Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions

Optimal rates and adaptation for Bayesian methods of diffusion processes

Optimal rates and adaptation for Bayesian methods of diffusion processes

Efficient nonparametric estimation of discretely observed compound Poisson processes

Efficient nonparametric estimation of discretely observed compound Poisson processes

Maximum likelihood estimation for Heston models

Maximum likelihood estimation for Heston models

Jump filtering and efficient drift estimation for Lévy-driven SDE's

Jump filtering and efficient drift estimation for Lévy-driven SDE's

On goodness-of-fit tests for perturbed dynamical systems based on a minimum distance estimator

On goodness-of-fit tests for perturbed dynamical systems based on a minimum distance estimator

Adaptive estimation for small diffusion processes

Adaptive estimation for small diffusion processes

On misspecification in regularity and properties of estimators

On misspecification in regularity and properties of estimators

Cointegrated oscillating systems

Cointegrated oscillating systems

Parametric inference for discrete observations of diffusions with random effects in the drift and in the diffusion coefficient

Parametric inference for discrete observations of diffusions with random effects in the drift and in the diffusion coefficient

Parametric inference for discrete observations of diffusions with random effects in the drift or in the diffusion coefficient