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Dasha Loukianova
Dasha Loukianova
Unknown affiliation
Verified email at aliceadsl.fr
Title
Cited by
Cited by
Year
On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
E Löcherbach, D Loukianova
Stochastic Processes and their Applications 118 (8), 1301-1321, 2008
412008
Jump filtering and efficient drift estimation for Lévy-driven SDEs
A Gloter, D Loukianova, H Mai
The Annals of Statistics 46 (4), 1445-1480, 2018
302018
Conditional propagation of chaos for mean field systems of interacting neurons
X Erny, E Löcherbach, D Loukianova
Electronic Journal of Probability 26, 1-25, 2021
282021
Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment
F Comets, M Falconnet, O Loukianov, D Loukianova, C Matias
Stochastic Processes and their Applications 124 (1), 268-288, 2014
272014
Polynomial bounds in the ergodic theorem for one-dimensional diffusions and integrability of hitting times
E Löcherbach, D Loukianova, O Loukianov
Annales de l'IHP Probabilités et statistiques 47 (2), 425-449, 2011
262011
Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment
M Falconnet, D Loukianova, C Matias
Mathematical Methods of Statistics 23, 1-19, 2014
212014
Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support
F Comets, M Falconnet, O Loukianov, D Loukianova
Stochastic Processes and their Applications 126 (11), 3578-3604, 2016
162016
Mean field limits for interacting Hawkes processes in a diffusive regime
X Erny, E Löcherbach, D Loukianova
Bernoulli 28 (1), 125-149, 2022
142022
Hidden Markov model for parameter estimation of a random walk in a Markov environment
P Andreoletti, D Loukianova, C Matias
ESAIM: Probability and Statistics 19, 605-625, 2015
112015
The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
E Löcherbach, D Loukianova
Stochastic processes and their applications 119 (7), 2312-2335, 2009
112009
Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment
M Falconnet, A Gloter, D Loukianova
Mathematical Methods of Statistics 23, 159-175, 2014
102014
Polynomial deviation bounds for recurrent Harris processes having general state space
E Löcherbach, D Loukianova
ESAIM: Probability and Statistics 17, 195-218, 2013
102013
Spectral gaps and exponential integrability of hitting times for linear diffusions
O Loukianov, D Loukianova, S Song
Annales de l'IHP Probabilités et statistiques 47 (3), 679-698, 2011
82011
Uniform law of large numbers and consistency of estimators for Harris diffusions
D Loukianova, O Loukianov
Statistics & probability letters 74 (4), 347-355, 2005
72005
Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation
D Loukianova, O Loukianov
Statistical Inference for Stochastic Processes 11, 107-121, 2008
62008
Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions
D Loukianova, O Loukianov
Annales de l'IHP Probabilités et statistiques 44 (4), 771-786, 2008
62008
Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling
X Erny, E Löcherbach, D Loukianova
The Annals of Applied Probability 33 (5), 3563-3586, 2023
52023
Non-asymptotic concentration inequality for an approximation of the invariant distribution of a diffusion driven by compound poisson process
A Gloter, I Honoré, D Loukianova
52018
Poincar\'e inequality and exponential integrability of hitting times for linear diffusions
D Loukianova, O Loukianov, S Song
arXiv preprint arXiv:0907.0762, 2009
52009
Two rigorous bounds in the Hopfield model of associative memory
D Loukianova
URA CNRS 1321, 1994
51994
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Articles 1–20