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Catherine Larédo · Study

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Catherine Larédo

6 works· latest 2013· 3 institutionscluster: provisional

h-index6

i106

Citations479

Works here6

90

92

98

99

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13

Most cited in this library

Stochastic Volatility Models as Hidden Markov Models and Statistical Applications2000 · 230 citations
Non-parametric estimation of the diffusion coefficient by wavelets methods1992 · 72 citations
Parameter Estimation for Discretely Observed Stochastic Volatility Models1999 · 71 citations
A Sufficient Condition for Asymptotic Sufficiency of Incomplete Observations of a Diffusion Process1990 · 55 citations
Limit Theorems for Discretely Observed Stochastic Volatility Models1998 · 30 citations

Works

6 shown

Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient

Stochastic Processes and their Applications·2013·3 authors·Open access

21citations

Stochastic Volatility Models as Hidden Markov Models and Statistical Applications

Bernoulli·2000·3 authors

230citations

Parameter Estimation for Discretely Observed Stochastic Volatility Models

Bernoulli·1999·3 authors·Open access

71citations

Limit Theorems for Discretely Observed Stochastic Volatility Models

Bernoulli·1998·3 authors

30citations

Non-parametric estimation of the diffusion coefficient by wavelets methods

HAL·1992·3 authors

72citations

A Sufficient Condition for Asymptotic Sufficiency of Incomplete Observations of a Diffusion Process

The Annals of Statistics·1990·1 author·Open access

55citations