members:agloter:welcome
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members:agloter:welcome [2019/01/08 10:40] Arnaud Gloter [Divers] |
members:agloter:welcome [2019/08/29 14:35] Arnaud Gloter [Publications] |
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| ==== Publications ==== | ==== Publications ==== | ||
| - | * 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 (2019) Joint estimation for SDE driven by locally stable Lévy processes // Submitted //[[ https://hal.archives-ouvertes.fr/hal-02125428 | 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]] | + | * C. Amorino, A. Gloter (2019) Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes // Soumis // [[ https://hal.archives-ouvertes.fr/hal-02104235/ | 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]] | + | * C. Amorino, A. Gloter (2018) Contrast function estimation for the drift parameter of ergodic jump diffusion process // A paraître Scandinavian Journal of Statistics // [[ https://hal.archives-ouvertes.fr/hal-01842514 | Télécharger sur hal]] |
| - | * 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 (2019) Estimating functions for SDE driven by stable L evy processes // A paraître AIHP // [[ https://hal.archives-ouvertes.fr/hal-01570175v2 | Télécharger sur hal]] |
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| + | * E. Clément, A. Gloter, H. Nguyen (2019) LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy process. // | ||
| + | ESAIM:P&S, vol.23, p136-175 (hal-01472749v2), 2019. // [[ https://hal.archives-ouvertes.fr/hal-01472749 | Télécharger sur hal]] | ||
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| + | * A. Gloter, I. Honore, D. Loukianova (2018) Non-Asymptotic Concentration Inequality for an Approximation of the Invariant Distribution of a Diffusion Driven by Compound Poisson Process // Submitted // [[ https://hal.archives-ouvertes.fr/hal-01885479| Télécharger sur hal]] | ||
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| + | * E. Clément, A. Gloter, H. Nguyen (2018) Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process. // ESAIM:P&S vol.22 (2018) p58–95 // [[ https://www.esaim-ps.org/articles/ps/pdf/2018/01/ps161018.pdf | Télécharger sur ESAIM]] | ||
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| + | * A. Gloter, D. Loukianova, H. Mai (2018) Jump Filtering and efficient drift estimation for Lévry driven SDE's. // Ann. Statist. | ||
| + | Volume 46, Number 4 (2018), 1445-1480. // [[ 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]] | ||
members/agloter/welcome.txt · Last modified: 2024/02/20 17:30 by Arnaud Gloter
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