Edit Profile (opens in new tab) Kessler, Mathieu Co-Author Distance Author ID: kessler.mathieu Published as: Kessler, Mathieu; Kessler, M. Documents Indexed: 22 Publications since 1995 1 Contribution as Editor Co-Authors: 15 Co-Authors with 16 Joint Publications 251 Co-Co-Authors all top 5 Co-Authors 3 single-authored 4 Periago, Francisco 3 Cano, Juan Antonio 3 Martínez-Frutos, Jesús 3 Sorensen, Michael 2 Genon-Catalot, Valentine 2 Herrero-Pérez, David 2 Rahbek, Anders 2 Salmerón, Diego 1 Comte, Fabienne 1 Fuentes, J. A. 1 Gabaldon, Alfredo 1 García-Cervera, Carlos J. 1 Lindner, Alexander M. 1 Moreno, Elías 1 Paredes, Silvestre 1 Schick, Anton 1 Wefelmeyer, Wolfgang all top 5 Serials 4 Scandinavian Journal of Statistics 3 Bernoulli 2 Computer Methods in Applied Mechanics and Engineering 2 Test 2 Statistical Inference for Stochastic Processes 1 Journal of Optimization Theory and Applications 1 Statistics & Probability Letters 1 COMPEL 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Journal of Mathematical Chemistry 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Monographs on Statistics and Applied Probability 1 Bayesian Analysis all top 5 Fields 15 Statistics (62-XX) 10 Probability theory and stochastic processes (60-XX) 8 Numerical analysis (65-XX) 4 Mechanics of deformable solids (74-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Fluid mechanics (76-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Partial differential equations (35-XX) 1 Computer science (68-XX) 1 Optics, electromagnetic theory (78-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 24 Fields 248 Statistics (62-XX) 169 Probability theory and stochastic processes (60-XX) 40 Numerical analysis (65-XX) 30 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Mechanics of deformable solids (74-XX) 11 Partial differential equations (35-XX) 10 Calculus of variations and optimal control; optimization (49-XX) 10 Biology and other natural sciences (92-XX) 7 Operations research, mathematical programming (90-XX) 7 Systems theory; control (93-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Operator theory (47-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Optics, electromagnetic theory (78-XX) 1 Geophysics (86-XX) Citations by Year