:agloter:welcome [2019/01/08 10:40] Arnaud Gloter [Divers] |
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| * E. Clément, A. Gloter (2017) Estimating functions for SDE driven by stable L evy processes // Soumis // [[ https://hal.archives-ouvertes.fr/hal-01570175 | Télécharger sur hal]] | * E. Clément, A. Gloter (2017) Estimating functions for SDE driven by stable L evy processes // Soumis // [[ https://hal.archives-ouvertes.fr/hal-01570175 | Télécharger sur hal]] | ||
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| - | * E. Clément, A. Gloter, H. Nguyen (2017) LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy process. // Soumis // [[ https://hal-univ-evry.archives-ouvertes.fr/hal-01472749v1 | Télécharger sur hal]] | ||
| * E. Clément, A. Gloter, H. Nguyen (2017) Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process. // Soumis // [[ https://hal-univ-evry.archives-ouvertes.fr/hal-01410989v1 | Télécharger sur hal]] | * E. Clément, A. Gloter, H. Nguyen (2017) Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process. // Soumis // [[ https://hal-univ-evry.archives-ouvertes.fr/hal-01410989v1 | Télécharger sur hal]] | ||
| - | * A. Gloter, D. Loukianova, H. Mai (2016) Jump Filtering and efficient drift estimation for Lévry driven SDE's. // Soumis // [[ https://hal.archives-ouvertes.fr/hal-01287823v3 | Télécharger sur hal]] | + | * E. Clément, A. Gloter, H. Nguyen (2018) LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy process. // A paraître ESAIM: P&S // [[ https://hal-univ-evry.archives-ouvertes.fr/hal-01472749v1 | Télécharger sur hal]] |
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| + | * A. Gloter, D. Loukianova, H. Mai (2018) Jump Filtering and efficient drift estimation for Lévry driven SDE's. // a paraître Annals of Stat // [[ https://hal.archives-ouvertes.fr/hal-01287823v3 | Télécharger sur hal]] | ||
| * E. Clément, A. Gloter. (2017) An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient. // Annals of Applied Probability, vol 27(4), p.2419-2454 // [[ https://hal.archives-ouvertes.fr/hal-01167276 | Télécharger sur hal]] | * E. Clément, A. Gloter. (2017) An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient. // Annals of Applied Probability, vol 27(4), p.2419-2454 // [[ https://hal.archives-ouvertes.fr/hal-01167276 | Télécharger sur hal]] | ||
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| Un {{cv_web.pdf|Curriculum Vitae}} | Un {{cv_web.pdf|Curriculum Vitae}} | ||
| + | Transparents et codes GPU pour les étudiants du M2 Data-Science [[https://plmbox.math.cnrs.fr/d/fb9b04a8f36348459b31/|Télécharger]] | ||
members/agloter/welcome.txt · Last modified: 2024/02/20 17:30 by Arnaud Gloter
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