83 citations
- Université Paris CitéFR13 papers
- Département mathématiques, informatique, sciences de la donnée et technologies du numériqueFR5 papers
- Centre National de la Recherche ScientifiqueFR3 papers
- Délégation Paris 5FR3 papers
- CY Cergy Paris UniversitéFR2 papers
- Psychiatric Medicine AssociatesUS2 papers
- Center for MathematicaL studies and their ApplicationsFR1 paper
- CERMICSFR1 paper
- École Nationale Supérieure des Mines de ParisFR1 paper
- École Nationale Supérieure d'Ingénieurs de CaenFR1 paper
- École Normale Supérieure Paris-SaclayFR1 paper
- École Supérieure des Sciences Économiques et CommercialesFR1 paper
Showing 2007Show all
3 papers · 1 filter
stat.ME2007★ 2 cited
Nonparametric estimation for a stochastic volatility model
Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc
Consider discrete time observations (X_{\ellδ})_{1\leq \ell \leq n+1}XdX_t= \sqrt{V_t} dB_tV_t$ a one-dimensional positive diffusion proces…
math.PR2007
Filtering the Wright-Fisher diffusion
Mireille Chaleyat-Maurel, Valentine Genon-Catalot
We consider a Wright-Fisher diffusion (x(t)) whose current state cannot be observed directly. Instead, at times t1 < t2 < . . ., the observations y(ti) are such that, given the pro…
math.PR2007★ 2 cited
Asymptotic results on the length of coalescent trees
Jean-François Delmas, Jean-Stéphane Dhersin, Arno Siri-Jegousse
We give the asymptotic distribution of the length of partial coalescent trees for Beta and related coalescents. This allows us to give the asymptotic distribution of the number of…