members:agloter:welcome
Differences
This shows you the differences between two versions of the page.
| Both sides previous revision Previous revision | Next revision Both sides next revision | ||
|
members:agloter:welcome [2019/08/29 14:26] Arnaud Gloter [Publications] |
members:agloter:welcome [2019/08/29 14:35] Arnaud Gloter [Publications] |
||
|---|---|---|---|
| Line 20: | Line 20: | ||
| ==== Publications ==== | ==== Publications ==== | ||
| + | |||
| + | * 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]] | ||
| + | |||
| + | * 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]] | ||
| + | |||
| + | * 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]] | ||
| * 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]] | * 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]] | ||
| Line 25: | Line 31: | ||
| * E. Clément, A. Gloter, H. Nguyen (2019) LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy process. // | * 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]] | ESAIM:P&S, vol.23, p136-175 (hal-01472749v2), 2019. // [[ https://hal.archives-ouvertes.fr/hal-01472749 | Télécharger sur hal]] | ||
| + | |||
| + | * 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]] | ||
| * 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]] | * 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]] | ||
members/agloter/welcome.txt · Last modified: 2024/02/20 17:30 by Arnaud Gloter
Page Tools
Except where otherwise noted, content on this wiki is licensed under the following license: CC Attribution-Share Alike 3.0 Unported
