Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph

Large deviations for the squared radial Ornstein-Uhlenbeck process

Large deviations for the squared radial Ornstein-Uhlenbeck process

Large deviations for Markov-modulated diffusion processes with rapid switching

Large deviations for Markov-modulated diffusion processes with rapid switching

On Schwarz type model comparison

On Schwarz type model comparison

Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions

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