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researcher

Sylvain Delattre

4 papers here

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

author position
  • first author3
  • middle author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • math.ST2

identity via Semantic Scholar / OpenAlex

most citedScaling limits for Hawkes processes and application to financial statistics

57 citations · 57 across the 4 of their papers we have counts for

collaborators

4 papers

math.ST2012

Blockwise SVD with error in the operator and application to blind deconvolution

S. Delattre, M. Hoffmann, D. Picard +1

We consider linear inverse problems in a nonparametric statistical framework. Both the signal and the operator are unknown and subject to error measurements. We establish minimax r…

math.PR2012

Testing the finiteness of the support of a distribution: a statistical look at Tsirelson's equation

Sylvain Delattre, Mathieu Rosenbaum

We consider the following statistical problem: based on an i.i.d.sample of size n of integer valued random variables with common law m, is it possible to test whether or not the su…

math.PR2012★ 57 cited

Scaling limits for Hawkes processes and application to financial statistics

Emmanuel Bacry, Sylvain Delattre, Marc Hoffmann +1

We prove a law of large numbers and a functional central limit theorem for multivariate Hawkes processes observed over a time interval [0,T] in the limit T→∞.…

math.ST2010

On the false discovery proportion convergence under Gaussian equi-correlation

Sylvain Delattre, Etienne Roquain

We study the convergence of the false discovery proportion (FDP) of the Benjamini-Hochberg procedure in the Gaussian equi-correlated model, when the correlation ρm​ converges to…

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