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).
Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment.
Asymptotic normality, Confidence regions, Cramér-Rao efficiency, Maximum likelihood estimation, Random walk in random environment, Sub-Ballistic random walk
A generalized linear model approach to seasonal aspects of wind speed modeling.
Generalized linear models, Maximum likelihood estimation, Seasonality, Weibull law, Wind speed time series