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).
Non-parametric estimation of the density of hidden random variables.
Estimateur à noyau, Estimation non-paramétrique, Kernel estimator, Mixed models, Modèles mixtes, Méthode de sélection, Nonparametric estimation, Parameter selection, Stochastic differential equation, Équations différentielles stochastiques
Bidimensional random effect estimation in mixed stochastic differential model.
Adaptive bandwidth, Density estimation, Kernel estimator, Mean integrated squared error, Mixed-effects models, Stochastic differential equations
Nonparametric estimation in a mixed-effect Ornstein–Uhlenbeck model.
Deconvolution method, Kernel estimator, Mixed-effect model, Neuronal interspike interval, Nonparametric estimation, Ornstein-Uhlenbeck process, Stochastic differential equations
Non-parametric estimation of the density of hidden random variables.
Estimateur à noyau, Estimation non-paramétrique, Kernel estimator, Mixed models, Modèles mixtes, Méthode de sélection, Nonparametric estimation, Parameter selection, Stochastic differential equation, Équations différentielles stochastiques