80 citations
- Université de Rouen NormandieFR13 papers
- Centre National de la Recherche ScientifiqueFR12 papers
- Institute of Rural Management AnandIN3 papers
- Centre de Recherche en Mathématiques de la DécisionFR2 papers
- Département mathématiques, informatique, sciences de la donnée et technologies du numériqueFR2 papers
- Institut de Recherche Mathématique AvancéeFR2 papers
- Laboratoire Analyse, Géométrie et ApplicationsFR2 papers
- Laboratoire de Physique ThéoriqueFR2 papers
- Mathématiques et Informatique Appliquées2 papers
- National Research Tomsk State UniversityRU2 papers
- Universidade Estadual de Campinas (UNICAMP)BR2 papers
- Universidade Federal de Minas GeraisBR2 papers
7 papers · 1 filter
Non-parametric estimation in a semimartingale regression model. Part 1. Oracle Inequalities
Victor Konev, Serguei Pergamenchtchikov
This paper considers the problem of estimating a periodic function in a continuous time regression model with a general square integrable semimartingale noise. A model selection ad…
Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency
Victor Konev, Serguei Pergamenchtchikov
In this paper we prove the asymptotic efficiency of the model selection procedure proposed by the authors in the first part. To this end we introduce the robust risk as the least u…
Notes on Austin's multiple ergodic theorem
Thierry De la Rue
The purpose of this note is to present my understanding of Tim Austin's proof of the multiple ergodic theorem for commuting transformations, emphasizing on the use of joinings, ext…
Transposition game
Elise Janvresse, Steve Kalikow, Thierry De La Rue
We introduce a two-player game, in which each player extends a given sequence by picking a free element in a domain D of the real line. The aim of the players is to control the par…
Hydrostatics and dynamical large deviations of boundary driven gradient symmetric exclusion
Jonathan Farfan, Claudio Landim, Mustapha Mourragui
We prove hydrostatics of boundary driven gradient exclusion processes, Fick's law and we present a simple proof of the dynamical large deviations principle which holds in any dimen…
A test of goodness-of-fit for the copula densities
Ghislaine Gayraud, Karine Tribouley
We consider the problem of testing hypotheses on the copula density from bi-dimensional observations. We wish to test the null hypothesis characterized by a parametric class ag…