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## Kessler, Mathieu

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 Author ID: kessler.mathieu Published as: Kessler, M.; Kessler, Mathieu
 Documents Indexed: 22 Publications since 1995, including 1 Book
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#### Co-Authors

 3 single-authored 3 Cano, Juan Antonio 3 Martínez-Frutos, Jesús 3 Periago, Francisco 3 Sorensen, Michael 2 Genon-Catalot, Valentine 2 Herrero-Pérez, David 2 Rahbek, Anders 2 Salmerón, Diego 1 Comte, Fabienne 1 Lindner, Alexander M. 1 Moreno, Elías 1 Paredes, Silvestre 1 Pérez, José María 1 Schick, Anton 1 Wefelmeyer, Wolfgang
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#### Serials

 4 Scandinavian Journal of Statistics 3 Bernoulli 2 Computer Methods in Applied Mechanics and Engineering 2 Test 2 Statistical Inference for Stochastic Processes 1 Statistics & Probability Letters 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Journal of Mathematical Chemistry 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Monographs on Statistics and Applied Probability 1 Bayesian Analysis
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#### Fields

 15 Statistics (62-XX) 9 Probability theory and stochastic processes (60-XX) 6 Numerical analysis (65-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Mechanics of deformable solids (74-XX) 1 General and overarching topics; collections (00-XX) 1 Partial differential equations (35-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX)

#### Citations contained in zbMATH Open

19 Publications have been cited 283 times in 226 Documents Cited by Year
Estimation of an ergodic diffusion from discrete observations. Zbl 0879.60058
Kessler, Mathieu
1997
Estimating equations based on eigenfunctions for a discretely observed diffusion process. Zbl 0980.62074
Kessler, Mathieu; Sørensen, Michael
1999
Simple and explicit estimating functions for a discretely observed diffusion process. Zbl 0940.62074
Kessler, Mathieu
2000
Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions. Zbl 1056.62092
Kessler, M.; Rahbek, A.
2004
Estimation of the parameters of a diffusion through corrected contrasts. Zbl 0831.62059
Kessler, Mathieu
1995
Robust shape optimization of continuous structures via the level set method. Zbl 1425.74386
Martínez-Frutos, Jesús; Herrero-Pérez, David; Kessler, Mathieu; Periago, Francisco
2016
On intrinsic priors for nonnested models. Zbl 1069.62022
Cano, Juan Antonio; Kessler, Mathieu; Moreno, Elías
2004
Computational aspects related to martingale estimating functions for discretely observed diffusion. Zbl 1036.62065
Kessler, Mathieu; Paredes, Silvestre
2002
Asymptotic likelihood based inference for co-integrated homogeneous Gaussian diffusions. Zbl 0981.62069
Kessler, Mathieu; Rahbek, Anders
2001
Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter. Zbl 1055.62102
Genon-Catalot, Valentine; Kessler, Mathieu
2004
Statistical methods for stochastic differential equations. Selected papers based on the presentations at the 7th séminaire Européen de statistiques on “Statistics for stochastic differential equations models”, La Manga del Mar Menor, Cartagena, Spain, May 7–12, 2007. Zbl 1246.60005
Kessler, Mathieu (ed.); Lindner, Alexander (ed.); Sørensen, Michael (ed.)
2012
The information in the marginal law of a Markov chain. Zbl 1036.62066
Kessler, Mathieu; Schick, Anton; Wefelmeyer, Wolfgang
2001
Robust optimal shape design for an elliptic PDE with uncertainty in its input data. Zbl 1323.49029
Martínez-Frutos, Jesús; Kessler, Mathieu; Periago, Francisco
2015
Integral priors for the one way random effects model. Zbl 1331.62129
Cano, Juan Antonio; Kessler, Mathieu; Salmerón, Diego
2007
Approximation of the posterior density for diffusion processes. Zbl 1085.62029
Cano, J. A.; Kessler, M.; Salmerón, D.
2006
Risk-averse structural topology optimization under random fields using stochastic expansion methods. Zbl 1439.74292
Martínez-Frutos, Jesús; Herrero-Pérez, David; Kessler, Mathieu; Periago, Francisco
2018
Multiplicative Kalman filtering. Zbl 1274.62549
Comte, Fabienne; Genon-Catalot, Valentine; Kessler, Mathieu
2011
Aeroelastic simulations of isolated rotors using weak fluid-structure coupling. Zbl 1391.76809
Dietz, M.; Kessler, M.; Krämer, E.
2007
On time-reversibility and estimating functions for Markov processes. Zbl 1062.62158
Kessler, Mathieu; Sørensen, Michael
2005
Risk-averse structural topology optimization under random fields using stochastic expansion methods. Zbl 1439.74292
Martínez-Frutos, Jesús; Herrero-Pérez, David; Kessler, Mathieu; Periago, Francisco
2018
Robust shape optimization of continuous structures via the level set method. Zbl 1425.74386
Martínez-Frutos, Jesús; Herrero-Pérez, David; Kessler, Mathieu; Periago, Francisco
2016
Robust optimal shape design for an elliptic PDE with uncertainty in its input data. Zbl 1323.49029
Martínez-Frutos, Jesús; Kessler, Mathieu; Periago, Francisco
2015
Statistical methods for stochastic differential equations. Selected papers based on the presentations at the 7th séminaire Européen de statistiques on “Statistics for stochastic differential equations models”, La Manga del Mar Menor, Cartagena, Spain, May 7–12, 2007. Zbl 1246.60005
Kessler, Mathieu (ed.); Lindner, Alexander (ed.); Sørensen, Michael (ed.)
2012
Multiplicative Kalman filtering. Zbl 1274.62549
Comte, Fabienne; Genon-Catalot, Valentine; Kessler, Mathieu
2011
Integral priors for the one way random effects model. Zbl 1331.62129
Cano, Juan Antonio; Kessler, Mathieu; Salmerón, Diego
2007
Aeroelastic simulations of isolated rotors using weak fluid-structure coupling. Zbl 1391.76809
Dietz, M.; Kessler, M.; Krämer, E.
2007
Approximation of the posterior density for diffusion processes. Zbl 1085.62029
Cano, J. A.; Kessler, M.; Salmerón, D.
2006
On time-reversibility and estimating functions for Markov processes. Zbl 1062.62158
Kessler, Mathieu; Sørensen, Michael
2005
Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions. Zbl 1056.62092
Kessler, M.; Rahbek, A.
2004
On intrinsic priors for nonnested models. Zbl 1069.62022
Cano, Juan Antonio; Kessler, Mathieu; Moreno, Elías
2004
Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter. Zbl 1055.62102
Genon-Catalot, Valentine; Kessler, Mathieu
2004
Computational aspects related to martingale estimating functions for discretely observed diffusion. Zbl 1036.62065
Kessler, Mathieu; Paredes, Silvestre
2002
Asymptotic likelihood based inference for co-integrated homogeneous Gaussian diffusions. Zbl 0981.62069
Kessler, Mathieu; Rahbek, Anders
2001
The information in the marginal law of a Markov chain. Zbl 1036.62066
Kessler, Mathieu; Schick, Anton; Wefelmeyer, Wolfgang
2001
Simple and explicit estimating functions for a discretely observed diffusion process. Zbl 0940.62074
Kessler, Mathieu
2000
Estimating equations based on eigenfunctions for a discretely observed diffusion process. Zbl 0980.62074
Kessler, Mathieu; Sørensen, Michael
1999
Estimation of an ergodic diffusion from discrete observations. Zbl 0879.60058
Kessler, Mathieu
1997
Estimation of the parameters of a diffusion through corrected contrasts. Zbl 0831.62059
Kessler, Mathieu
1995
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#### Cited by 298 Authors

