Valentine Genon-Catalot

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0009-0004-7252-0723

Publications

• Nonparametric drift estimation for i.i.d. paths of stochastic differential equations — The Annals of Statistics 2020
• Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments — The Annals of Statistics 2014 (name-matched, not ORCID-linked)
• Estimation for Lévy processes from high frequency data within a long time interval — The Annals of Statistics 2011 (name-matched, not ORCID-linked)
• Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift — The Annals of Statistics 2002 (name-matched, not ORCID-linked)