Nombre de documents trouvés : 65 documents

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2D- stochastic currents over the Wiener sheet Flandoli F., Imkeller P., Tudor C. [hal-00665865 - version 1] (02/02/2012)

High order chaotic limits of wavelet scalograms under long--range dependence Clausel M., Roueff F., Taqqu S. M., Tudor A. C. Rapport de recherche [hal-00662317 - version 1]

A strong convergence to the Rosenblatt process Garzon J., Torres S., Tudor C. [hal-00625091 - version 1] (20/09/2011)

Stein method for invariant measures of diffusions via Malliavin calculus Kusuoka S., Tudor C. [hal-00618788 - version 1] (02/09/2011)

Malliavin Calculus and Self Normalized Sums Bourguin S., Tudor C. [hal-00605549 - version 1] (02/07/2011)

Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes Clausel M., Roueff F., Taqqu S. M., Tudor A. C. [hal-00590798 - version 2] (01/07/2011)

Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet Clarke De La Cerda J., Tudor C. [hal-00619170 - version 1] (05/09/2011)

Cramér theorem for Gamma random variables Bourguin S., Tudor C. Electronic Communications in Probability 16 (2011) 365-378 [hal-00605550 - version 1]

Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus Bourguin S., Tudor C. Stochastic Analysis and Applications 29, 5 (2011) 881-905 [hal-00515476 - version 1]

Asymptotic Cramér's theorem and analysis on Wiener space Tudor C. [hal-00493533 - version 1] (19/06/2010)

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