members:dloukianova: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:dloukianova:welcome [2016/05/05 23:41] Dasha Loukianova |
members:dloukianova:welcome [2019/04/03 09:56] Dasha Loukianova |
||
|---|---|---|---|
| Line 145: | Line 145: | ||
| <h4 id="publications">Publications</h4> | <h4 id="publications">Publications</h4> | ||
| <ol> | <ol> | ||
| + | <li> Gloter,A., Honoré, I. Loukianova, D., Non-asymptotic concentration inequality for an approximation of the invariant distribution of a diffusion driven by a compound Poisson process, preprint | ||
| + | <A HREF= https://hal.archives-ouvertes.fr/hal-01885479/document>Télécharger</A></li> | ||
| + | |||
| + | <li> Gloter, A., Mai, H., Loukianova, D., | ||
| + | <em> Jump filtering and efficient drift estimation for Lévy-driven SDEs, | ||
| + | </em> | ||
| + | The Annals of Statistics Volume 46, Number 4 (August 2018), 1445-1480. | ||
| + | <A HREF=https://hal.archives-ouvertes.fr/hal-01287823v3/document>Télécharger</A></li> | ||
| + | |||
| <li>Comets, F., Falconnet, M., Loukianova, D., Loukianov, O., | <li>Comets, F., Falconnet, M., Loukianova, D., Loukianov, O., | ||
| <em>Maximum likelihood estimator consistency for recurrent random walk | <em>Maximum likelihood estimator consistency for recurrent random walk | ||
| - | in a parametric random environment with finite support.</em> à paraître, SPA, | + | in a parametric random environment with finite support. |
| + | </em> | ||
| + | Stochastic Processes and their Applications, vol.126, Issue 11, November 2016, pp. 3578-3604 | ||
| <A HREF= https://hal.archives-ouvertes.fr/hal-01287823> Télécharger</A></li> | <A HREF= https://hal.archives-ouvertes.fr/hal-01287823> Télécharger</A></li> | ||
| <li>Andréolétti, P., Loukianova, D., Matias, C., <em>Hidden Markov model for parameter estimation of a random | <li>Andréolétti, P., Loukianova, D., Matias, C., <em>Hidden Markov model for parameter estimation of a random | ||
| - | walk in a Markov environment.</em> à paraître, ESAIM Probabilité et statistique. | + | walk in a Markov environment.</em> ESAIM Prob.& Stat.19:605-625, 2015. |
| <A HREF= "https://hal.archives-ouvertes.fr/hal-01025035v3"> Télécharger</A></li> | <A HREF= "https://hal.archives-ouvertes.fr/hal-01025035v3"> Télécharger</A></li> | ||
| Line 157: | Line 169: | ||
| <A HREF="http://arxiv.org/pdf/1405.2880.pdf"> Télécharger</A> </li> | <A HREF="http://arxiv.org/pdf/1405.2880.pdf"> Télécharger</A> </li> | ||
| <li>Falconnet, M., Loukianova, D., Matias, C., | <li>Falconnet, M., Loukianova, D., Matias, C., | ||
| - | Central limit theorem for maximum likelihood estimator for ballistic random walk in a parametric random environment, Mathematical Methods of Statistics, à paraître. | + | Central limit theorem for maximum likelihood estimator for ballistic random walk in a parametric random environment, |
| + | <em> Mathematical Methods of Statistics, Jul.2014, Vol23, Iss.3, pp.159-175 | ||
| <A HREF="http://hal.archives-ouvertes.fr/hal-00783980"> Télécharger</A> | <A HREF="http://hal.archives-ouvertes.fr/hal-00783980"> Télécharger</A> | ||
| </li> | </li> | ||
| Line 205: | Line 218: | ||
| </li> | </li> | ||
| - | </ol> | + | </p> |
| - | <h4>Articles soumis et en cours</h4> | + | |
| - | <ol start="21"> | + | |
| - | + | ||
| - | Gloter, A., Mai, H., Loukianova, D., Efficient drift estimation for jump diffusion processes, Soumis. | + | |
| - | </ol> | + | |
| <h4 id="exposes">Principaux exposés scientifiques depuis 2005</h4> | <h4 id="exposes">Principaux exposés scientifiques depuis 2005</h4> | ||
| <ol> | <ol> | ||
members/dloukianova/welcome.txt · Last modified: 2024/01/08 21:31 by Dasha Loukianova
Page Tools
Except where otherwise noted, content on this wiki is licensed under the following license: CC Attribution-Share Alike 3.0 Unported
