6 citations · 11 across the 7 of their papers we have counts for
11 papers
Adaptive directional estimator of the density in R^d for independent and mixing sequences
Sinda Ammous, Jérôme Dedecker, Céline Duval
A new multivariate density estimator for stationary sequences is obtained by Fourier inversion of the thresholded empirical characteristic function. This estimator does not depend…
Surface area and volume of excursion sets observed on point cloud based polytopic tessellations
Ryan Cotsakis, Elena Di Bernardino, Céline Duval
The excursion set of a smooth random field carries relevant information in its various geometric measures. From a computational viewpoint, one never has access to the continu…
Interacting Hawkes processes with multiplicative inhibition
Céline Duval, Eric Luçon, Christophe Pouzat
In the present work, we introduce a general class of mean-field interacting nonlinear Hawkes processes modelling the reciprocal interactions between two neuronal populations, one e…
Non-asymptotic control of the cumulative distribution function of Lévy processes
Céline Duval, Ester Mariucci
We propose non-asymptotic controls of the cumulative distribution function , for any , and any Lévy process such that its Lévy d…
Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps
Alexandra Carpentier, Céline Duval, Ester Mariucci
It is common practice to treat small jumps of Lévy processes as Wiener noise and thus to approximate its marginals by a Gaussian distribution. However, results that allow to quanti…
An adaptive procedure for Fourier estimators: illustration to deconvolution and decompounding
Céline Duval, Johanna Kappus
We introduce a new procedure to select the optimal cutoff parameter for Fourier density estimators that leads to adaptive rate optimal estimators, up to a logarithmic factor. This…