Mariucci, Ester

1. Wasserstein and total variation distance between marginals of Lévy processes
   2017/10/07 by Ester Mariucci, Mariucci, Ester, Markus Reiß +1 · 3 citations
   Economics, Econometrics and Finance · Mathematics · #Advanced Banach Space Theory #FOS: Mathematics #Point processes and geometric inequalities #Probability (math.PR) #Statistics Theory (math.ST) #Stochastic processes and financial applications #math.PR #math.ST #stat.TH
2. Spectral-free estimation of Lévy densities in high-frequency regime
   2017/02/28 by Duval, Céline, Mariucci, Ester · 2 citations
   #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
3. Le cam theory on the comparison of statistical models
   2016/05/11 by Ester Mariucci, Mariucci, Ester · 2 citations
   Mathematics · #Advanced Banach Space Theory #Functional Equations Stability Results #Mathematical and Theoretical Analysis #math.PR #math.ST #stat.TH
4. Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps
   2018/10/06 by Carpentier, Alexandra, Duval, Céline, Mariucci, Ester · 1 citation
   #60E99 (Secondary) #60G51 #62M99 (Primary) #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
5. Nonparametric density estimation for the small jumps of Lévy processes
   2024/04/15 by Duval, Céline, Jalal, Taher, Mariucci, Ester · 2 citations
   #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
6. Adaptive minimax estimation for discretely observed Lévy processes
   2024/10/31 by Duval, Céline, Jalal, Taher, Mariucci, Ester · 1 citation
   #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)