On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions E Löcherbach, D Loukianova Stochastic Processes and their Applications 118 (8), 1301-1321, 2008 | 41 | 2008 |
Jump filtering and efficient drift estimation for Lévy-driven SDEs A Gloter, D Loukianova, H Mai The Annals of Statistics 46 (4), 1445-1480, 2018 | 30 | 2018 |
Conditional propagation of chaos for mean field systems of interacting neurons X Erny, E Löcherbach, D Loukianova Electronic Journal of Probability 26, 1-25, 2021 | 28 | 2021 |
Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment F Comets, M Falconnet, O Loukianov, D Loukianova, C Matias Stochastic Processes and their Applications 124 (1), 268-288, 2014 | 27 | 2014 |
Polynomial bounds in the ergodic theorem for one-dimensional diffusions and integrability of hitting times E Löcherbach, D Loukianova, O Loukianov Annales de l'IHP Probabilités et statistiques 47 (2), 425-449, 2011 | 26 | 2011 |
Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment M Falconnet, D Loukianova, C Matias Mathematical Methods of Statistics 23, 1-19, 2014 | 21 | 2014 |
Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support F Comets, M Falconnet, O Loukianov, D Loukianova Stochastic Processes and their Applications 126 (11), 3578-3604, 2016 | 16 | 2016 |
Mean field limits for interacting Hawkes processes in a diffusive regime X Erny, E Löcherbach, D Loukianova Bernoulli 28 (1), 125-149, 2022 | 14 | 2022 |
Hidden Markov model for parameter estimation of a random walk in a Markov environment P Andreoletti, D Loukianova, C Matias ESAIM: Probability and Statistics 19, 605-625, 2015 | 11 | 2015 |
The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes E Löcherbach, D Loukianova Stochastic processes and their applications 119 (7), 2312-2335, 2009 | 11 | 2009 |
Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment M Falconnet, A Gloter, D Loukianova Mathematical Methods of Statistics 23, 159-175, 2014 | 10 | 2014 |
Polynomial deviation bounds for recurrent Harris processes having general state space E Löcherbach, D Loukianova ESAIM: Probability and Statistics 17, 195-218, 2013 | 10 | 2013 |
Spectral gaps and exponential integrability of hitting times for linear diffusions O Loukianov, D Loukianova, S Song Annales de l'IHP Probabilités et statistiques 47 (3), 679-698, 2011 | 8 | 2011 |
Uniform law of large numbers and consistency of estimators for Harris diffusions D Loukianova, O Loukianov Statistics & probability letters 74 (4), 347-355, 2005 | 7 | 2005 |
Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation D Loukianova, O Loukianov Statistical Inference for Stochastic Processes 11, 107-121, 2008 | 6 | 2008 |
Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions D Loukianova, O Loukianov Annales de l'IHP Probabilités et statistiques 44 (4), 771-786, 2008 | 6 | 2008 |
Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling X Erny, E Löcherbach, D Loukianova The Annals of Applied Probability 33 (5), 3563-3586, 2023 | 5 | 2023 |
Non-asymptotic concentration inequality for an approximation of the invariant distribution of a diffusion driven by compound poisson process A Gloter, I Honoré, D Loukianova | 5 | 2018 |
Poincar\'e inequality and exponential integrability of hitting times for linear diffusions D Loukianova, O Loukianov, S Song arXiv preprint arXiv:0907.0762, 2009 | 5 | 2009 |
Two rigorous bounds in the Hopfield model of associative memory D Loukianova URA CNRS 1321, 1994 | 5 | 1994 |