 16 Uchida, Masayuki 10 Yoshida, Nakahiro 9 Genon-Catalot, Valentine 8 Iacus, Stefano Maria 8 Lee, Sangyeol 7 Gloter, Arnaud 7 Masuda, Hiroki 7 Nishiyama, Yoichi 7 Sorensen, Michael 6 De Gregorio, Alessandro 5 Comte, Fabienne 5 Martínez-Frutos, Jesús 5 Samson, Adeline 5 Shimizu, Yasutaka 4 Gourieroux, Christian 4 Kaino, Yusuke 4 Kessler, Mathieu 4 Laredo, Catherine F. 4 Periago, Francisco 3 Cano, Juan Antonio 3 Dapogny, Charles 3 Ditlevsen, Susanne 3 Favetto, Benjamin 3 Forman, Julie Lyng 3 Guo, Meihui 3 Herrero-Pérez, David 3 Keshavarzzadeh, Vahid 3 Mykland, Per Aslak 3 Negri, Ilia 3 Nicolau, João 3 Papaspiliopoulos, Omiros 3 Platen, Eckhard 3 Salmerón, Diego 3 Schick, Anton 3 Song, Junmo 3 Wefelmeyer, Wolfgang 2 Aït-Sahalia, Yacine 2 Allaire, Grégoire 2 Beskos, Alexandros 2 Butucea, Cristina 2 Chaleyat-Maurel, Mireille 2 Chambers, Marcus J. 2 Choi, Seungmoon 2 Dion, Charlotte 2 Donnet, Sophie 2 Duval, Céline 2 Fujimori, Kou 2 Girard, Didier A. 2 Gobet, Emmanuel 2 Guy, Romain 2 Jacod, Jean 2 Kelly, Leah 2 Kohatsu-Higa, Arturo 2 Leonenko, Nikolai N. 2 Li, Chenxu 2 Lin, Liang-Ching 2 Lindström, Erik 2 McCrorie, J. Roderick 2 Nakakita, Shogo H. 2 Roberts, Gareth O. 2 Rozenholc, Yves 2 Shoji, Isao 2 Shu, Huisheng 2 Šuvak, Nenad 2 Tindel, Samy 2 Tortorelli, Daniel A. 2 Uehara, Yuma 2 Vergu, Elisabeta 2 Wang, Min 2 Wei, Chao 2 Yu, Jun 1 Abi-ayad, Ilham 1 Abraham, Kweku 1 Alaya, Mohamed Ben 1 Alcock, Jamie 1 Alfarano, Simone 1 Antoine, Bertille 1 Azencott, Robert 1 Baiges, Joan 1 Baldi, Paolo 1 Becheri, I. Gaia 1 Behboodian, Javad 1 Berger, James Orvis 1 Biscay, Rolando J. 1 Bishwal, Jaya P. N. 1 Bladt, Mogens 1 Blevins, Jason R. 1 Breymann, Wolfgang 1 Brouste, Alexandre 1 Bu, Ruijun 1 Burrage, Kevin 1 Carazo, C. 1 Chen, Nan 1 Chen, Xiaohong 1 Chen, Ying 1 Choi, Michael C. H. 1 Ciołek, Gabriela 1 Clairon, Quentin 1 Clement, Emmanuelle 1 Consonni, Guido ...and 198 more Authors
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#### Cited in 68 Serials

