Vignette d'image

Deléamont, Pierre-Yves

Nom
Deléamont, Pierre-Yves
Affiliation principale
Site web
Fonction
Maître assistant
Email
pierre-yves.deleamont@unine.ch
Identifiants
https://libra.unine.ch/handle/123456789/1250
_
0000-0003-1729-7253

Résultat de la recherche

Filtres

11
1
1
1
Réinitialiser les filtres

Paramètres

Voici les éléments 1 - 1 sur 1
  • Publication
    Accès libre
    Semiparametric segment M-estimation for locally stationary diffusions
    (2019)
    Deléamont, Pierre-Yves 
    ;
    La Vecchia, Davide
    We develop and implement a novel M-estimation method for locally stationary diffusions observed at discrete time-points. We give sufficient conditions for the local stationarity of general time-inhomogeneous diffusions. Then we focus on locally stationary diffusions with time-varying parameters, for which we define our M-estimators and derive their limit theory.