Wasserstein and total variation distance between marginals of Lévy processes E Mariucci, M Reiß
31 2018 Le Cam theory on the comparison of statistical models E Mariucci
arXiv preprint arXiv:1605.03301, 2016
14 2016 A Bayesian nonparametric approach to log-concave density estimation E Mariucci, K Ray, B Szabó
9 2020 Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise E Mariucci
Stochastic Processes and their Applications 126 (2), 503-541, 2016
9 2016 Compound Poisson approximation to estimate the Lévy density C Duval, E Mariucci
6 2017 Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise E Mariucci
ESAIM: Probability and Statistics 19, 560-577, 2015
6 2015 Non-asymptotic control of the cumulative distribution function of Lévy processes C Duval, E Mariucci
Advances in Applied Probability 54 (3), 913-944, 2022
5 2022 Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps A Carpentier, C Duval, E Mariucci
5 2021 Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case E Mariucci
Statistical Inference for Stochastic Processes 19 (1), 71-91, 2016
5 2016 Spectral-free estimation of Lévy densities in high-frequency regime C Duval, E Mariucci
Bernoulli 27 (4), 2649-2674, 2021
4 2021 Decompounding discrete distributions: A nonparametric Bayesian approach S Gugushvili, E Mariucci, F van der Meulen
Scandinavian journal of statistics 47 (2), 464-492, 2020
4 2020 P Etoré, E Mariucci
4 2014 Asymptotic equivalence for density estimation and Guassian white noise: an extension E Mariucci
Annales de l'ISUP 60 (1-2), 23-34, 2016
3 2016 Asymptotic equivalence of jumps L\'evy processes and their discrete counterpart P Etoré, S Louhichi, E Mariucci
arXiv preprint arXiv:1305.6725, 2013
3 2013 Asymptotic equivalence of Lévy density estimation and Gaussian white noise E Mariucci
arXiv preprint arXiv:1503.04530, 2014
2 2014 Spectral-free estimation of L\'evy densities in high-frequency regime C Duval, E Mariucci
arXiv preprint arXiv:1702.08787, 2017
1 2017 Quelques résultats d'équivalence asymptotique pour des expériences statistiques dans un cadre non paramétrique E Mariucci
Université Grenoble Alpes, 2015
1 2015 Asymptotic equivalence for density estimation and gaussian white noise: An extension E Mariucci
arXiv preprint arXiv:1503.05019, 2015
1 2015 Nonparametric density estimation for the small jumps of Lévy processes C Duval, T Jalal, E Mariucci
2023 Supplement to “A Bayesian nonparametric approach to log-concave density estimation.” E Mariucci, K Ray, B Szabó
2020 