Clément, Emmanuelle; Gloter, Arnaud; Nguyen, Huong

ESAIM: Probability and Statistics, Volume 23 (2019) p. 136-175

Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process

Clément, Emmanuelle; Gloter, Arnaud; Nguyen, Huong

ESAIM: Probability and Statistics, Volume 22 (2018) p. 58-95

LAMN property for hidden processes : the case of integrated diffusions

Gloter, Arnaud; Gobet, Emmanuel

Annales de l'I.H.P. Probabilités et statistiques, Volume 44 (2008) p. 104-128

Diffusions with measurement errors. I. Local asymptotic normality

Gloter, Arnaud; Jacod, Jean

ESAIM: Probability and Statistics, Volume 5 (2001) p. 225-242

Diffusions with measurement errors. II. Optimal estimators

Gloter, Arnaud; Jacod, Jean

ESAIM: Probability and Statistics, Volume 5 (2001) p. 243-260

Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient

Gloter, Arnaud

ESAIM: Probability and Statistics, Volume 4 (2000) p. 205-227