4. Mathematics
  5. Probability

Valentine Genon-Catalot

Mathematics – Probability

Scientist

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Computable infinite dimensional filters with applications to discretized diffusion processes

Mathematics – Probability
Scientific paper

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Estimation for Lévy processes from high frequency data within a long time interval

Mathematics – Statistics Theory
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Filtering the Wright-Fisher diffusion

Mathematics – Probability
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Nonparametric adaptive estimation for pure jump Lévy processes

Mathematics – Statistics Theory
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Nonparametric estimation for a stochastic volatility model

Statistics – Methodology
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