Anna Melnykova

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Publications

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Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations

Anna Melnykova , Patricia Reynaud-Bouret , Adeline Samson

Stochastic Processes and their Applications, 2024, 173, pp.104372. ⟨10.1016/j.spa.2024.104372⟩

Article dans une revue hal-04167385v2
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Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis

Julien Chevallier , Anna Melnykova , Irene Tubikanec

Advances in Applied Probability, 2021, 53 (3), pp.716-756. ⟨10.1017/apr.2020.73⟩

Article dans une revue hal-02513614v2
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Horizontal gene transfer: numerical comparison between stochastic and deterministic approaches

Vincent Calvez , Susely Figueroa Iglesias , Hélène Hivert , Sylvie Méléard , Anna Melnykova et al.

ESAIM: Proceedings and Surveys, 2020, CEMRACS 2018 - Numerical and mathematical modeling for biological and medical applications: deterministic, probabilistic and statistical descriptions, 67, pp.135-160. ⟨10.1051/proc/202067009⟩

Article dans une revue hal-02166168v1
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Parametric inference for hypoelliptic ergodic diffusions with full observations

Anna Melnykova

Statistical Inference for Stochastic Processes, 2020, 23, pp.595-635. ⟨10.1007/s11203-020-09222-4⟩

Article dans une revue hal-01704010v4