Valentine Genon-Catalot

Finance · 2000–2020

A researcher in the Science corpus: 7 papers; trusts 37 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 32 citations into it; #5,192 of 10,518 by trust here, #5,728 by citations
• Statistics and Probability — 25 citations into it
• Artificial Intelligence — 12 citations into it
• Management Science and Operations Research — 11 citations into it; #10,666 of 11,946 by trust here, #11,360 by citations
• Mathematical Physics — 9 citations into it; #5,273 of 8,562 by trust here, #4,500 by citations
• Applied Mathematics — 8 citations into it

Whom Valentine Genon-Catalot trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jean Jacod
2. Fabienne Comte
3. Jeannette H. C. Woerner
4. Peter C. Kiessler
5. Joel A. Tropp
6. Alexandros Beskos
7. Dilip B Madan 5
8. Ingrid Daubechies
9. Y. Baraud
10. Lei Nie

Who trusts Valentine Genon-Catalot overall

1. Christian Pigorsch
2. Mathieu Kessler
3. Fabienne Comte
4. Michael SØrensen
5. Robert Stelzer
6. S. Chen
7. A. Lindner
8. Ole E. Barndorff-Nielsen

Papers from Valentine Genon-Catalot's perspective

Ordered by how strongly the researchers Valentine Genon-Catalot trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Variance Gamma (V.G.) Model for Share Market Returns
2. Adaptive estimation of the intensity of inhomogeneous Poisson processes via concentration inequalities
3. Ten Lectures on Wavelets
4. Probability in Banach Spaces: Isoperimetry and Processes
5. Asymptotic properties of power variations of Lévy processes
6. Power and Multipower Variation: inference for high frequency data
7. Constructive Approximation
8. Exact simulation of diffusions
9. Retrospective exact simulation of diffusion sample paths with applications
10. User-Friendly Tail Bounds for Sums of Random Matrices

Their papers

• Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (2020) — 48 citations
• Adaptive Laguerre density estimation for mixed Poisson models (2015) — 61 citations
• Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects (2013) — 74 citations
• Estimation for L\'{e}vy processes from high frequency data within a long time interval (2011) — 74 citations
• Nonparametric estimation for pure jump Lévy processes based on high frequency data. (2009) — 80 citations
• Penalized nonparametric mean square estimation of the coefficients of diffusion processes (2007) — 117 citations
• Stochastic volatility models as hidden Markov models and statistical applications (2000) — 116 citations