| Diffusions with measurement errors. I. Local asymptotic normality A Gloter, J Jacod ESAIM: Probability and Statistics 5, 225-242, 2001 | 201 | 2001 |
| Diffusions with measurement errors. II. Optimal estimators A Gloter, J Jacod ESAIM: Probability and Statistics 5, 243-260, 2001 | 100 | 2001 |
| Parameter estimation for a discretely observed integrated diffusion process A Gloter Scandinavian Journal of Statistics 33 (1), 83-104, 2006 | 84 | 2006 |
| Estimation for stochastic differential equations with a small diffusion coefficient A Gloter, M Sørensen Stochastic Processes and their Applications 119 (3), 679-699, 2009 | 76 | 2009 |
| Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient A Gloter ESAIM: Probability and Statistics 4, 205-227, 2000 | 70 | 2000 |
| Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process A Gloter Statistics 35 (3), 225-243, 2001 | 61 | 2001 |
| Estimation of the Hurst parameter from discrete noisy data A Gloter, M Hoffmann | 58 | 2007 |
| Limit theorems in the Fourier transform method for the estimation of multivariate volatility E Clement, A Gloter Stochastic Processes and their Applications 121 (5), 1097-1124, 2011 | 37 | 2011 |
| Stochastic volatility and fractional Brownian motion A Gloter, M Hoffmann Stochastic processes and their applications 113 (1), 143-172, 2004 | 37 | 2004 |
| An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility E Clément, S Delattre, A Gloter Stochastic Processes and their Applications 123 (7), 2500-2521, 2013 | 36 | 2013 |
| Jump filtering and efficient drift estimation for Lévy-driven SDEs A Gloter, D Loukianova, H Mai The Annals of Statistics 46 (4), 1445-1480, 2018 | 33 | 2018 |
| Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes E Clément, A Gloter Stochastic Processes and their Applications 125 (6), 2316-2352, 2015 | 32 | 2015 |
| LAMN property for hidden processes: the case of integrated diffusions A Gloter, E Gobet Annales de l'IHP Probabilités et statistiques 44 (1), 104-128, 2008 | 32 | 2008 |
| Contrast function estimation for the drift parameter of ergodic jump diffusion process C Amorino, A Gloter Scandinavian Journal of Statistics 47 (2), 279-346, 2020 | 27 | 2020 |
| Multifractal analysis in a mixed asymptotic framework E Bacry, A Gloter, M Hoffmann, JF Muzy | 24 | 2010 |
| Adaptive estimation for degenerate diffusion processes A Gloter, N Yoshida | 22 | 2021 |
| Asymptotic lower bounds in estimating jumps E Clement, S Delattre, A Gloter | 22 | 2014 |
| Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes C Amorino, A Gloter Stochastic Processes and their Applications 130 (10), 5888-5939, 2020 | 20 | 2020 |
| Estimating functions for SDE driven by stable Lévy processes E Clément, A Gloter | 18 | 2019 |
| Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes C Amorino, A Gloter Journal of Statistical Planning and Inference 213, 106-129, 2021 | 17 | 2021 |
