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Asymptotic results for bifurcating random coefficient autoregressive processes
The purpose of this paper is to study the asymptotic behavior of the weighted least square estimators of the unknown parameters of random coefficient bifurcating... -
Limit theorems for bifurcating integer-valued autoregressive processes
We study the asymptotic behavior of the weighted least squares estimators of the unknown parameters of bifurcating integer-valued autoregressive processes. Under... -
Almost sure optimal stopping times : theory and applications.
Abstract: This thesis has 8 chapters. The chapter 1 is an introduction to the issues encountered in the energy market : low frequency trading, high transaction costs,... -
Optimization of joint p-variations of Brownian semimartingales
We study the optimization of the joint $(p^Y,p^Z)-$variations of two continuous semimartingales $(Y,Z)$ driven by the same Itô process $X$. The $p$-variations are...
