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Dasha Loukianova
Dasha Loukianova
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Adresse e-mail validée de aliceadsl.fr
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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
412008
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
302018
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
282021
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
272014
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
262011
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
212014
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
162016
Mean field limits for interacting Hawkes processes in a diffusive regime
X Erny, E Löcherbach, D Loukianova
Bernoulli 28 (1), 125-149, 2022
142022
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
112015
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
112009
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
102014
Polynomial deviation bounds for recurrent Harris processes having general state space
E Löcherbach, D Loukianova
ESAIM: Probability and Statistics 17, 195-218, 2013
102013
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
82011
Uniform law of large numbers and consistency of estimators for Harris diffusions
D Loukianova, O Loukianov
Statistics & probability letters 74 (4), 347-355, 2005
72005
Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation
D Loukianova, O Loukianov
Statistical Inference for Stochastic Processes 11, 107-121, 2008
62008
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
62008
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
52023
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
52018
Poincar\'e inequality and exponential integrability of hitting times for linear diffusions
D Loukianova, O Loukianov, S Song
arXiv preprint arXiv:0907.0762, 2009
52009
Two rigorous bounds in the Hopfield model of associative memory
D Loukianova
URA CNRS 1321, 1994
51994
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Articles 1–20