My Publications

Preprints

[2] E. Mariucci, K. Ray, B. Szabó A Bayesian nonparametric approach to log-concave density estimation. http://arxiv.org/abs/1703.09531

[1] C. Duval, E. Mariucci Compound Poisson approximation to estimate the Lévy density. http://arxiv.org/abs/1702.08787

Papers and accepted preprints

[6] E. Mariucci Le Cam theory on the comparaison of statistical models. To appear in The graduate Student Mathematical Diary: http://arxiv.org/abs/1605.03301.

[5] E. Mariucci Asymptotic equivalence for density estimation and Gaussian white noise: An extension. Annales de l'ISUP 60.1-2 (2016), 23-34. http://arxiv.org/abs/1503.05019.

[4] E. Mariucci Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise. Stoch. Proc. Appl. 126.2 (2016), 503-541. http://arxiv.org/abs/1503.04530.

[3] E. Mariucci Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case. Stat. Inference Stoch. Process 19.1 (2016) 71-91. http://link.springer.com/article/10.1007/s11203-015-9117-x.

[2] E. Mariucci Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise. ESAIM: Probability and Statistics 19 (2015), 560-577. http://arxiv.org/abs/1405.0480.

[1] P. Étoré, E. Mariucci L_1-distance for additive processes with time-homogeneous Lévy measures. Electron. Commun. Probab. 19 (2014), no. 57 http://ecp.ejpecp.org/article/view/3678.

Other unpublished material

[6] P. Étoré, S. Louhichi, E. Mariucci Asymptotic equivalence of jumps Lévy processes and their discrete counterpart (2013): http://hal.archives-ouvertes.fr/hal-00827173.