Genon-Catalot, Valentine; Larédo, Catherine Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models. (English) Zbl 1482.60107 Electron. J. Stat. 15, No. 2, 5811-5854 (2021). MSC: 60J60 60H15 62F12 62M05 PDFBibTeX XMLCite \textit{V. Genon-Catalot} and \textit{C. Larédo}, Electron. J. Stat. 15, No. 2, 5811--5854 (2021; Zbl 1482.60107) Full Text: DOI Link
Genon-Catalot, Valentine; Larédo, Catherine Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations. (English) Zbl 1476.60140 Stochastic Processes Appl. 142, 513-548 (2021). MSC: 60J60 62F12 62M05 PDFBibTeX XMLCite \textit{V. Genon-Catalot} and \textit{C. Larédo}, Stochastic Processes Appl. 142, 513--548 (2021; Zbl 1476.60140) Full Text: DOI HAL
Dion, C.; Genon-Catalot, V. Bidimensional random effect estimation in mixed stochastic differential model. (English) Zbl 1342.62138 Stat. Inference Stoch. Process. 19, No. 2, 131-158 (2016). MSC: 62M05 62G07 60J60 PDFBibTeX XMLCite \textit{C. Dion} and \textit{V. Genon-Catalot}, Stat. Inference Stoch. Process. 19, No. 2, 131--158 (2016; Zbl 1342.62138) Full Text: DOI HAL
Genon-Catalot, Valentine; Larédo, Catherine Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments. (English) Zbl 1296.62018 Ann. Stat. 42, No. 3, 1145-1165 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 62B15 62G20 62M99 60H35 60J60 PDFBibTeX XMLCite \textit{V. Genon-Catalot} and \textit{C. Larédo}, Ann. Stat. 42, No. 3, 1145--1165 (2014; Zbl 1296.62018) Full Text: DOI arXiv Euclid
Comte, Fabienne; Duval, Céline; Genon-Catalot, Valentine Nonparametric density estimation in compound Poisson processes using convolution power estimators. (English) Zbl 1282.62088 Metrika 77, No. 1, 163-183 (2014). MSC: 62G07 62M05 65C60 PDFBibTeX XMLCite \textit{F. Comte} et al., Metrika 77, No. 1, 163--183 (2014; Zbl 1282.62088) Full Text: DOI HAL
Comte, Fabienne; Genon-Catalot, Valentine; Kessler, Mathieu Multiplicative Kalman filtering. (English) Zbl 1274.62549 Test 20, No. 2, 389-411 (2011). MSC: 62M05 62M20 60G35 60J60 PDFBibTeX XMLCite \textit{F. Comte} et al., Test 20, No. 2, 389--411 (2011; Zbl 1274.62549) Full Text: DOI HAL
Chaleyat-Maurel, Mireille; Genon-Catalot, Valentine Filtering the Wright-Fisher diffusion. (English) Zbl 1181.93084 ESAIM, Probab. Stat. 13, 197-217 (2009). MSC: 93E11 60G35 62C10 PDFBibTeX XMLCite \textit{M. Chaleyat-Maurel} and \textit{V. Genon-Catalot}, ESAIM, Probab. Stat. 13, 197--217 (2009; Zbl 1181.93084) Full Text: DOI arXiv EuDML
Comte, F.; Genon-Catalot, V.; Rozenholc, Y. Nonparametric adaptive estimation for integrated diffusions. (English) Zbl 1157.62054 Stochastic Processes Appl. 119, No. 3, 811-834 (2009). MSC: 62M05 62G08 62G20 62M09 65C60 PDFBibTeX XMLCite \textit{F. Comte} et al., Stochastic Processes Appl. 119, No. 3, 811--834 (2009; Zbl 1157.62054) Full Text: DOI HAL
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves Penalized nonparametric mean square estimation of the coefficients of diffusion processes. (English) Zbl 1127.62067 Bernoulli 13, No. 2, 514-543 (2007). MSC: 62M05 62G05 65C60 PDFBibTeX XMLCite \textit{F. Comte} et al., Bernoulli 13, No. 2, 514--543 (2007; Zbl 1127.62067) Full Text: DOI arXiv
Chaleyat-Maurel, Mireille; Genon-Catalot, Valentine Computable infinite-dimensional filters with applications to discretized diffusion processes. (English) Zbl 1122.93079 Stochastic Processes Appl. 116, No. 10, 1447-1467 (2006). Reviewer: George S. Stavrakakis (Chania) MSC: 93E11 60G35 62C10 PDFBibTeX XMLCite \textit{M. Chaleyat-Maurel} and \textit{V. Genon-Catalot}, Stochastic Processes Appl. 116, No. 10, 1447--1467 (2006; Zbl 1122.93079) Full Text: DOI arXiv
Genon-Catalot, Valentine; Laredo, Catherine Leroux’s method for general hidden Markov models. (English) Zbl 1099.60022 Stochastic Processes Appl. 116, No. 2, 222-243 (2006). Reviewer: Catherine Rainer (Brest) MSC: 60G07 60J05 93E12 PDFBibTeX XMLCite \textit{V. Genon-Catalot} and \textit{C. Laredo}, Stochastic Processes Appl. 116, No. 2, 222--243 (2006; Zbl 1099.60022) Full Text: DOI