Rey, Clément
- Discretization of the Ergodic Functional Central Limit Theorem
2018/01/16 by Gilles Pagès, Pagès, Gilles, Clément Rey +1 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #Stochastic processes and financial applications #Insurance, Mortality, Demography, Risk Management #Financial Risk and Volatility Modeling
- Maximum Likelihood Estimation for Wishart processes
2015/08/13 by Alfonsi, Aurélien, Kebaier, Ahmed, Rey, Clément · 1 citation
#44A10 #60F05 #62F12 #91B70 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)