Pascal Lezaud

Finance · 2001–2013

A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it
• Management Science and Operations Research — 8 citations into it
• Statistics and Probability — 8 citations into it; #4,873 of 12,932 by trust here, #9,233 by citations
• Economics and Econometrics — 5 citations into it

Whom Pascal Lezaud trusts overall

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

1. Paul-Marie Samson
2. Nicole A. Lazar
3. A. C. Davison
4. Robert J. Adler
5. Eric P. Smith
6. Persi Diaconis
7. M. Ivette Gomes
8. Arnaud Doucet
9. Jan Beirlant
10. Susan P. Holmes

Who trusts Pascal Lezaud overall

1. A. Joulin
2. Arnaud Guillin
3. Patrick Cattiaux
4. Daniel Paulin
5. Tomoyuki Ichiba

Papers from Pascal Lezaud's perspective

Ordered by how strongly the researchers Pascal Lezaud trusts endorse each paper. Same corpus, a different order for every researcher.

1. Concentration of measure inequalities for Markov chains and $\Phi$-mixing processes
2. Statistical Inference Using Extreme Order Statistics
3. Statistics of Extremes (International Encyclopedia of Statistical Science)
4. Extreme value theory : an introduction
5. Modelling Extremal Events for Insurance and Finance
6. Level Sets and Extrema of Random Processes and Fields
7. Convergence of Sequential Monte Carlo Methods
8. On Exponential Representations of Log-Spacings of Extreme Order Statistics
9. Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields
10. Statistics of Extremes: Theory and Applications (Technometrics)

Their papers

• Chernoff and Berry-Esséen inequalities for Markov processes (2001) — 75 citations
• Extreme Value Analysis: an Introduction (2013) — 49 citations