S. Bourguin

activity

20162026

most citedLimiting behavior of large correlated Wishart matrices with chaotic entries

18 citations · 18 across the 3 of their papers we have counts for

collaborators

Showing 2020Show all

2 papers · 1 filter

math.PR2020★ 18 cited

Limiting behavior of large correlated Wishart matrices with chaotic entries

Solesne Bourguin, Charles-Philippe Diez, Ciprian A. Tudor

We study the fluctuations, as $d, n \to \infty$ , of the Wishart matrix $W_{n, d} = \frac{1}{d} X_{n, d} X_{n, d}^{T}$ associated to a $n \times d$ random ma…

math.ST2020

Discrete-time inference for slow-fast systems driven by fractional Brownian motion

Solesne Bourguin, Siragan Gailus, Konstantinos Spiliopoulos

We study statistical inference for small-noise-perturbed multiscale dynamical systems where the slow motion is driven by fractional Brownian motion. We develop statistical estimato…