4. Mathematics
  5. Probability

Serge Cohen

Mathematics – Probability

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IMT
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INRIA Saclay - Ile de France, LM-Orsay

Approximation of stationary solutions of Gaussian driven Stochastic Differential Equations

Mathematics – Probability
Scientific paper

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Conditional Density Estimation by Penalized Likelihood Model Selection and Applications

Mathematics – Statistics Theory
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Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions

Mathematics – Probability
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Invariance principle, multifractional Gaussian processes and long-range dependence

Mathematics – Probability
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LAN property for some fractional type Brownian motion

Mathematics – Statistics Theory
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Profile ID: LFWR-SCP-P-148368

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