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Author ID: kessler.mathieu Recent zbMATH articles by "Kessler, Mathieu"
Published as: Kessler, Mathieu; Kessler, M.

Publications by Year

Citations contained in zbMATH Open

19 Publications have been cited 378 times in 293 Documents Cited by Year
Estimation of an ergodic diffusion from discrete observations. Zbl 0879.60058
Kessler, Mathieu
156
1997
Estimating equations based on eigenfunctions for a discretely observed diffusion process. Zbl 0980.62074
Kessler, Mathieu; Sørensen, Michael
69
1999
Simple and explicit estimating functions for a discretely observed diffusion process. Zbl 0940.62074
Kessler, Mathieu
32
2000
Estimation of the parameters of a diffusion through corrected contrasts. (Estimation des paramètres d’une diffusion par des contrastes corrigés.) Zbl 0831.62059
Kessler, Mathieu
17
1995
Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions. Zbl 1056.62092
Kessler, M.; Rahbek, A.
15
2004
Robust shape optimization of continuous structures via the level set method. Zbl 1425.74386
Martínez-Frutos, Jesús; Herrero-Pérez, David; Kessler, Mathieu; Periago, Francisco
12
2016
Statistical methods for stochastic differential equations. Selected papers based on the presentations at the 7th séminaire Européen de statistiques on “Statistics for stochastic differential equations models”, La Manga del Mar Menor, Cartagena, Spain, May 7–12, 2007. Zbl 1246.60005
12
2012
Computational aspects related to martingale estimating functions for discretely observed diffusion. Zbl 1036.62065
Kessler, Mathieu; Paredes, Silvestre
9
2002
Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter. Zbl 1055.62102
Genon-Catalot, Valentine; Kessler, Mathieu
9
2004
Asymptotic likelihood based inference for co-integrated homogeneous Gaussian diffusions. Zbl 0981.62069
Kessler, Mathieu; Rahbek, Anders
8
2001
On intrinsic priors for nonnested models. Zbl 1069.62022
Cano, Juan Antonio; Kessler, Mathieu; Moreno, Elías
8
2004
Risk-averse structural topology optimization under random fields using stochastic expansion methods. Zbl 1439.74292
Martínez-Frutos, Jesús; Herrero-Pérez, David; Kessler, Mathieu; Periago, Francisco
8
2018
Robust optimal shape design for an elliptic PDE with uncertainty in its input data. Zbl 1323.49029
Martínez-Frutos, Jesús; Kessler, Mathieu; Periago, Francisco
8
2015
The information in the marginal law of a Markov chain. Zbl 1036.62066
Kessler, Mathieu; Schick, Anton; Wefelmeyer, Wolfgang
4
2001
Approximation of the posterior density for diffusion processes. Zbl 1085.62029
Cano, J. A.; Kessler, M.; Salmerón, D.
4
2006
Integral priors for the one way random effects model. Zbl 1331.62129
Cano, Juan Antonio; Kessler, Mathieu; Salmerón, Diego
3
2007
Multiplicative Kalman filtering. Zbl 1274.62549
Comte, Fabienne; Genon-Catalot, Valentine; Kessler, Mathieu
3
2011
Aeroelastic simulations of isolated rotors using weak fluid-structure coupling. Zbl 1391.76809
Dietz, M.; Kessler, M.; Krämer, E.
1
2007
On time-reversibility and estimating functions for Markov processes. Zbl 1062.62158
Kessler, Mathieu; Sørensen, Michael
1
2005
Risk-averse structural topology optimization under random fields using stochastic expansion methods. Zbl 1439.74292
Martínez-Frutos, Jesús; Herrero-Pérez, David; Kessler, Mathieu; Periago, Francisco
8
2018
Robust shape optimization of continuous structures via the level set method. Zbl 1425.74386
Martínez-Frutos, Jesús; Herrero-Pérez, David; Kessler, Mathieu; Periago, Francisco
12
2016
Robust optimal shape design for an elliptic PDE with uncertainty in its input data. Zbl 1323.49029
Martínez-Frutos, Jesús; Kessler, Mathieu; Periago, Francisco
8
2015
Statistical methods for stochastic differential equations. Selected papers based on the presentations at the 7th séminaire Européen de statistiques on “Statistics for stochastic differential equations models”, La Manga del Mar Menor, Cartagena, Spain, May 7–12, 2007. Zbl 1246.60005
12
2012
Multiplicative Kalman filtering. Zbl 1274.62549
Comte, Fabienne; Genon-Catalot, Valentine; Kessler, Mathieu
3
2011
Integral priors for the one way random effects model. Zbl 1331.62129
Cano, Juan Antonio; Kessler, Mathieu; Salmerón, Diego
3
2007
Aeroelastic simulations of isolated rotors using weak fluid-structure coupling. Zbl 1391.76809
Dietz, M.; Kessler, M.; Krämer, E.
1
2007
Approximation of the posterior density for diffusion processes. Zbl 1085.62029
Cano, J. A.; Kessler, M.; Salmerón, D.
4
2006
On time-reversibility and estimating functions for Markov processes. Zbl 1062.62158
Kessler, Mathieu; Sørensen, Michael
1
2005
Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions. Zbl 1056.62092
Kessler, M.; Rahbek, A.
15
2004
Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter. Zbl 1055.62102
Genon-Catalot, Valentine; Kessler, Mathieu
9
2004
On intrinsic priors for nonnested models. Zbl 1069.62022
Cano, Juan Antonio; Kessler, Mathieu; Moreno, Elías
8
2004
Computational aspects related to martingale estimating functions for discretely observed diffusion. Zbl 1036.62065
Kessler, Mathieu; Paredes, Silvestre
9
2002
Asymptotic likelihood based inference for co-integrated homogeneous Gaussian diffusions. Zbl 0981.62069
Kessler, Mathieu; Rahbek, Anders
8
2001
The information in the marginal law of a Markov chain. Zbl 1036.62066
Kessler, Mathieu; Schick, Anton; Wefelmeyer, Wolfgang
4
2001
Simple and explicit estimating functions for a discretely observed diffusion process. Zbl 0940.62074
Kessler, Mathieu
32
2000
Estimating equations based on eigenfunctions for a discretely observed diffusion process. Zbl 0980.62074
Kessler, Mathieu; Sørensen, Michael
69
1999
Estimation of an ergodic diffusion from discrete observations. Zbl 0879.60058
Kessler, Mathieu
156
1997
Estimation of the parameters of a diffusion through corrected contrasts. (Estimation des paramètres d’une diffusion par des contrastes corrigés.) Zbl 0831.62059
Kessler, Mathieu
17
1995
all top 5

