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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"Working papers / TSE : WP"
~isPartOf:"Working papers"
~person:"Gadat, Sébastien"
~subject:"Scientific modelling"
~subject:"Statistical distribution"
~type_genre:"Working Paper"
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Stochastischer Prozess
Volatility
Scientific modelling
Statistical distribution
Estimation theory
5
Schätztheorie
5
Quantile and Superquantile
2
Stochastic approximation
2
Stochastic process
2
Adaptive kernel estimators
1
Atomic deconvolution
1
Diffusion approximation
1
Inverse problems
1
Langevin Monte Carlo sampling
1
Limit theorems
1
Log concave models
1
Mathematical programming
1
Mathematische Optimierung
1
Mixture models
1
Monte Carlo simulation
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Monte-Carlo-Simulation
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Nichtparametrisches Verfahren
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Non-asymptotic controls
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Nonparametric statistics
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Sampling
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Statistische Verteilung
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Stichprobenerhebung
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Weak convexit
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English
3
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Gadat, Sébastien
Daouia, Abdelaati
6
Stupfler, Gilles
5
Casarin, Roberto
3
Corradin, Fausto
3
Costa, Manon
3
Sartore, Domenico
3
Silva, Mathias
3
Girard, Stéphane
2
Kim, Jihyun
2
Padoan, Simone A.
2
Usseglio-Carleve, Antoine
2
Afonso, António
1
Ahelegbey, Daniel Felix
1
Bercu, Bernard
1
Billio, Monica
1
Conrad, Christian
1
Conti, Pier Luigi
1
Engle, Robert F.
1
Gaillac, Christophe
1
Gautier, Eric
1
Gonnord, Pauline
1
Guerrero Escobar, Santiago
1
Hernández del Valle, Gerardo
1
Hernández, Juan Ramón
1
Jalles, João Tovar
1
Juárez Torres, Miriam
1
Leon-Gonzalez, Roberto
1
Lubrano, Michel
1
Majoni, Blessings
1
Maréchal, P.
1
Meddahi, Nour
1
Park, Joon Y.
1
Pittau, Maria Grazia
1
Ravazzolo, Francesco
1
Risser, Laurent
1
Simar, Léopold
1
Stupffer, Gilles
1
Tapsoba, Augustin
1
Vanhems, A.
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ECONIS (ZBW)
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Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard
;
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012286349
Saved in:
2
Non asymptotic controls on a stochastic algorithm for superquantile approximation
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012316959
Saved in:
3
Cytometry inference through adaptive atomic deconvolution
Costa, Manon
;
Gadat, Sébastien
;
Gonnord, Pauline
; …
-
2018
Persistent link: https://www.econbiz.de/10013483788
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