1999

Articles

• Pham, Huyen ; Florens, Danielle . Large deviations in estimation of an Ornstein-Uhlenbeck model. Journal of Applied Probability. Volume 36. n° 1. 1999. pages 60-77. Applied Probability Trust. DOI http://dx.doi.org/10.1239/jap/1032374229.
• Florens, Danielle . Estimation of the Diffusion Coefficient from Crossings. Statistical Inference for Stochastic Processes. Volume 1. n° 2. 1999. pages 175-195. Springer. DOI http://dx.doi.org/10.1023/A:1009927813898.
• Pham, Huyen ; Florens, Danielle . Large deviation principle in nonparametric estimation of marked point processes. Statistics & Probability Letters. Volume 41. n° 4. 1999. pages 383-388. Elsevier. DOI http://dx.doi.org/10.1016/S0167-7152(98)00181-3.

Working Papers

• Florens, Danielle . Estimation de volatilité dans un modèle non régulier. Université Paris-Dauphine . 1999 .

1998

Articles

• Florens, Danielle ; Pham, Huyen . Large deviation probabilities in estimation of Poisson random measures. Stochastic Processes and their Applications. Volume 76. n° 1. 1998. pages 117-139. Elsevier. DOI http://dx.doi.org/10.1016/S0304-4149(98)00005-2.