Travaux soumis pour publications.

Nonparametric estimation for i.i.d. stochastic differential equations with space-time dependent coefficients. (2023). F. Comte, V. Genon-Catalot. Soumis.

Autres.

 Parameter estimation for stochastic differential equations from noisy data. Maximum likelihood and filtering techniques. (2010) V. Genon-Catalot, Lipari Summer School 2009: Parameter estimation in physiological models. Preprint hal-00448996 et Prépublication MAP5- 2010-03.

Statistical inference for a random scale perturbation of an AR(1)-process, (2004) V. Genon-Catalot, M. Kessler, Prépublication MAP5 n°2004-10.