V. Genon-Catalot

发表

Nonparametric estimation for stochastic differential equations with random effects

F. Comte, V. Genon-Catalot, A. Samson, 2013 .

Nonparametric adaptive estimation for integrated diffusions

F. Comte, V. Genon-Catalot, Y. Rozenholc, 2009 .

Adaptive Estimation for Lévy Processes

F. Comte, V. Genon-Catalot, V. Genon‐Catalot, 2015 .

Nonparametric adaptive estimation for pure jump Lévy processes

F. Comte, V. Genon-Catalot, 2008, 0806.3371.

Sobolev-Hermite versus Sobolev nonparametric density estimation on R\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\

F. Comte, V. Genon-Catalot, D. Belomestny, 2017, Annals of the Institute of Statistical Mathematics.

On the estimation of the diffusion coefficient for multi-dimensional diffusion processes

Jean Jacod, Valentine Genon-Catalot, J. Jacod, 1993 .

Random scale perturbation of an AR(1) process and its properties as a nonlinear explicit filter

Mathieu Kessler, Valentine Genon-Catalot, V. Genon-Catalot, 2004 .

Lipari 2009 Biomathematics Summer School. Parameter Estimation in Physiological Models. Parameter Estimation for Stochastic Differential Equations from Noisy Observations. Maximum Likelihood and Filtering Techniques

V. Genon-Catalot, V. Genon‐Catalot, 2010 .

Maximnm contrast estimation for diffusion processes from discrete observations

Valentine Genon-Catalot, V. Genon-Catalot, V. Genon‐Catalot, 1990 .

Parameter estimation for stochastic differential equations from noisy observations. Maximum likelihood and filtering techniques. Lipari 2009 biomathematics summer school.

V. Genon-Catalot, V. Genon‐Catalot, 2010 .

Nonparametric drift estimation for i.i.d. paths of stochastic differential equations

F. Comte, V. Genon-Catalot, 2020 .

Parameter estimation and change-point detection from Dynamic Contrast Enhanced MRI data using stochastic differential equations.

V. Genon-Catalot, A. Samson, Y. Rozenholc, 2011, Mathematical biosciences.

DETECTING A CHANGE IN DISTRIBUTION : A NEW ASYMPTOTIC APPROACH USING AVERAGING METHODS

V. Genon-Catalot, O. D. Cambry, 1992 .

Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient

V. Genon-Catalot, A. Samson, M. Delattre, 2015 .

Parametric estimation for discretely observed stochastic volatility models

V. Genon-Catalot, C. Laredo, T. Jeantheau, 2020 .

Computable infinite-dimensional filters with applications to discretized diffusion processes

V. Genon-Catalot, M. Chaleyat-Maurel, V. Genon‐Catalot, 2005, math/0505153.

Nonparametric density estimation in compound Poisson processes using convolution power estimators

F. Comte, V. Genon-Catalot, C. Duval, 2013, Metrika.

Regression function estimation as a partly inverse problem

F. Comte, V. Genon-Catalot, 2019, Annals of the Institute of Statistical Mathematics.

Discussion of “Hypothesis testing by convex optimization”

F. Comte, V. Genon-Catalot, C. Duval, 2015 .

Bidimensional random effect estimation in mixed stochastic differential model

V. Genon-Catalot, C. Dion, 2016 .

Nonparametric density and survival function estimation in the multiplicative censoring model

F. Comte, V. Genon-Catalot, É. Brunel, 2016, TEST.

Density estimation for nonnegative random variables

F. Comte, V. Genon-Catalot, 2011 .

Convolution power kernels for density estimation

Fabienne Comte, Valentine Genon-Catalot, F. Comte, 2012 .

Regression function estimation as a partly inverse problem

F. Comte, V. Genon-Catalot, V. Genon‐Catalot, 2020, Annals of the Institute of Statistical Mathematics.

Nonparametric estimation for pure jump Lévy processes based on high frequency data.

