Arnaud Gloter
Finance · 2000–2009
A researcher in the Science corpus: 5 papers; trusts 8 researchers and is trusted by 23 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it; #2,741 of 10,518 by trust here, #4,039 by citations
Whom Arnaud Gloter trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Michael SØrensen
- Masayuki Uchida
- Peter Hall
- Emmanuel Gobet
- Susanne Ditlevsen
- Ole E. Barndorff-Nielsen
- Mathieu Kessler
- Bo Martin Bibby
- Sergio Pastorello
- Chris C. Heyde
Who trusts Arnaud Gloter overall
- Markus Reiß
- Kim Christensen
- Minjing Tao
- Mark Podolskij
- Lan Zhang
- Ole E. Barndorff-Nielsen
- Mathieu Rosenbaum
- Jean Jacod
- Per Aslak Mykland
- Yacine Aït-Sahalia
Papers from Arnaud Gloter's perspective
Ordered by how strongly the researchers Arnaud Gloter trusts endorse each paper. Same corpus, a different order for every researcher.
- Prediction-based estimating functions
- Martingale Limit Theory and Its Application
- Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter
- Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions
- Small-diffusion asymptotics for discretely sampled stochastic differential equations
- Inference for Observations of Integrated Diffusion Processes
- LAN property for ergodic diffusions with discrete observations
- Processes of normal inverse Gaussian type
- Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process
- Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient
Their papers
- Diffusions with measurement errors. II. Optimal estimators (2001) — 99 citations
- Diffusions with measurement errors. I. Local Asymptotic Normality (2001) — 149 citations
- Estimation for stochastic differential equations with a small diffusion coefficient (2009) — 61 citations
- Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient (2000) — 61 citations
- Parameter Estimation for a Discretely Observed Integrated Diffusion Process (2006) — 72 citations