15 citations · 35 across the 20 of their papers we have counts for
5 papers · 1 filter
LAN property for the parameter of the jump rate in mean field interacting systems of neurons
Aline Duarte, Dasha Loukianova, Aurélien Velleret
In the context of a large system of neurons interacting through spike events in a mean-field regime as , we characterize the estimation of a multidimensional param…
Jump filtering and efficient drift estimation for Lévy-driven SDE's
Arnaud Gloter, Dasha Loukianova, Hilmar Mai
The problem of drift estimation for the solution of a stochastic differential equation with Lévy-type jumps is considered under discrete high-frequency observations with a grow…
Parametric estimation of a one-dimensional ballistic random walk in a Markov environment
Pierre Andreoletti, Dasha Loukianova, Catherine Matias
We focus on the parametric estimation of the distribution of a Markov environment from the observation of a single trajectory of a one-dimensional nearest-neighbor path evolving in…
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…
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…