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20072023
most citedOn the chaotic expansion for counting processes

3 citations · 8 across the 13 of their papers we have counts for

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Showing 2008Show all

2 papers · 1 filter

math.ST2008

SURE shrinkage of Gaussian paths and signal identification

Nicolas Privault, Anthony Réveillac

Using integration by parts on Gaussian space we construct a Stein Unbiased Risk Estimator (SURE) for the drift of Gaussian processes using their local and occupation times. By almo…

math.PR2008

Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets

Anthony Reveillac

In this paper we state and prove a central limit theorem for the finite-dimensional laws of the quadratic variations process of certain fractional Brownian sheets. The main tool of…