Articles

Publications:

• Denis, C., Dion-Blanc, C., Ella-Mintsa, E. & Tran, V. C. (2024). Nonparametric plug-in classifier for multiclass classification of sde paths. Scandinavian Journal of Statistics . 

Package R: SDEclassif 

• Ella-Mintsa, E. (2024). Nonparametric estimation of the diffusion coefficient from iid sde paths. Statistical Inference for Stochastic Processes pp. 1–56 

Work in progress:

• ERM-classifiers  for time-homogeneous diffusion paths    (In the course of completion)

Jointly with C.Denis

• Minimax rates of convergence of nonparametric estimators of the diffusion coefficient of a time-homogeneous stochastic differential equation (In the course of completion)

• An adaptive wavelet particle approximation for statistical solution of McKean-Vlasov equations

Jointly with V.-C. Tran

• Minimax rate of convergence of a nonparametric binary classification procedure of the plug-in type for diffusion paths

• Faster rate of convergence of a nonparametric plug-in type binary classification procedure for SDE paths