Marie DU ROY DE CHAUMARAY


Marie DU ROY DE CHAUMARAY
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Assistant Professor
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This user has no media.Weighted least squares estimation for the subcritical Heston process, Journal of Applied Probability, vol. 55 (2), 2018,  HAL  ArXiv Moderate deviations for parameters estimation in a geometrically ergodic Heston process, Statistical Inference for Stochastic Processes, vol. 21 (3), 2017,  HAL  ArXiv Large deviations for the squared radial Ornstein-Uhlenbeck process, TVP, Theory of Probability and its Applications, vol. 61 (3), 2016,  HAL  ArXiv.