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Anna Melnykova

6
Documents

Publications

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Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis

Julien Chevallier , Anna Melnykova , Irene Tubikanec
Advances in Applied Probability, 2021, 53 (3), pp.716-756. ⟨10.1017/apr.2020.73⟩
Article dans une revue hal-02513614v2
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Horizontal gene transfer: numerical comparison between stochastic and deterministic approaches

Vincent Calvez , Susely Figueroa Iglesias , Hélène Hivert , Sylvie Méléard , Anna Melnykova
ESAIM: Proceedings and Surveys, 2020, CEMRACS 2018 - Numerical and mathematical modeling for biological and medical applications: deterministic, probabilistic and statistical descriptions, 67, pp.135-160. ⟨10.1051/proc/202067009⟩
Article dans une revue hal-02166168v1
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Parametric inference for hypoelliptic ergodic diffusions with full observations

Anna Melnykova
Statistical Inference for Stochastic Processes, 2020, 23, pp.595-635. ⟨10.1007/s11203-020-09222-4⟩
Article dans une revue hal-01704010v4
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Rencontres R 2023 : Report

Jean-François Rey , Anna Melnykova
INRAE Avignon; Avignon université. 2023
Rapport hal-04309824v1