 25 Statistical Inference for Stochastic Processes 17 Stochastic Processes and their Applications 16 Journal of Econometrics 12 The Annals of Statistics 11 Statistics & Probability Letters 8 Bernoulli 7 Computer Methods in Applied Mechanics and Engineering 7 Scandinavian Journal of Statistics 6 Journal of Statistical Planning and Inference 6 Computational Statistics and Data Analysis 5 Annals of the Institute of Statistical Mathematics 5 Statistics 5 Test 5 Econometric Theory 5 Electronic Journal of Statistics 4 Stochastic Analysis and Applications 4 Statistical Science 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Journal of Multivariate Analysis 3 Mathematical Methods of Statistics 3 The Econometrics Journal 2 Journal of Mathematical Biology 2 Metrika 2 Annals of Operations Research 2 Computational Statistics 2 Communications in Statistics. Theory and Methods 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Journal of Nonparametric Statistics 2 Mathematical Finance 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Methodology and Computing in Applied Probability 2 Quantitative Finance 2 Asia-Pacific Financial Markets 2 Stochastics 2 Statistics and Computing 1 Advances in Applied Probability 1 International Journal of General Systems 1 Journal of Computational Physics 1 Journal of Statistical Physics 1 Mathematical Biosciences 1 Bulletin of Mathematical Biology 1 Biometrics 1 Journal of Applied Probability 1 Journal of Optimization Theory and Applications 1 Mathematics and Computers in Simulation 1 Journal of the Japan Statistical Society 1 Operations Research Letters 1 Journal of Time Series Analysis 1 Econometric Reviews 1 Neural Computation 1 Economics Letters 1 The Annals of Applied Probability 1 M$$^3$$AS. Mathematical Models & Methods in Applied Sciences 1 Communications in Statistics. Simulation and Computation 1 SIAM Journal on Optimization 1 Computational Economics 1 Random Operators and Stochastic Equations 1 Applied Mathematical Finance 1 Finance and Stochastics 1 Communications in Nonlinear Science and Numerical Simulation 1 Applied Stochastic Models in Business and Industry 1 Brazilian Journal of Probability and Statistics 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Statistical Methods and Applications 1 Journal of Statistical Theory and Practice 1 Statistics Surveys 1 Bayesian Analysis 1 SMAI Journal of Computational Mathematics
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#### Cited in 23 Fields

 197 Statistics (62-XX) 132 Probability theory and stochastic processes (60-XX) 37 Numerical analysis (65-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Mechanics of deformable solids (74-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 8 Biology and other natural sciences (92-XX) 6 Partial differential equations (35-XX) 5 Systems theory; control (93-XX) 3 Operations research, mathematical programming (90-XX) 2 Operator theory (47-XX) 2 Fluid mechanics (76-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Optics, electromagnetic theory (78-XX) 1 Geophysics (86-XX)