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Arnaud Gloter

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emmanuelle-clement

	Joint estimation for SDE driven by locally stable Lévy processes Emmanuelle Clément , Arnaud Gloter Electronic Journal of Statistics , 2020, 14 (2), pp.2922-2956. ⟨10.1214/20-EJS1737⟩ Article dans une revue hal-03164188v1
	LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process Emmanuelle Clément , Arnaud Gloter , Huong Nguyen ESAIM: Probability and Statistics, 2019, 23, pp.136-175. ⟨10.1051/ps/2018007⟩ Article dans une revue hal-02925328v1
	Estimating functions for SDE driven by stable Lévy processes Emmanuelle Clément , Arnaud Gloter Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2019, 55 (3), pp.1316-1348. ⟨10.1214/18-AIHP920⟩ Article dans une revue hal-03164191v1
	Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process Emmanuelle Clément , Arnaud Gloter , Huong Nguyen ESAIM: Probability and Statistics, 2018, 22, pp.58-95. ⟨10.1051/ps/2018009⟩ Article dans une revue hal-01772290v1
	An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient Emmanuelle Clément , Arnaud Gloter The Annals of Applied Probability, 2017, 27 (4), pp.2419-2454. ⟨10.1214/16-AAP1263⟩ Article dans une revue hal-01585830v1
	Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Léevy processes Emmanuelle Clément , Arnaud Gloter Stochastic Processes and their Applications, 2015, 123 (6), pp.2316-2352. ⟨10.1016/j.spa.2015.01.002⟩ Article dans une revue hal-01141511v1
	Asymptotic lower bounds in estimating jumps Emmanuelle Clement , Sylvain Delattre , Arnaud Gloter Bernoulli, 2014, 20 (3), pp.1059-1096. ⟨10.3150/13-BEJ515⟩ Article dans une revue hal-00795403v1
	An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility Emmanuelle Clement , Sylvain Delattre , Arnaud Gloter Stochastic Processes and their Applications, 2013, 123 (7), pp.2500-2521 Article dans une revue hal-00719460v1
	Weak limit theorem in the Fourier tranform method for the estimation of multivariate volatility Emmanuelle Clement , Arnaud Gloter Stochastic Processes and their Applications, 2011, 121, pp.1097-1124 Article dans une revue hal-00454494v1

	Joint estimation for SDE driven by locally stable Lévy processes Emmanuelle Clément , Arnaud Gloter 2020 Pré-publication, Document de travail hal-02125428v2
	Estimating functions for SDE driven by stable Lévy processes Emmanuelle Clément , Arnaud Gloter 2018 Pré-publication, Document de travail hal-01570175v2
	LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy Process Emmanuelle Clément , Arnaud Gloter , Huong Nguyen 2017 Pré-publication, Document de travail hal-01472749v2
	Asymptotics in small time for the density of a stochastic differential equation driven by a stable LEVY process Emmanuelle Clément , Arnaud Gloter , Huong Nguyen 2017 Pré-publication, Document de travail hal-01410989v2
	An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient Emmanuelle Clément , Arnaud Gloter 2016 Pré-publication, Document de travail hal-01167276v2
	Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes Emmanuelle Clément , Arnaud Gloter 2013 Pré-publication, Document de travail hal-00914138v1
	Optimality properties in estimating jumps Emmanuelle Clement , Sylvain Delattre , Arnaud Gloter 2011 Pré-publication, Document de travail hal-00609983v1