Robust estimation for ergodic Markovian processes
ArXiv, 2023
Keywords: robust estimation, hidden Markov models, diffusion processes, mixing.
ArXiv, 2023
Keywords: robust estimation, hidden Markov models, diffusion processes, mixing.
TEST, 2026
Keywords: robust estimation, label shift, maximum likelihood.
ESAIM:PS, 2023
Keywords: finite mixture model, robust estimation, supremum of an empirical process.
University of Luxembourg, 2023
This is my doctoral thesis, which includes the works of my first two papers.