Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Semiparametric density testing in the contamination model.
Alternative, And phrases Asymptotic normality, Chi-squared test, Discovery Rate, False, False Discovery Rate, Maximum likelihood estimator, Nonparametric contiguous, Nonparametric contiguous alternative, Semiparametric estimator, Two-component mixture model
Fast and Asymptotically-efficient estimation in a Fractional autoregressive process.
Geweke Porter-Hudak estimator, LAN property, Log periodogram, Maximum Likelihood estimator, One-step estimator, Quadratic form of Gaussian process, Semi-parametric estimation, Toeplitz matrix, Whittle estimator
Statistical analysis of some fractional process models.
Estimateur de maximum vraisemblance, Fractional Brownian motion, Maximum likelihood estimator, Mixed fractional Brownian motion, Mouvement brownien fractionnaire, Mouvement brownien fractionnaire mélangé, Processus fractionnaire