Presentation
Key-words for our directions of research are as follows.
- Stochastic processes for statistics
- Empirical processes (theory and applications)
- Point processes, gaussian processes and transforms
- Small and large deviations
- Limit theorems
- Statistics of stochastic processes
- Stability and estimation of nonlinear time series (Markov switching, GARCH)
- Statistics of almost periodic processes
- Statistics of diffusion processes
- Discretization and simulation of diffusion processes
Reading groups
Statistics based on discrete observations of diffusions
Members
Philippe Berthet, Jiaqi Chen, Coquet François, Dominique Dehay, Bernard Delyon, Jean Deshayes, Magalie Fromont, Maher Kachour, James Ledoux, Anne Massiani, Gwénaëlle Piriou, Adrien Saumard, Adel Settati, Céline Vial, Jian-Feng Yao.
version française
univ-rennes1