Recherche
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Change-point detection for Piecewise Deterministic Markov Processes
(Automatica. vol. 97, pp. 234-247, 2018)Article de revue -
Optimal Stopping for Change-point Detection of Piecewise Deterministic Markov Processes
Communication dans un congrès -
Clustered Information Filter for Markov Jump Linear Systems
Communication dans un congrès -
Nonasymptotic analysis of adaptive and annealed Feynman–Kac particle models
(Bernoulli. vol. 23, n° 1, pp. 670 - 709, 2017)Article de revue -
MODERATE DEVIATIONS FOR PARAMETERS ESTIMATION IN A GEOMETRICALLY ERGODIC HESTON PROCESS
(Statistical Inference for Stochastic Processes, 2018)Article de revue -
Weighted least squares estimation for the subcritical Heston process
(Journal of Applied Probability, 2018-06)Article de revue