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Estimating functions for SDE driven by stable Lévy processes

Clément, Emmanuelle and Gloter, Arnaud
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques Volume 55, Number 3 (August 2019), 1316-1348.

Journal article

Jump filtering and efficient drift estimation for Lévy-driven SDEs

Gloter, Arnaud, Loukianova, Dasha, and Mai, Hilmar
Annals of Statistics Volume 46, Number 4 (August 2018), 1445-1480.

Journal article

An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient

Clément, Emmanuelle and Gloter, Arnaud
Annals of Applied Probability Volume 27, Number 4 (August 2017), 2419-2454.

Journal article

Asymptotic lower bounds in estimating jumps

Clément, Emmanuelle, Delattre, Sylvain, and Gloter, Arnaud
Bernoulli Volume 20, Number 3 (August 2014), 1059-1096.

Journal article

Distance between two skew Brownian motions as a S.D.E. with jumps and law of the hitting time

Gloter, Arnaud and Martinez, Miguel
Annals of Probability Volume 41, Number 3A (May 2013), 1628-1655.

Journal article

Multifractal analysis in a mixed asymptotic framework

Bacry, Emmanuel, Gloter, Arnaud, Hoffmann, Marc, and Muzy, Jean François
Annals of Applied Probability Volume 20, Number 5 (October 2010), 1729-1760.

Journal article

LAMN property for hidden processes: The case of integrated diffusions

Gloter, Arnaud and Gobet, Emmanuel
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques Volume 44, Number 1 (February 2008), 104-128.

Journal article

Estimation of the Hurst parameter from discrete noisy data

Gloter, Arnaud and Hoffmann, Marc
Annals of Statistics Volume 35, Number 5 (October 2007), 1947-1974.

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