Arnaud Gloter

Identifiers

• name variant Arnaud Gloter 0.60 · backfill

Papers (4)

1. Jump filtering and efficient drift estimation for L\'evy-driven SDE's math.ST · 2016 · author #1
2. Asymptotic lower bounds in estimating jumps math.ST · 2014 · author #3
3. Multifractal analysis in a mixed asymptotic framework math.PR · 2008 · author #2
4. Estimation of the Hurst parameter from discrete noisy data math.ST · 2007 · author #1

Mentions

• 1407.0241 #3 · backfill · confidence 0.70 Arnaud Gloter
• 0805.0194 #2 · backfill · confidence 0.70 Arnaud Gloter
• 0711.3342 #1 · backfill · confidence 0.70 Arnaud Gloter

Frequent Coauthors

• Marc Hoffmann 2 shared papers
• Dasha Loukianova 1 shared papers
• Emmanuel Bacry 1 shared papers
• Emmanuelle Cl\'ement 1 shared papers
• Hilmar Mai 1 shared papers
• Jean-Francois Muzy 1 shared papers
• Sylvain Delattre 1 shared papers