Statistical Inference for Stochastic Processes and Stochastic Dynamical Systems
- "Discrete-time inference for slow-fast systems driven by fractional
Brownian motion", (with Solesne Bourguin and Siragan Gailus), 2021, SIAM Journal on Multiscale Modeling and Simulation, Vol. 19, No. 3, pp. 1333--1366, [ArXiv preprint].
- "Discrete-time statistical inference for multiscale diffusions", (with Siragan Gailus), 2018, SIAM Multiscale Modeling and simulation , Vol. 16, Issue 4, pp. 1824--1858, [ArXiv preprint].
- "Sequential Monte Carlo for fractional Stochastic Volatility Models", (with Alexandra Chronopoulou), 2018, Quantitative Finance , Vol. 18, Issue 3, pp. 507--517, [ArXiv preprint].
- "Dimension Reduction in Statistical Estimation of Partially Observed Multiscale Processes", (with Andrew Papanicolaou), 2017, SIAM Journal on Uncertainty Quantification, Vol. 5, pp. 1220-1247, [ArXiv preprint]
- "Statistical Inference for Perturbed Multiscale Dynamical Systems", (with Siragan Gailus), 2017, Stochastic Processes and their Applications , Volume 127, Issue 2, pp. 419-448, [ArXiv preprint]
- "Filtering the Maximum Likelihood for Multiscale Problems", (with Andrew Papanicolaou), 2014, SIAM Multiscale Modeling and Simulation , Vol. 12, No. 3, pp. 1193-1229, [ArXiv preprint].
- "Maximum likelihood estimation for small noise multiscale disffusions", (with Alexandra Chronopoulou), 2013, Statistical Inference for Stochastic Processes,Volume 16, Issue 3, pp. 237-266, [ArXiv preprint]
- "Method of Moments Estimation of Ornstein-Uhlenbeck Processes Driven by General Levy Process", 2009, Annales de
l'I.S.U.P., Volume 53 - Fascicule 2-3, pp. 3-19 [ArXiv preprint]