F. Comte, V. Genon-Catalot, V. Genon‐Catalot, 2009 .

F. Comte, V. Genon-Catalot, D. Belomestny, 2017, Annals of the Institute of Statistical Mathematics.

Estimation for L\'{e}vy processes from high frequency data within a long time interval

F. Comte, V. Genon-Catalot, 2011, 1105.2424.

FILTERING THE WRIGHT-FISHER DIFFUSION

V. Genon-Catalot, M. Chaleyat-Maurel, V. Genon‐Catalot, 2007, 0707.0537.

Estimation of the diffusion coefficient for diffusion processes: random sampling

J. Jacod, V. Genon-Catalot, V. Genon‐Catalot, 1994 .

Limit theorems for discretely observed stochastic volatility models

Thierry Jeantheau, Catherine Laredo, Valentine Genon-Catalot, 1998 .

Parameter estimation for discretely observed stochastic volatility models

Thierry Jeantheau, Catherine Laredo, Valentine Genon-Catalot, 1999 .

Leroux's method for general hidden Markov models

Catherine Laredo, Valentine Genon-Catalot, V. Genon-Catalot, 2006 .

Parametric inference for discrete observations of diffusion processes with mixed effects

V. Genon-Catalot, C. Laredo, M. Delattre, 2017, Stochastic Processes and their Applications.

Penalized nonparametric mean square estimation of the coefficients of diffusion processes

Yves Rozenholc, Fabienne Comte, Valentine Genon-Catalot, 2007, 0708.4165.

Estimation of the Jump Size Density in a Mixed Compound Poisson Process

F. Comte, V. Genon-Catalot, C. Duval, 2015 .

Laguerre and Hermite bases for inverse problems

V. Genon-Catalot, F. Comte, V. Genon-Catalot, 2018, Journal of the Korean Statistical Society.

Nonparametric Laguerre estimation in the multiplicative censoring model

F. Comte, V. Genon-Catalot, D. Belomestny, 2016 .

Nonparametric density and survival function estimation in the multiplicative censoring model

F. Comte, V. Genon-Catalot, É. Brunel, 2016 .

Laguerre estimation for k-monotone densities observed with noise

F. Comte, V. Genon-Catalot, D. Belomestny, 2016 .

Penalized Projection Estimator for Volatility Density

F. Comte, V. Genon-Catalot, 2006 .

Non-parametric estimation for partially observed transient diffusion processes

V. Genon-Catalot, C. Larédo, 1986 .

Non-parametric estimation of the diffusion coefficient by wavelets methods

Dominique Picard, V. Genon-Catalot, D. Picard, 1992 .

Drift estimation on non compact support for diffusion models

Fabienne Comte, Valentine Genon-Catalot, F. Comte, 2021, Stochastic Processes and their Applications.

Inference for ergodic McKean-Vlasov stochastic diﬀerential equations with polynomial interactions

V. Genon-Catalot, Catherine Lar´edo, 2023 .

Parameter estimation and change-point detection from Dynamic Contrast Enhanced MRI data using stochastic

Yves Rozenholc, Adeline Samson, Benjamin Favetto, 2011 .

Nonparametric density estimation in compound Poisson processes using convolution power estimators

F. Comte, V. Genon-Catalot, C. Duval, 2013, Metrika.

Non‐parametric estimation for pure jump irregularly sampled or noisy Lévy processes

F. Comte, V. Genon-Catalot, 2010 .

Stochastic volatility models as hidden Markov models and statistical applications

Thierry Jeantheau, Catherine Laredo, Valentine Genon-Catalot, 2000 .

A non-linear explicit filter

Valentine Genon-Catalot, V. Genon-Catalot, V. Genon‐Catalot, 2003 .

Multiplicative Kalman filtering

F. Comte, V. Genon-Catalot, Mathieu Kessler, 2011 .