Wasserstein and total variation distance between marginals of Lévy processes E Mariucci, M Reiß | 44 | 2018 |
Le Cam theory on the comparison of statistical models E Mariucci arXiv preprint arXiv:1605.03301, 2016 | 17 | 2016 |
A Bayesian nonparametric approach to log-concave density estimation E Mariucci, K Ray, B Szabó | 12 | 2020 |
Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise E Mariucci Stochastic Processes and their Applications 126 (2), 503-541, 2016 | 9 | 2016 |
Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps A Carpentier, C Duval, E Mariucci | 8 | 2021 |
Compound Poisson approximation to estimate the Lévy density C Duval, E Mariucci HAL 2017, 2017 | 6 | 2017 |
Non-asymptotic control of the cumulative distribution function of Lévy processes C Duval, E Mariucci Advances in Applied Probability 54 (3), 913-944, 2022 | 5 | 2022 |
Spectral-free estimation of Lévy densities in high-frequency regime C Duval, E Mariucci Bernoulli 27 (4), 2649-2674, 2021 | 5 | 2021 |
Decompounding discrete distributions: A nonparametric Bayesian approach S Gugushvili, E Mariucci, F van der Meulen Scandinavian journal of statistics 47 (2), 464-492, 2020 | 5 | 2020 |
Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case E Mariucci Statistical Inference for Stochastic Processes 19 (1), 71-91, 2016 | 5 | 2016 |
Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise E Mariucci ESAIM: Probability and Statistics 19, 560-577, 2015 | 5 | 2015 |
-distance for additive processes with time-homogeneous Lévy measures P Etoré, E Mariucci | 4 | 2014 |
Asymptotic equivalence for density estimation and Guassian white noise: an extension E Mariucci Annales de l'ISUP 60 (1-2), 23-34, 2016 | 3 | 2016 |
Asymptotic equivalence of jumps L\'evy processes and their discrete counterpart P Etoré, S Louhichi, E Mariucci arXiv preprint arXiv:1305.6725, 2013 | 3 | 2013 |
Asymptotic equivalence of Lévy density estimation and Gaussian white noise E Mariucci arXiv preprint arXiv:1503.04530, 2014 | 2 | 2014 |
Nonparametric density estimation for the small jumps of L\'evy processes C Duval, T Jalal, E Mariucci arXiv preprint arXiv:2404.09725, 2024 | 1 | 2024 |
Supplement to “A Bayesian nonparametric approach to log-concave density estimation.” E Mariucci, K Ray, B Szabó | 1 | 2020 |
Spectral-free estimation of L\'evy densities in high-frequency regime C Duval, E Mariucci arXiv preprint arXiv:1702.08787, 2017 | 1 | 2017 |
Quelques résultats d'équivalence asymptotique pour des expériences statistiques dans un cadre non paramétrique E Mariucci Université Grenoble Alpes, 2015 | 1 | 2015 |
Asymptotic equivalence for density estimation and gaussian white noise: An extension E Mariucci arXiv preprint arXiv:1503.05019, 2015 | 1 | 2015 |