activity
20082019
most citedAsymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment

15 citations · 17 across the 6 of their papers we have counts for

collaborators

7 papers

math.PR2019★ 1 cited

Ergodicity of some dynamics of DNA sequences

Mikael Falconnet, Nina Gantert, Ellen Saada

We define interacting particle systems on configurations of the integer lattice (with values in some finite alphabet) by the superimposition of two dynamics: a substitution process…

math.PR2014

Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment

Mikael Falconnet, Dasha Loukianova, Arnaud Gloter

We consider a one dimensional sub-ballistic random walk evolving in a parametric i.i.d. random environment. We study the asymptotic properties of the maximum likelihood estimator (…

math.PR2014★ 1 cited

Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support

Francis Comets, Mikael Falconnet, Oleg Loukianov +1

We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a singl…

math.ST2013★ 15 cited

Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment

Mikael Falconnet, Dasha Loukianova, Catherine Matias

We consider a one dimensional ballistic random walk evolving in a parametric independent and identically distributed random environment. We study the asymptotic properties of the m…

math.ST2012

Maximum likelihood estimator consistency for ballistic random walk in a parametric random environment

Francis Comets, Mikael Falconnet, Oleg Loukianov +2

We consider a one dimensional ballistic random walk evolving in an i.i.d. parametric random environment. We provide a maximum likelihood estimation procedure of the environment par…

math.PR2009

Priors for the Bayesian star paradox

Mikael Falconnet

We show that the Bayesian star paradox, first proved mathematically by Steel and Matsen for a specific class of prior distributions, occurs in a wider context including less regula…

math.PR2008

Phylogenetic distances for neighbour dependent substitution processes

Mikael Falconnet

We consider models of nucleotidic substitution processes where the rate of substitution at a given site depends on the state of its neighbours. For a wide class of such nonreversib…