Sylvain Delattre

Maître de conférence

Coordonnées

Université Paris Diderot. UFR de Mathématiques.
Bâtiment Sophie Germain. 5 rue Thomas Mann. 75205 Paris CEDEX 13
Bureau 549


Thèmes de recherche

statistique des processus, statistique non-paramétrique, quantification, tests multiples


Articles publiés

Clément, Emmanuelle; Delattre, Sylvain; Gloter, Arnaud. Asymptotic lower bounds in estimating jumps. (2012) A paraître dans Bernoulli. pdf

Blanchard, Gilles; Delattre, Sylvain; Roquain, Etienne. Testing over a continuum of null hypotheses with False Discovery Rate control. Bernoulli 20 (2014), no. 1, 304–333. pdf

Bacry, Emmanuel; Delattre, Sylvain ; Hoffmann, Marc; Muzy, Jean-Francois. Some limit theorems for Hawkes processes and application to financial statistics. Stochastic Process. Appl. 123 (2013), no. 7, 2475–2499. pdf

Clément, Emmanuelle; Delattre, Sylvain; Gloter, Arnaud. An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility. Stochastic Process. Appl. 123 (2013), no. 7, 2500–2521. pdf

Bacry, Emmanuel; Delattre, Sylvain; Hoffmann, Marc; Muzy Jean-Francois. Modeling microstructure noise by mutually exciting point processes. Quantitative Finance 13 (2013), pp 65-77. pdf

Delattre, Sylvain; Robert, Christian Y.; Rosenbaum, Mathieu. Estimating the efficient price from the order flow: a Brownian Cox process approach. Stochastic Process. Appl. 123 (2013), no. 7, 2603–2619. pdf

Delattre, Sylvain; Hoffmann, Marc; Picard, Dominique; Vareschi, Thomas. Blockwise SVD with error in the operator and application to blind deconvolution. Electronic Journal of Statistics, 6 (2012), pp 2274-2308. http://projecteuclid.org/euclid.ejs/1354284420

Delattre, Sylvain; Rosenbaum, Mathieu. Testing the finiteness of the support of a distribution: a statistical look at Tsirelson's equation. Electron. Commun. Probab. 17 (2012), no. 25, 7 pp. pdf

Delattre, Sylvain; Gaïffas, Stéphane . Nonparametric regression with martingale increment errors. Stochastic Process. Appl. 121 (2011), no. 12, 2899–2924. pdf

Delattre, S.; Roquain, E. On the false discovery proportion convergence under Gaussian equi-correlation. Statist. Probab. Lett. 81 (2011), no. 1, 111–115. pdf

Delattre, Sylvain; Graf, Siegfried; Luschgy, Harald; Pagès, Gilles. Quantization of probability distributions under norm-based distortion measures. II. Self-similar distributions. J. Math. Anal. Appl. 318 (2006), no. 2, 507–516. quantif2.pdf

Delattre, Sylvain; Graf, Siegfried; Luschgy, Harald; Pagès, Gilles. Quantization of probability distributions under norm-based distortion measures. Statist. Decisions 22 (2004), no. 4, 261–282. pdf

Delattre, Sylvain; Fort, Jean-Claude; Pagès, Gilles. Local distortion and $\mu$-mass of the cells of one dimensional asymptotically optimal quantizers. Comm. Statist. Theory Methods 33 (2004), no. 5, 1087–1117. pdf

Delattre, Sylvain; Hoffmann, Marc. Asymptotic equivalence for a null recurrent diffusion. Bernoulli 8 (2002), no. 2, 139–174. pdf

Delattre, S.; Hoffmann, M. The Pinsker bound in mixed Gaussian white noise. Meeting on Mathematical Statistics (Marseille, 2000). Math. Methods Statist. 10 (2001), no. 3, 283–315. pdf

Delattre, Sylvain; Jacod, Jean. A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors. Bernoulli 3 (1997), no. 1, 1–28. pdf

Prépublications

(2013) Delattre, Sylvain; Roquain, Etienne. On k-FWE-based critical values for controlling the false discovery proportion under dependence. arXiv:1311.4030v1

(2013) Delattre, Sylvain; Roquain, Etienne. On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing. arXiv:1210.2489v2