Density estimation for compound Poisson processes from discrete data C Duval Stochastic Processes and their Applications 123 (11), 3963-3986, 2013 | 41 | 2013 |
Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields H Biermé, E Di Bernardino, C Duval, A Estrade | 29 | 2019 |
Nonparametric density estimation in compound Poisson processes using convolution power estimators F Comte, C Duval, V Genon-Catalot Metrika 77 (1), 163-183, 2014 | 26 | 2014 |
Interacting Hawkes processes with multiplicative inhibition C Duval, E Luçon, C Pouzat Stochastic Processes and their Applications 148, 180-226, 2022 | 17 | 2022 |
Statistics for Gaussian random fields with unknown location and scale using Lipschitz‐Killing curvatures E Di Bernardino, C Duval Scandinavian Journal of Statistics 49 (1), 143-184, 2022 | 14 | 2022 |
Statistical inference across time scales C Duval, M Hoffmann | 13 | 2011 |
Adaptive procedure for Fourier estimators: application to deconvolution and decompounding C Duval, J Kappus | 10 | 2019 |
Nonparametric adaptive estimation for grouped data C Duval, J Kappus Journal of Statistical Planning and Inference 182, 12-28, 2017 | 9 | 2017 |
Estimation of the jump size density in a mixed compound Poisson process F Comte, C Duval, V Genon‐Catalot, J Kappus Scandinavian Journal of Statistics 42 (4), 1023-1044, 2015 | 9 | 2015 |
Optimal Adaptive Estimation on or of the Derivatives of a Density F Comte, C Duval, O Sacko Mathematical Methods of Statistics 29 (1), 1-31, 2020 | 8 | 2020 |
When is it no longer possible to estimate a compound Poisson process? C Duval | 8 | 2014 |
Nonparametric estimation of a renewal reward process from discrete data C Duval Mathematical Methods of Statistics 22, 28-56, 2013 | 8 | 2013 |
Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps A Carpentier, C Duval, E Mariucci | 7 | 2021 |
Surface area and volume of excursion sets observed on point cloud based polytopic tessellations R Cotsakis, E Di Bernardino, C Duval The Annals of Applied Probability 34 (3), 3093-3124, 2024 | 6 | 2024 |
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 |
A note on a fixed-point method for deconvolution C Duval Statistics 51 (2), 347-362, 2017 | 4 | 2017 |
Adaptive wavelet estimation of a compound Poisson process C Duval arXiv preprint arXiv:1203.3135, 2012 | 4 | 2012 |
Statistical inference for renewal processes F Comte, C Duval Scandinavian Journal of Statistics 45 (1), 164-193, 2018 | 3 | 2018 |