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math.ST2025
Drift estimation for rough processes under small noise asymptotic : QMLE approach
Arnaud Gloter, Nakahiro Yoshida
We consider a process $X^\ve$ solution of a stochastic Volterra equation with an unknown parameter in the drift function. The Volterra kernel is singular near zero, exhib…
math.ST2025
Factorization by extremal privacy mechanisms: new insights into efficiency
Chiara Amorino, Arnaud Gloter
We study the problem of efficiency under local differential privacy ( LDP) in both discrete and continuous settings. Building on a factorization lemma, which shows that any…
math.ST2025
Drift estimation for rough processes under small noise asymptotic : trajectory fitting method
Arnaud Gloter, Nakahiro Yoshida
We consider a process $X^\ve$ that solves a stochastic Volterra equation with an unknown parameter in the drift function. The Volterra kernel is singular, and includes as…