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HALCONRUY Hélène

Main Referenced Co-authors
BARAUD, Yannick  (1)
Decreusefond, Laurent (1)
MAILLARD, Guillaume  (1)
Marie, Nicolas (1)
Main Referenced Keywords
Marked binomial process (2); Stein's method (2); Density estimation, robust estimation, shape constraint, total variation loss, minimax theory (1); Dirichlet forms (1); Insider's problem (1);
Main Referenced Disciplines
Mathematics (5)

Publications (total 5)

The most downloaded
136 downloads
HALCONRUY, H. (2021). Insider’s problem in the trinomial model: a discrete jump process point of view. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/47547. https://hdl.handle.net/10993/47547

The most cited

12 citations (OpenAlex)

HALCONRUY, H.* , & Decreusefond, L.*. (August 2019). Malliavin and Dirichlet structures for independent random variables. Stochastic Processes and Their Applications, 129 (8), 2611-2653. doi:10.1016/j.spa.2018.07.019 https://hdl.handle.net/10993/45748

BARAUD, Y., HALCONRUY, H., & MAILLARD, G. (2022). Robust density estimation with the L1-loss. Applications to the estimation of a density on the line satisfying a shape constraint. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/51513.

HALCONRUY, H. (2021). Insider’s problem in the trinomial model: a discrete jump process point of view. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/47547.

HALCONRUY, H. (2021). Malliavin calculus for marked binomial processes: portfolio optimisation in the trinomial model and compound Poisson approximation. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/47548.

HALCONRUY, H., & Marie, N. (2021). Kernel Selection in Nonparametric Regression. Mathematical Methods of Statistics. doi:10.3103/S1066530720010044
Peer reviewed

HALCONRUY, H.* , & Decreusefond, L.*. (August 2019). Malliavin and Dirichlet structures for independent random variables. Stochastic Processes and Their Applications, 129 (8), 2611-2653. doi:10.1016/j.spa.2018.07.019
Peer Reviewed verified by ORBi
* These authors have contributed equally to this work.

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