779 citations
- École PolytechniqueFR888 papers
- Centre National de la Recherche ScientifiqueFR309 papers
- Institut national de recherche en sciences et technologies du numériqueFR124 papers
- Université Paris-SaclayFR80 papers
- Centre de Recherche en Mathématiques de la DécisionFR50 papers
- Centre Inria de SaclayFR42 papers
- Institut Polytechnique de ParisFR40 papers
- Sorbonne UniversitéFR33 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR32 papers
- Laboratoire Jacques-Louis LionsFR32 papers
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- École Normale Supérieure - PSLFR30 papers
Showing 2009 · math.STShow all
2 papers · 2 filters
math.ST2009★ 55 cited
Integrated volatility and round-off error
Mathieu Rosenbaum
We consider a microstructure model for a financial asset, allowing for price discreteness and for a diffusive behavior at large sampling scale. This model, introduced by Delattre a…
math.ST2009★ 2 cited
Graph selection with GGMselect
Christophe Giraud, Sylvie Huet, Nicolas Verzelen
Applications on inference of biological networks have raised a strong interest in the problem of graph estimation in high-dimensional Gaussian graphical models. To handle this prob…