Concepedia

Mathieu Kessler

MK

35

Publications

1.4K

Citations

19

H-Index

1997

Active since

Affiliations

Universidad Politécnica de Cartagena(Current)

Universidad de Murcia

University of Castilla-La Mancha

National Renewable Energy Laboratory

University of Copenhagen

Mathieu Kessler is an author at Universidad Politécnica de Cartagena specializing in engineering, statistics, and systems engineering.

Top concepts

EngineeringStatisticsSystems EngineeringSmart GridProbabilityStatistical InferencePower SystemsStochastic AnalysisEstimation TheoryStochastic Models

Publications per year

1997–2024

35

Publications

35

Estimation of an Ergodic Diffusion from Discrete Observations

Mathieu Kessler · Scandinavian Journal of Statistics · 1997 · 374 citations

Engineering, Ergodic Property, Stochastic Processes +13

Estimating Equations Based on Eigenfunctions for a Discretely Observed Diffusion Process

Mathieu Kessler, Michael Sørensen, Michael Sørensen · Bernoulli · 1999 · 186 citations

Numerical Analysis, Engineering, Martingale Property +11

Probabilistic Characterization of Thermostatically Controlled Loads to Model the Impact of Demand Response Programs

Ángel Molina‐García, Mathieu Kessler, J.A. Fuentes et al. · IEEE Transactions on Power Systems · 2010 · 110 citations

Engineering, Energy Efficiency, Different Aggregation Techniques +19

Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process

Mathieu Kessler · Scandinavian Journal of Statistics · 2000 · 80 citations

Large Deviations, Engineering, Stochastic Analysis +16

Asymptotic Likelihood Based Inference for Co‐integrated Homogenous Gaussian Diffusions

Mathieu Kessler, Anders Rahbek · Scandinavian Journal of Statistics · 2001 · 50 citations

Mixed Gaussian, Multivariate Stochastic Volatility, Engineering +15

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