10 citations · 30 across the 9 of their papers we have counts for
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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…
Wasserstein and total variation distance between marginals of Lévy processes
Ester Mariucci, Markus Reiß
We present upper bounds for the Wasserstein distance of order between the marginals of Lévy processes, including Gaussian approximations for jumps of infinite activity. Using t…
Spectral-free estimation of Lévy densities in high-frequency regime
Céline Duval, Ester Mariucci
We construct an estimator of the Lévy density of a pure jump Lévy process, possibly of infinite variation, from the discrete observation of one trajectory at high frequency. The no…
Asymptotic equivalence for density estimation and gaussian white noise: An extension
Ester Mariucci
The aim of this paper is to present an extension of the well-known as-ymptotic equivalence between density estimation experiments and a Gaussian white noise model. Our extension co…
Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise
Ester Mariucci
The aim of this paper is to establish a global asymptotic equivalence between the experiments generated by the discrete (high frequency) or continuous observation of a path of a L{…
Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case
Ester Mariucci
This paper establishes the global asymptotic equivalence, in the sense of the Le Cam -distance, between scalar diffusion models with unknown drift function and small variance on…