Cited by 385 Authors

24 Uchida, Masayuki
13 Yoshida, Nakahiro
11 Genon-Catalot, Valentine
11 Masuda, Hiroki
9 Gloter, Arnaud
9 Martínez-Frutos, Jesús
8 Iacus, Stefano Maria
8 Lee, Sangyeol
7 De Gregorio, Alessandro
7 Kaino, Yusuke
7 Laredo, Catherine F.
7 Nishiyama, Yoichi
5 Comte, Fabienne
5 Periago, Francisco
5 Samson, Adeline
5 Shimizu, Yasutaka
5 Sorensen, Michael
5 Uehara, Yuma
4 Dapogny, Charles
4 Ditlevsen, Susanne
4 Gourieroux, Christian
4 Herrero-Pérez, David
4 Keshavarzzadeh, Vahid
4 Kessler, Mathieu
4 Papaspiliopoulos, Omiros
3 Allaire, Grégoire
3 Amorino, Chiara
3 Beskos, Alexandros
3 Bu, Ruijun
3 Cano, Juan Antonio
3 Favetto, Benjamin
3 Forman, Julie Lyng
3 Guo, Meihui
3 Kohatsu-Higa, Arturo
3 Mykland, Per Aslak
3 Nakakita, Shogo H.
3 Negri, Ilia
3 Nicolau, João
3 Ortigosa, Rogelio
3 Pavliotis, Grigorios A.
3 Platen, Eckhard
3 Ruggiero, Matteo
3 Salmerón, Diego
3 Schick, Anton
3 Shu, Huisheng
3 Song, Junmo
3 Tonaki, Yozo
3 Vergu, Elisabeta
3 Wefelmeyer, Wolfgang
3 Yu, Jun
3 Zanoni, Andrea
2 Abdulle, Assyr
2 Aït-Sahalia, Yacine
2 Bishwal, Jaya P. N.
2 Butucea, Cristina
2 Chaleyat-Maurel, Mireille
2 Chambers, Marcus J.
2 Choi, Seungmoon
2 Donnet, Sophie
2 Duval, Céline
2 Fasen-Hartmann, Vicky
2 Fujimori, Kou
2 Girard, Didier A.
2 Gobet, Emmanuel
2 Guy, Romain
2 Jacod, Jean
2 Kawai, Tetsuya
2 Kelly, Leah
2 King, Guillaume Kon Kam
2 Kirby, Robert M. II
2 Lánský, Petr
2 Leonenko, Nikolai N.
2 Lin, Liang-Ching
2 Lindström, Erik
2 McCrorie, J. Roderick
2 Narayan, Akil C.
2 Ogihara, Teppei
2 Podolskij, Mark
2 Roberts, Gareth O.
2 Rozenholc, Yves
2 Scholz, Markus
2 Shoji, Isao
2 Song, Yuping
2 Šuvak, Nenad
2 Tindel, Samy
2 Tortorelli, Daniel A.
2 Tran, Ngoc Khue
2 Vayatis, Nicolas
2 Wang, Min
2 Wei, Chao
2 Yasuda, Kazuhiro
1 Abi-ayad, Ilham
1 Abraham, Kweku
1 Ahn, Hyun-Soo
1 Alaya, Mohamed Ben
1 Alcock, Jamie
1 Alfarano, Simone
1 Antoine, Bertille
1 Aquino, Gerardo
1 Audouze, Christophe
...and 285 more Authors
all top 5

