researcher

Fabien Panloup

33 papers hereh-index 14612 citations48 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position

sole author3
first author3
middle author10
last author15

Across the 31 of 33 papers where every author was matched, so the position is known.

fields

math.PR25
math.ST4
math.NA1
q-bio.PE1
q-fin.ST1
stat.CO1

identity via Semantic Scholar / OpenAlex

activity

20052026

most citedOptimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity

25 citations · 114 across the 27 of their papers we have counts for

collaborators

Showing 2008Show all

2 papers · 1 filter

q-fin.ST2008★ 3 cited

Estimation of the instantaneous volatility

A. Alvarez, F. Panloup, M. Pontier +1

This paper is concerned with the estimation of the volatility process in a stochastic volatility model of the following form: $d X_{t} = a_{t} d t + σ_{t} d W_{t}$ , where $X$ denotes the log-price…

math.PR2008

A connection between extreme value theory and long time approximation of SDE's

Fabien Panloup

We consider a sequence $(ξ_{n})_{n \geq 1}$ of $i . i . d .$ random values living in the domain of attraction of an extreme value distribution. For such sequence, there exists $(a_{n})$ and $(…

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Data

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.