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Arnaud Gloter

5
Documents

Publications

1045833
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On the nonparametric inference of coefficients of self-exciting jump-diffusion

 Chiara Amorino , Charlotte Dion , Arnaud Gloter , Sarah Lemler
Electronic Journal of Statistics , 2022, 16, ⟨10.1214/22-EJS2019⟩
Article dans une revue hal-03021151v3
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Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes

 Chiara Amorino , Arnaud Gloter
2020
Pré-publication, Document de travail hal-02104235v2
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Invariant density adaptive estimation for ergodic jump diffusion processes over anisotropic classes

 Chiara Amorino , Arnaud Gloter
2020
Pré-publication, Document de travail hal-02442374v1
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Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function

 Chiara Amorino , Arnaud Gloter
2020
Pré-publication, Document de travail hal-02331156v2
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Contrast function estimation for the drift parameter of ergodic jump diffusion process

 Chiara Amorino , Arnaud Gloter
2019
Pré-publication, Document de travail hal-01842514v2