Cited in 86 Serials

30 Statistical Inference for Stochastic Processes
20 Stochastic Processes and their Applications
18 Journal of Econometrics
12 The Annals of Statistics
11 Statistics & Probability Letters
10 Bernoulli
10 Electronic Journal of Statistics
9 Computer Methods in Applied Mechanics and Engineering
9 Scandinavian Journal of Statistics
9 Annals of the Institute of Statistical Mathematics
9 Journal of Statistical Planning and Inference
8 Computational Statistics and Data Analysis
6 Statistics
5 Test
5 Econometric Theory
4 Stochastic Analysis and Applications
4 Statistical Science
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Statistics and Computing
3 Metrika
3 Journal of Multivariate Analysis
3 Econometric Reviews
3 Communications in Statistics. Theory and Methods
3 Mathematical Methods of Statistics
3 The Econometrics Journal
3 Communications in Nonlinear Science and Numerical Simulation
3 Stochastics
2 Journal of Mathematical Biology
2 Computational Mechanics
2 Annals of Operations Research
2 Economics Letters
2 Computational Statistics
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Random Operators and Stochastic Equations
2 Journal of Nonparametric Statistics
2 Mathematical Finance
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 Methodology and Computing in Applied Probability
2 Applied Stochastic Models in Business and Industry
2 Quantitative Finance
2 Asia-Pacific Financial Markets
2 Journal of the Japan Statistical Society. Japanese Issue
2 Japanese Journal of Statistics and Data Science
1 Advances in Applied Probability
1 The Canadian Journal of Statistics
1 International Journal of General Systems
1 Journal of Computational Physics
1 Journal of Statistical Physics
1 Mathematical Biosciences
1 Bulletin of Mathematical Biology
1 Biometrics
1 Journal of Applied Probability
1 Journal of Optimization Theory and Applications
1 Mathematics and Computers in Simulation
1 Operations Research
1 Systems & Control Letters
1 Journal of the Japan Statistical Society
1 Journal of Time Series Analysis
1 Neural Computation
1 The Annals of Applied Probability
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Numerical Algorithms
1 Applied Mathematical Modelling
1 Communications in Statistics. Simulation and Computation
1 Mathematical Programming. Series A. Series B
1 SIAM Journal on Optimization
1 Computational Economics
1 Statistica Sinica
1 Applied Mathematical Finance
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Studies in Nonlinear Dynamics and Econometrics
1 Brazilian Journal of Probability and Statistics
1 Foundations of Computational Mathematics
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 SIAM Journal on Applied Dynamical Systems
1 Statistical Methods and Applications
1 Mathematical Biosciences and Engineering
1 Journal of Statistical Theory and Practice
1 Statistics Surveys
1 Journal of Computational and Graphical Statistics
1 Journal of Theoretical Biology
1 Bayesian Analysis
1 SIAM/ASA Journal on Uncertainty Quantification
1 Modern Stochastics. Theory and Applications
1 SMAI Journal of Computational Mathematics

Citations by Year