Anna Melnykova
6
Documents
Publications
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Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equationsStochastic Processes and their Applications, 2024, 173, pp.104372. ⟨10.1016/j.spa.2024.104372⟩
Journal articles
hal-04167385v2
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Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysisAdvances in Applied Probability, 2021, 53 (3), pp.716-756. ⟨10.1017/apr.2020.73⟩
Journal articles
hal-02513614v2
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Horizontal gene transfer: numerical comparison between stochastic and deterministic approachesESAIM: 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⟩
Journal articles
hal-02166168v1
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Parametric inference for hypoelliptic ergodic diffusions with full observationsStatistical Inference for Stochastic Processes, 2020, 23, pp.595-635. ⟨10.1007/s11203-020-09222-4⟩
Journal articles
hal-01704010v4
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Rencontres R 2023 : ReportINRAE Avignon; Avignon université. 2023
Reports
hal-04309824v1
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Statistical and numerical analysis of jump and diffusion models in biologyProbability [math.PR]. Cergy Paris Université, 2020. English. ⟨NNT : ⟩
Theses
tel-03152122v1
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