Mes travaux de recherche s'inscrivent dans les domaines suivants : estimation non-paramétrique, statistique des processus et diffusions fractionnaires. Ci-dessous, la liste de mes publications (livres, articles et actes de congrès). Mon mémoire d'HDR est disponible ici.

Livres

From Nonparametric Regression to Statistical Inference for Non-Ergodic Diffusion Processes

Marie, N. (2025). Frontiers in Probability and the Statistical Sciences, Springer. Errata.

Articles publiés

Nonparametric Estimation in SDE Models Involving an Explanatory Process

Comte, F. et Marie, N. (2026). SIAM/ASA Journal on Uncertainty Quantification 14(3), pp.779-828.

Nonparametric Estimation from Correlated Copies of a Drifted Process

Marie, N. (2026). Journal of Multivariate Analysis 213, 17 pages.

Nadaraya-Watson Type Estimator of the Transition Density Function for Diffusion Processes

Marie, N. et Sacko, O. (2026). Annals of the Institute of Statistical Mathematics (accepté).

Nonparametric Estimation of the Transition Density Function for Diffusion Processes

Comte, F. et Marie, N. (2025). Stochastic Processes and their Applications 188, 27 pages.

On a Computable Skorokhod's Integral Based Estimator of the Drift Parameter in Fractional SDE

Marie, N. (2025). Scandinavian Journal of Statistics 52(1), pp.1-37.

Trend of High Dimensional Time Series Estimation Using Low-Rank Matrix Factorization: Heuristics and Numerical Experiments via the TrendTM Package

Lebarbier, E., Marie, N. et Rosier, A. (2025). Computational Statistics 40(2), pp.1097-1122. Package R TrendTM.

On a Projection Least Squares Estimator for Jump Diffusion Processes

Halconruy, H. et Marie, N. (2024). Annals of the Institute of Statistical Mathematics 76(2), pp.209-234.

Nonparametric Drift Estimation from Diffusions with Correlated Brownian Motions

Comte, F. et Marie, N. (2023). Journal of Multivariate Analysis 198, 23 pages.

Nonparametric Estimation for I.I.D. Paths of a Martingale Driven Model with Application to Non-Autonomous Financial Models

Marie, N. (2023). Finance and Stochastics 27(1), pp.97-126.

Nadaraya-Watson Estimator for I.I.D. Paths of Diffusion Processes

Marie, N. et Rosier, A. (2023). Scandinavian Journal of Statistics 50(2), pp.589-637.

Tight Risk Bound for High Dimensional Time Series Completion

Alquier, P., Marie, N. et Rosier, A. (2022). Electronic Journal of Statistics 16(1), pp.3001-3035.

On a Set-Valued Young Integral with Applications to Differential Inclusions

Coutin, L., Marie, N. et Raynaud de Fitte, P. (2022). Journal of Mathematical Analysis and Applications 512(1), 22 pages.

Projection Estimators of the Stationary Density of a Differential Equation Driven by the Fractional Brownian Motion

Marie, N. (2022). Statistics and Probability Letters 180, 9 pages.

Sweeping Processes Perturbed by Rough Signals

Castaing, C., Marie, N. et Raynaud de Fitte, P. (2022). Séminaire de Probabilités LI, pp.303-339, Lecture Notes in Mathematics 2301, Springer.

On a Nadaraya-Watson Estimator with Two Bandwidths

Comte, F. et Marie, N. (2021). Electronic Journal of Statistics 15(1), pp.2566-2607.

Bandwidth Selection for the Wolverton-Wagner Estimator

Comte, F. et Marie, N. (2020). Journal of Statistical Planning and Inference 207, pp.198-214.

Matrix Factorization for Multivariate Time Series Analysis

Alquier, P. et Marie, N. (2019). Electronic Journal of Statistics 13(2), pp.4346-4366.

Nonparametric Estimation in Fractional SDE

Comte, F. et Marie, N. (2019). Statistical Inference for Stochastic Processes 22(3), pp.359-382.

A Distribution Free Interval Estimate for Coefficient Alpha

Marcoulides, G., Marie, N. et Trinchera, L. (2018). