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Hypoelliptic stochastic FitzHugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate

Jose R. Leon , Adeline Samson
The Annals of Applied Probability, 2018, 28 (4), pp.2243-2274. ⟨10.1214/17-AAP1355⟩
Article dans une revue hal-01492590v1
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Kac-Rice Formula: A contemporary overview of the main results and applications

Corinne Berzin , Alain Latour , José León
2022
Pré-publication, Document de travail hal-03665428v1
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Invariant density estimation for a reflected diffusion using an Euler scheme

Patrick Cattiaux , Clémentine Prieur , Jose Rafael Leon
Monte Carlo Methods and Applications, 2017, 23 (2), pp.71-88. ⟨10.1515/mcma-2017-0104⟩
Article dans une revue hal-01683980v1
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Kac-Rice formulas for random fields and theirs applications in: random geometry, roots of random polynomials and some engineering problems

Corinne Berzin , Alain Latour , José R. León
Ediciones IVIC, 2017, Escuela Venezolana de Matematicas, Eloy Sira, 978-980-261-180-5
Ouvrages hal-01953070v1
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Estimation for Stochastic Damping Hamiltonian Systems under Partial Observation. II Drift term

Patrick Cattiaux , José R. León , Clémentine Prieur
ALEA : Latin American Journal of Probability and Mathematical Statistics, 2014, 11 (2), pp.359-384
Article dans une revue hal-00877054v2
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Estimation for Stochastic Damping Hamiltonian Systems under Partial Observation. I. Invariant density.

Patrick Cattiaux , Jose R. Leon , Clémentine Prieur
Stochastic Processes and their Applications, 2014, 124 (3), pp.1236-1260. ⟨10.1016/j.spa.2013.10.008⟩
Article dans une revue hal-00739136v2

Variance estimator for fractional diffusions with variance and drift depending on time

Corinne Berzin , Alain Latour , José R. León
Electronic Journal of Statistics , 2015, 9 (1), pp.926-1016. ⟨10.1214/15-EJS1023⟩
Article dans une revue hal-01952996v1
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Recursive Estimation for Stochastic Damping Hamiltonian Systems

Patrick Cattiaux , José R. Leon , Clémentine Prieur
Journal of Nonparametric Statistics, 2015, 27 (3), pp.401-424. ⟨10.1080/10485252.2015.1046451⟩
Article dans une revue hal-01071252v1

Inference for diffusions driven by fractional Brownian motion

Corinne Berzin , Alain Latour , José R. León
Conferencia León: Análisis, Estadística y Probabilidades, Nov 2011, Caracas, Venezuela
Communication dans un congrès hal-00947510v1

L^2-deviation for the variance estimator of a fractional diffusion

Corinne Berzin , Alain Latour , José R. León
Wschebor Workshop, Dec 2013, Solis, Uruguay
Communication dans un congrès hal-00947511v1
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A probabilistic point of view for the Kolmogorov hypoelliptic equations

Pierre Etoré , Jose R León , Clémentine Prieur
ESAIM: Probability and Statistics, 2023, 27, pp.668-693. ⟨10.1051/ps/2023007⟩
Article dans une revue hal-03342958v2

Inference on the Hurst parameter and variance of diffusions driven by fractional Brownian motion

Corinne Berzin , Alain Latour , José R. León
Bickel, P., Diggle, P., Fienberg, S.E., Gather, U., Olkin, I., Zeger, S. Springer, 216, pp.200, 2014, Lectures notes in statistics, Jon Gurstelle, 978-3-319-07874-8. ⟨10.1007/978-3-319-07875-5⟩
Ouvrages hal-00947513v1
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Estimation for stochastic damping Hamiltonian systems under partial observation. III. Diffusion term

Patrick Cattiaux , Jose R. León , Clémentine Prieur
The Annals of Applied Probability, 2016, 26 (3), pp.1581-1619. ⟨10.1214/15-AAP1126⟩
Article dans une revue hal-01044611v1
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Adaptive density estimation on bounded domains under mixing conditions

Karine Bertin , Nicolas Klutchnikoff , José León , Clémentine Prieur
Electronic Journal of Statistics , 2020, 14 (1), pp.2198-2237. ⟨10.1214/20-EJS1682⟩
Article dans une revue hal-01934913v2
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An overlook on statistical inference issues for stochastic damping Hamiltonian systems under the fluctuation-dissipation condition

Patrick Cattiaux , Jose Rafael León , Angie Pineda Centeno , Clémentine Prieur
Statistics, 2017, Special Issue in Honour of Paul Doukhan: Selected Papers from the Conference on the Occasion of Paul Doukhan’s 60th Birthday: Dependence, Limit Theorems and Applications, 51 (1), pp.11-29. ⟨10.1080/02331888.2016.1259807⟩
Article dans une revue hal-01405427v1

Local universality of the number of zeros of random trigonometric polynomials with continuous coefficients

Jean-Marc Azaïs , Federico Dalmao , José León , Ivan Nourdin , Guillaume Poly
2015
Pré-publication, Document de travail hal-01254543v1