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Ester Mariucci
Ester Mariucci
Verified email at math.hu-berlin.de - Homepage
Title
Cited by
Cited by
Year
Wasserstein and total variation distance between marginals of Lévy processes
E Mariucci, M Reiß
442018
Le Cam theory on the comparison of statistical models
E Mariucci
arXiv preprint arXiv:1605.03301, 2016
172016
A Bayesian nonparametric approach to log-concave density estimation
E Mariucci, K Ray, B Szabó
122020
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
92016
Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps
A Carpentier, C Duval, E Mariucci
82021
Compound Poisson approximation to estimate the Lévy density
C Duval, E Mariucci
HAL 2017, 2017
62017
Non-asymptotic control of the cumulative distribution function of Lévy processes
C Duval, E Mariucci
Advances in Applied Probability 54 (3), 913-944, 2022
52022
Spectral-free estimation of Lévy densities in high-frequency regime
C Duval, E Mariucci
Bernoulli 27 (4), 2649-2674, 2021
52021
Decompounding discrete distributions: A nonparametric Bayesian approach
S Gugushvili, E Mariucci, F van der Meulen
Scandinavian journal of statistics 47 (2), 464-492, 2020
52020
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
52016
Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
E Mariucci
ESAIM: Probability and Statistics 19, 560-577, 2015
52015
-distance for additive processes with time-homogeneous Lévy measures
P Etoré, E Mariucci
42014
Asymptotic equivalence for density estimation and Guassian white noise: an extension
E Mariucci
Annales de l'ISUP 60 (1-2), 23-34, 2016
32016
Asymptotic equivalence of jumps L\'evy processes and their discrete counterpart
P Etoré, S Louhichi, E Mariucci
arXiv preprint arXiv:1305.6725, 2013
32013
Asymptotic equivalence of Lévy density estimation and Gaussian white noise
E Mariucci
arXiv preprint arXiv:1503.04530, 2014
22014
Nonparametric density estimation for the small jumps of L\'evy processes
C Duval, T Jalal, E Mariucci
arXiv preprint arXiv:2404.09725, 2024
12024
Supplement to “A Bayesian nonparametric approach to log-concave density estimation.”
E Mariucci, K Ray, B Szabó
12020
Spectral-free estimation of L\'evy densities in high-frequency regime
C Duval, E Mariucci
arXiv preprint arXiv:1702.08787, 2017
12017
Quelques résultats d'équivalence asymptotique pour des expériences statistiques dans un cadre non paramétrique
E Mariucci
Université Grenoble Alpes, 2015
12015
Asymptotic equivalence for density estimation and gaussian white noise: An extension
E Mariucci
arXiv preprint arXiv:1503.05019, 2015
12015
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