57- A statistical approach for simulating the density solution of a McKean-Vlasov equation. 2023. With Y. Liu.
56- Bayesian estimation in a multidimensional diffusion model with high frequency data. 2022. In revision. With K.Ray.
55- Statistical inference for rough volatility: Minimax theory. 2023. Annals of Statistics. To appear. With C. Chong, Y. Liu, M. Rosenbaum and G. Szymanski.
54- A continuous multiple hypothesis testing framework for optimal exoplanet detection. 2023. Annals of Applied Statistics. To appear. With N. C. Hara, T. de Poyferré and J.-B. Delisle.
53- Statistical inference for rough volatility: Central limit theorems. 2023. Annals of Applied Probability. To appear. With C. Chong, Y. Liu, M. Rosenbaum and G. Szymanski.
52- Dispersal density estimation across scales. 2023. Annals of Statistics. To appear. With M. Trabs.
51- The LAN property for McKean-Vlasov models in a mean-field limit. Stochastic Processes and Their Applications, 155, 109--146, 2023. With L. Della Maestra.
50- Individual and population approaches for calibrating division rates: application to the bacterial cell cycle. In Modeling and Simulation for Collective Dynamics, Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore, 40, 1--81, 2023. With M. Doumic.
49- Estimating the reach of a manifold via its convexity defect function. Discrete and Computational Geometry, 67, 403-438, 2022. With C. Berenfeld, J. Harvey and K. Shankar.
48- Nonparametric estimation for interacting particle systems: McKean-Vlasov models. Probability Theory and Related Fields, 182, 551–613, 2022. With L. Della Maestra.
47- Density estimation on an unknown manifold. Electronic Journal of Statistics, 15, 2179--2223, 2021. With C. Berenfeld.
46- Nonparametric adaptive inference of birth and death models in a large population limit. Mathematical Statistics and Learning, 3, 1--69, 2021. With A. Boumezoued and P. Jeunesse.
45- Estimating fast mean-reverting jumps in electricity market models. ESAIM Probability & Statistics, 24, 963-1002, 2020. With T. Deschatre and O. Féron.
44- Efficient volatility estimation in a two-factor model. Scandinavian Journal of Statistics, 47, 862–898, 2020. With O. Féron and P. Gruet.
43- A new inference strategy for general population mortality tables. ASTIN Bulletin, 50, 325--356, 2020. With A. Boumezoued and P. Jeunesse.
42- Statistical estimation in a randomly structured branching population. Stochastic Processes and Their Applications, 129, 5236--5277, 2019. With A. Marguet.
41- A recursive point process model for infectious diseases. Annals of the Institute of Statistical Mathematics, 75, 1271--1287, 2019. With F. Schoenberg and R. Harrigan.
40- Early stopping for statistical inverse problems via truncated SVD estimation. Electronic Journal of Statistics, 12, 3204--3231, 2018. With G. Blanchard and M. Reiss.
39- Optimal adaptation for early stopping in linear inverse problems. SIAM Journal of Uncertainty Quantification, 6, 1043–1075, 2018. With G. Blanchard and M. Reiss.
38- Adaptive estimation for bifurcating Markov chains. Bernoulli, 23, 3598--3637, 2017. With S.V. Bitseki Penda and A. Olivier.
37- Nonparametric estimation of the division rate of an age dependent branching process. Stochastic Processes and their Applications, 126, 1433-1471, 2016. With A. Olivier.
36- Hawkes processes on large networks. Annals of Applied Probability, 16, 216--261, 2016. With S. Delattre and N. Fournier.
35- On adaptive posterior concentration rates. Annals of Statistics, 43, 2259--2295, 2015. With J. Rousseau and J. Schmidt-Hieber.
34- Statistical estimation of a growth-fragmentation model observed on a genealogical tree. Bernoulli, 21, 1760--1799, 2015. With M. Doumic, N. Krell and L. Robert.
33- Division control in Escherichia coli is based on a size-sensing rather than a timing mechanism. BMC Biology, 02/2014 12(1):17. L Robert, M.H., N. Krell, S. Aymerich, J. Robert and M. Doumic.
32- Optimisation and statistical methods for high frequency finance. ESAIM: Proceedings and Surveys, 45, 219--228, 2014. With M. Labadie, C.A.Lehalle, G. Pagès, H. Pham and M. Rosenbaum.
31- Statistical inference for partial differential equations. ESAIM: Proceedings and Surveys, 45, 178--188, 2014. With E. Grenier, T. Lelièvre, V. Louvet, C. Prieur, N. Rachdi and P. Vigneaux.
