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Kernel estimation for Lévy driven stochastic convolutions

Fabienne Comte , Valentine Genon-Catalot
Statistics & Risk Modeling with Applications in Finance and Insurance, 2021, 38 (1-2), pp.1-24. ⟨10.1515/strm-2021-0007⟩
Journal articles hal-03140184v3
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PARAMETRIC INFERENCE FOR SMALL VARIANCE AND LONG TIME HORIZON MCKEAN-VLASOV DIFFUSION MODELS

Valentine Genon-Catalot , C. Laredo
Electronic Journal of Statistics , 2021, 15 (2), pp.5811-5854. ⟨10.1214/21-EJS1922⟩
Journal articles hal-03095560v1
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PROBABILISTIC PROPERTIES AND PARAMETRIC INFERENCE OF SMALL VARIANCE NONLINEAR SELF-STABILIZING STOCHASTIC DIFFERENTIAL EQUATIONS

Valentine Genon-Catalot , Catherine Laredo
Stochastic Processes and their Applications, 2021, 142, 513-548, ⟨10.1016/j.spa.2021.09.002⟩
Journal articles hal-02955171v2
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Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions

Valentine Genon-Catalot , Catherine Laredo
2023
Preprints, Working Papers, ... hal-03866218v3