1 citations · 1 across the 5 of their papers we have counts for
6 papers
Non-parametric estimation of non-linear diffusion coefficient in parabolic SPDEs
Martin Andersson, Benny Avelin, Valentin Garino +2
In this article, we introduce a novel non-parametric predictor, based on conditional expectation, for the unknown diffusion coefficient function in the stochastic partial diffe…
On the Impact of Approximation Errors on Extreme Quantile Estimation with Applications to Functional Data Analysis
Jaakko Pere, Benny Avelin, Valentin Garino +2
We study the effect of approximation errors in assessing the extreme behavior of heavy-tailed random objects. We give conditions for the approximation error such that the standard…
Discretisation error for stochastic integrals with respect to the fractional Brownian motion with discontinuous integrands and local times
Valentin Garino, Lauri Viitasaari
We consider equidistant Riemann approximations of stochastic integrals with respect to the fractional Brownian motion with , where is an ar…
Total variation bound for Hadwiger's functional using Stein's method
Valentin Garino, Ivan Nourdin
Let be a convex body in . Let be a -dimensional random vector distributed according to the Hadwiger-Wills density associated with , defined as $…
Limit theorems for integral functionals of Hermite-driven processes
Valentin Garino, Ivan Nourdin, David Nualart +1
Consider a moving average process of the form , , where is a (non Gaussian) Hermite process of order and $x:\mathbb{R}_…
Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion
Valentin Garino, Ivan Nourdin, Pierre Vallois
We consider Riemann sum approximations of stochastic integrals with respect to the fractional Browian motion of index . We show the convergence of these schemes at f…