30- Some limit theorems for Hawkes processes and application to financial statistics. Stochastic Processes and their Applications, 123, 2475-2499, 2013. With E. Bacry, S. Delattre and J.F. Muzy.
29- Estimation of the lead-lag parameter from non-synchronous data. Bernoulli, 19, 426-476, 2013. With M. Rosenbaum and N. Yoshida.
28- Modelling microstructure noise by mutually exciting point processes. Quantitative Finance, 13, 65-77, 2013. With E. Bacry, S. Delattre and J.F. Muzy.
27- Blockwise SVD with error in the operator and application to blind deconvolution. Electronic Journal of Statistics, 6, 2274-2308, 2012. With S. Delattre, D. Picard and T. Vareschi.
26- Adaptive wavelet estimation of the diffusion coefficient under additive error measurements. Annals of the Institute H. Poincaré, 48, 1186-1216, 2012. With A. Munk and J. Schmidt-Hieber.
25- Nonparametric estimation of the division rate of a size-structured population. SIAM Journal on Numerical Analysis, 50, 925-950, 2012. With M. Doumic, P. Reynaud-Bouret and V. Rivoirard.
24- Modelling microstructure using Hawkes processes. In: IEEE International Conference on Acoustics Speech and Signal Processing, 2011. With E. Bacry, S. Delattre and J.F. Muzy.
23- Statistical inference across time scales. Electronic Journal of Statistics, 5, 2004-2030, 2011. With C. Duval.
22- On adaptive inference and confidence bands. Annals of Statistics, 39, 2383-2409, 2011. With R. Nickl.
21- Statistical analysis of self-similar conservative fragmentation chains. Bernoulli, 17, 395–423. 2011. With N. Krell.
20- Multifractal analysis in a mixed asymptotic framework. Annals of Applied Probability, 20, 1729-1760, 2010. With E. Bacry, A. Gloter and J.F. Muzy.19
19- Nonparametric reconstruction of a multifractal function from noisy data. Probability Theory and Related Fields, 146, 155–187, 2010. With A. Gloter.
18- Long time behavior for the partition function of multiplicative cascades. In: International Workshop on Applied Probability, Compiègne, France, July 2008. With E. Bacry, A. Gloter and J.F. Muzy.
17- Nonlinear estimation for linear inverse problems with error in the operator. Annals of Statistics, 36, 310–336, 2008. With M. Reiss.
16- Estimation of the Hurst parameter from discrete noisy data. Annals of Statistics, 35, 1947–1974, 2007. With A. Gloter.
15- Nonparametric estimation of scalar diffusions based on low frequency data. Annals of Statistics, 32, 2223-2253, 2004, with E. Gobet and M. Reiss.
14- Adaptive wavelet Galerkin methods for linear inverse problems. SIAM Journal on Numerical Analysis, 42, 1479-1501, 2004. With A. Cohen and M. Reiss.
13- Stochastic volatility and fractional Brownian motion. Stochastic Processes and their Applications, 113, 143-172, 2004. With A. Gloter.
12- Testing linearity in an AR errors-in-the-variables model with application to stochastic volatility. Applicationes Mathematicae, 30, 389-412, 2003. With D. Feldmann, W. Härdle, C. Hafner, O. Lepski and A. Tsybakov.
11- Random rates in anisotropic regression. Annals of Statistics, 30, 325-396, 2002. With discussion. With O. Lepski.
10- Rate of convergence for parametric estimation in a stochastic volatility model. Stochastic Processes and their Applications, 97, 147-170, 2002.
9- Nonparametric estimation of the death rate in branching diffusions. Scandinavian Journal of Statistics, 29, 665–692, 2002. With R. Höpfner and E. Löcherbach.
8- Asymptotic equivalence for a null recurrent diffusion. Bernoulli, 8, 139-174, 2002. With S. Delattre.
7- On estimating the diffusion coefficient: parametric versus nonparametric. Annals of the Institute H. Poincaré, 37, 339-372, 2001.
6- The Pinsker bound in mixed white noise model. Mathematical Methods in Statistics, 10, 283-315, 2001. With S. Delattre.
5- On nonparametric estimation in nonlinear AR(1)-models. Statistics and Probability Letters, 44, 29-45, 1999.
4- Adaptive estimation in diffusion processes. Stochastic Processes and their Applications, 79, 135-163, 1999.
3- L_p estimation of the diffusion coefficient. Bernoulli, 5, 447-481, 1999.
2- Minimax estimation of the diffusion coefficient through irregular samplings. Statistics and Probability Letters, 32, 11-24, 1997.
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