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

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

Approximation of integral type functional of Markov processes

Approximation of integral type functional of Markov processes

Estimating occupation time of continuous semimartingales

Comment venir à l'IRMAR (Rennes)

How to reach IRMAR (Rennes)

Estimating occupation time of continuous semimartingales

Detecting structural beaks in the degree of dependence between time series

Detecting structural beaks in the degree of dependence between time series

Quasi likelihood analysis and limit order book modeling

Quasi likelihood analysis and limit order book modeling

Statistical inference of 2-type Galton Watson processes with immigration