Curriculum vitae

Florens Danielle

Professeur émérite
CEREMADE

florensping @ ceremade.dauphinepong.fr
Tel : 01 44 05 48 70
Bureau : B 618

Dernières publications

Articles

Florens D. (1999), Estimation of the Diffusion Coefficient from Crossings, Statistical Inference for Stochastic Processes, vol. 1, n°2, p. 175-195

Florens D., Pham H. (1999), Large deviation principle in nonparametric estimation of marked point processes, Statistics & Probability Letters, vol. 41, n°4, p. 383-388

Florens D., Pham H. (1999), Large deviations in estimation of an Ornstein-Uhlenbeck model, Journal of Applied Probability, vol. 36, n°1, p. 60-77

Florens D., Pham H. (1998), Large deviation probabilities in estimation of Poisson random measures, Stochastic Processes and their Applications, vol. 76, n°1, p. 117-139

Florens D. (1991), Statistics on crossings of discretized diffusions and local time, Stochastic Processes and their Applications, vol. 39, n°1, p. 139-151

Prépublications / Cahiers de recherche

Florens D. (1999), Estimation de volatilité dans un modèle non régulier, Paris, Cahiers du CEREMADE

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