On the Kozachenko–Leonenko entropy estimator von Delattre, Sylvain, Fournier, Nicolas

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Asymptotic lower bounds in estimating jumps von CLÉMENT, EMMANUELLE, DELATTRE, SYLVAIN, GLOTER, ARNAUD

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HAWKES PROCESSES ON LARGE NETWORKS von Delattre, Sylvain, Fournier, Nicolas, Hoffmann, Marc

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NEW PROCEDURES CONTROLLING THE FALSE DISCOVERY PROPORTION VIA ROMANO-WOLF'S HEURISTIC von Delattre, Sylvain, Roquain, Etienne

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A Note on Dynamical Models on Random Graphs and Fokker–Planck Equations von Delattre, Sylvain, Giacomin, Giambattista, Luçon, Eric

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On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing von DELATTRE, SYLVAIN, ROQUAIN, ETIENNE

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ESTIMATING MINIMUM EFFECT WITH OUTLIER SELECTION von Carpentier, Alexandra, Delattre, Sylvain, Roquain, Etienne, Verzelen, Nicolas

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Statistical inference versus mean field limit for Hawkes processes von Delattre, Sylvain, Fournier, Nicolas

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Modelling microstructure noise with mutually exciting point processes von Bacry, E., Delattre, S., Hoffmann, M., Muzy, J. F.

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An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility von Clément, Emmanuelle, Delattre, Sylvain, Gloter, Arnaud

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Some limit theorems for Hawkes processes and application to financial statistics von Bacry, E., Delattre, S., Hoffmann, M., Muzy, J.F.

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A Central Limit Theorem for Normalized Functions of the Increments of a Diffusion Process, in the Presence of Round-Off Errors von Delattre, Sylvain, Jacod, Jean

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Testing over a continuum of null hypotheses with False Discovery Rate control von BLANCHARD, GILLES, DELATTRE, SYLVAIN, ROQUAIN, ETIENNE

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Estimating the efficient price from the order flow: A Brownian Cox process approach von Delattre, Sylvain, Robert, Christian Y., Rosenbaum, Mathieu

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Testing over a continuum of null hypotheses with False Discovery Rate control von Blanchard, Gilles, Delattre, Sylvain, Roquain, Etienne

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Estimating the efficient price from the order flow: A Brownian Cox process approach von Delattre, Sylvain, Robert, Christian Y., Rosenbaum, Mathieu

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Estimating the efficient price from the order flow: A Brownian Cox process approach von Robert, Christian Yann, Delattre, Sylvain, Rosenbaum, Mathieu

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Nonparametric regression with martingale increment errors von Delattre, Sylvain, Gaïffas, Stéphane

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Testing the finiteness of the support of a distribution: a statistical look at Tsirelson's equation von Delattre, Sylvain, Rosenbaum, Mathieu

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Estimation via length-constrained generalized empirical principal curves under small noise von Delattre, Sylvain, Fischer, Aurélie

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