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Mathieu Boudreault

2 papers hereh-index 10446 citations32 works total

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author position
  • first author1
  • last author1

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • q-fin.ST1
  • stat.AP1

identity via Semantic Scholar / OpenAlex

most citedMultivariate integer-valued autoregressive models applied to earthquake counts

12 citations · 12 across the 2 of their papers we have counts for

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1 paper · 1 filter

q-fin.ST2019

Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters

Jean-François Bégin, Mathieu Boudreault

In this study, we develop a deterministic nonlinear filtering algorithm based on a high-dimensional version of Kitagawa (1987) to evaluate the likelihood function of models that al…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.