Concepedia

Arnaud Gloter

AG

Statistics

Publications

18

Citations

732

H-Index

15

Active since

2000

Affiliations

Centre National de la Recherche Scientifique(Current)

Laboratoire d’Analyse et de Mathématiques Appliquées

Université d'Évry Val-d'Essonne

Laboratoire de Mathématiques Blaise Pascal

Université Paris-Est Créteil

Arnaud Gloter is an author at Centre National de la Recherche Scientifique specializing in engineering, statistics, and probability theory.

Top concepts

EngineeringStatisticsProbabilityEstimation TheoryJump DiffusionsStochastic AnalysisStochastic ProcessesStochastic CalculusStatistical InferenceMultivariate Stochastic Volatility

Publications per year

2000–2021

18

Publications

18

Diffusions with measurement errors. I. Local Asymptotic Normality

Arnaud Gloter, Jean Jacod · ESAIM Probability and Statistics · 2001 · 144 citations · Full text

Lan Property, Engineering, Diffusion Coefficient +10

Diffusions with measurement errors. II. Optimal estimators

Arnaud Gloter, Jean Jacod · ESAIM Probability and Statistics · 2001 · 109 citations · Full text

Engineering, Optimal Estimators, Gaussian Martingale +11

Estimation for stochastic differential equations with a small diffusion coefficient

Arnaud Gloter, Michael Sørensen · Stochastic Processes and their Applications · 2008 · 60 citations

Engineering, Stochastic Differential Equations, Diffusion Process +5

Parameter Estimation for a Discretely Observed Integrated Diffusion Process

Arnaud Gloter · Scandinavian Journal of Statistics · 2006 · 58 citations

Parameter Identification, Parameter Estimation, Engineering +12

Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient

Arnaud Gloter · ESAIM Probability and Statistics · 2000 · 48 citations · Full text

Integrated Diffusion Process, Engineering, Expansion Estimators +15

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