4. Mathematics
  5. Statistics Theory

Philippe Soulier

Mathematics – Statistics Theory

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Asymptotics for Duration-Driven Long Range Dependent Processes

Mathematics – Statistics Theory
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Best attainable rates of convergence for the estimation of the memory parameter

Mathematics – Statistics Theory
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Computable Convergence Rates for Subgeometrically Ergodic Markov Chains

Mathematics – Probability
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Estimating the scaling function of multifractal measures and multifractal random walks using ratios

Mathematics – Statistics Theory
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Estimation of bivariate excess probabilities for elliptical models

Mathematics – Statistics Theory
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