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| hal-01739263v1
Journal articles
A Distribution Free Interval Estimate for Coefficient Alpha Structural Equation Modeling, Taylor & Francis (Routledge): STM, Behavioural Science and Public Health Titles, 2018, 25 (6), pp.876-887. ⟨10.1080/10705511.2018.1431544⟩ |
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| hal-01519405v1
Journal articles
A Generalized Mean-Reverting Equation and Applications ESAIM: Probability and Statistics, EDP Sciences, 2014, 18, pp.799-828. ⟨10.1051/ps/2014002⟩ |
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| hal-02004909v2
Journal articles
Bandwidth Selection for the Wolverton-Wagner Estimator Journal of Statistical Planning and Inference, Elsevier, 2020, 207, ⟨10.1016/j.jspi.2019.12.003⟩ |
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| hal-01738234v1
Preprints, Working Papers, ...
On a Constrained Fractional Stochastic Volatility Model 2018 |
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| hal-01738230v2
Journal articles
On a Fractional Stochastic Hodgkin-Huxley Model International Journal of Biomathematics, World Scientific, 2018, 11 (5), pp.1850061. ⟨10.1142/S1793524518500614⟩ |
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| hal-03142254v3
Journal articles
Tight Risk Bound for High Dimensional Time Series Completion Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2022, 16 (1), pp.3001-3035. ⟨10.1214/22-EJS2015⟩ |
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| hal-03112236v1
Journal articles
With a transaction fee market and without a block size limit in Bitcoin network; there exists a Nash equilibrium point of the mining game International Journal of Game Theory, Springer Verlag, 2020, 6 (1), pp.1-23. ⟨10.5121/ijgtt.2020.6101⟩ |
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| hal-01565240v3
Journal articles
Malliavin and Dirichlet structures for independent random variables Stochastic Processes and their Applications, Elsevier, 2019, 129 (8), pp.2611-2653. ⟨10.1016/j.spa.2018.07.019⟩ |
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| hal-01519400v1
Journal articles
Ergodicity of a Generalized Jacobi Equation and Applications Stochastic Processes and their Applications, Elsevier, 2016, 126 (1), pp.66-99. ⟨10.1016/j.spa.2015.07.015⟩ |
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| hal-02196414v2
Journal articles
Nonparametric Estimation of the Trend in Reflected Fractional SDE Statistics and Probability Letters, Elsevier, 2020, 158, pp.108659. ⟨10.1016/j.spl.2019.108659⟩ |
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| hal-02532339v1
Preprints, Working Papers, ...
Nonparametric Estimation for I.I.D. Paths of Fractional SDE 2020 |
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| hal-01519403v1
Journal articles
Sensitivities via Rough Paths ESAIM: Probability and Statistics, EDP Sciences, 2015, 19, pp.515-543. ⟨10.1051/ps/2015001⟩ |
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| hal-01519413v1
Journal articles
A Pathwise Fractional one Compartment Intra-Veinous Bolus Model International Journal of Statistics and Probability, Canadian Center of Science and Education, 2014, 3 (3), pp.65-79. ⟨10.5539/ijsp.v3n3p65⟩ |
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| hal-01738241v3
Book sections
Sweeping Processes Perturbed by Rough Signals Séminaire de Probabilités LI, Lecture Notes in Mathematics, Springer, 2022 |
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| tel-02357331v1
Habilitation à diriger des recherches
Quelques contributions à la contrainte et à la statistique des équations différentielles dirigées par le mouvement brownien fractionnaire ainsi qu’à la sélection de modèle. Probabilités [math.PR]. Paris X - Nanterre, 2019 |
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| hal-01519399v1
Journal articles
Invariance for Rough Differential Equations Stochastic Processes and their Applications, Elsevier, 2016, 127 (7), pp.2373-2395. ⟨10.1016/j.spa.2016.11.002⟩ |
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| hal-01519402v1
Journal articles
Singular Equations Driven by an Additive Noise and Applications Communications on Stochastic Analysis, Serials Publications, 2015, 9 (3), pp.309-341 |
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| hal-01806321v2
Journal articles
Nonparametric Estimation in Fractional SDE Statistical Inference for Stochastic Processes, Springer Verlag, 2019, ⟨10.1007/s11203-019-09196-y⟩ |
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| hal-02867190v2
Journal articles
Kernel Selection in Nonparametric Regression Mathematical Methods of Statistics, Allerton Press, Springer (link), 2020, 29 (1), pp.31-55 |
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| hal-01519414v1
Journal articles
Sur une application de l'analyse complexe aux trajectoires rugueuses Annales Mathématiques Blaise Pascal, Université Blaise-Pascal - Clermont-Ferrand, 2014, 21 (2), pp.69-80. ⟨10.5802/ambp.343⟩ |
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