3.5k citations
- Centre National de la Recherche ScientifiqueFR237 papers
- Laboratoire d'Acoustique de l'Université du MansFR107 papers
- Institut des Molécules et Matériaux du MansFR74 papers
- Laboratoire Manceau de MathématiquesFR36 papers
- Massachusetts Institute of TechnologyUS27 papers
- National and Kapodistrian University of AthensGR26 papers
- Université Paris-SaclayFR24 papers
- Laboratoire de Mathématiques Blaise PascalFR20 papers
- Université Paris CitéFR20 papers
- Institut Supérieur des Matériaux du MansFR19 papers
- Sorbonne UniversitéFR18 papers
- Universität HamburgDE18 papers
13 papers · 1 filter
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package
Alexandre Brouste, Stefano M. Iacus
This paper proposes consistent and asymptotically Gaussian estimators for the drift, the diffusion coefficient and the Hurst exponent of the discretely observed fractional Ornstein…
Universal scaling in sports ranking
Weibing Deng, Wei Li, Xu Cai +2
Ranking is a ubiquitous phenomenon in the human society. By clicking the web pages of Forbes, you may find all kinds of rankings, such as world's most powerful people, world's rich…
On nonlinear TAR processes and threshold estimation
Pavel Chigansky, Yury Kutoyants
We consider the problem of threshold estimation for autoregressive time series with a "space switching" in the situation, when the regression is nonlinear and the innovations have…
The Multi-player Nonzero-sum Dynkin Game in Continuous Time
Hamadene Said, Hassani Mohammed
In this paper we study the N-player nonzero-sum Dynkin game () in continuous time, which is a non-cooperative game where the strategies are stopping times. We show that th…
Direct strain and slope measurement using 2D DSPSI Title
Wajdi Dandach, Jérôme Molimard, Pascal Picart
Large variety of optical full-field measurement techniques are being developed and applied to solve mechanical problems. Since each technique possess its own merits, it is importan…
On frequency estimation of periodic ergodic diffusion process
Reinhard Höpfner, Yury A Kutoyants
We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one correspond…