CV Accueil - Archive ouverte HAL

	Approximation of the invariant distribution for a class of ergodic jump diffusions A. Gloter , Igor Honoré , D. Loukianova ESAIM: Probability and Statistics, 2020, 24, pp.883-913. ⟨10.1051/ps/2020023⟩ Article dans une revue hal-03022875v1
	Approximation of the invariant distribution for a class of ergodic jump diffusions A. Gloter , I. Honoré , Dasha Loukianova ESAIM: Probability and Statistics, 2020, 24, pp.883-913. ⟨10.1051/ps/2020023⟩ Article dans une revue hal-04510342v1
	Jump filtering and efficient drift estimation for Lévy-driven SDEs Arnaud Gloter , Dasha Loukianova The Annals of Statistics, 2018, 46 (4), ⟨10.1214/17-AOS1591⟩ Article dans une revue hal-04510344v1
	Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment M. Falconnet , A. Gloter , Dasha Loukianova Mathematical Methods of Statistics, 2014, 23 (3), pp.159-175. ⟨10.3103/S1066530714030016⟩ Article dans une revue hal-04510354v1

	NON-ASYMPTOTIC CONCENTRATION INEQUALITY FOR AN APPROXIMATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION DRIVEN BY COMPOUND POISSON PROCESS Arnaud Gloter , Igor Honoré , Dasha Loukianova 2018 Pré-publication, Document de travail hal-01885479v1
	Jump filtering and efficient drift estimation for lévy-driven sde's Arnaud Gloter , Dasha Loukianova , Hilmar Mai 2016 Pré-publication, Document de travail hal-01287823v3
	Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment Mikael Falconnet , Dasha Loukianova , Arnaud Gloter 2014 Pré-publication, Document de travail hal-00990005v1

Arnaud Gloter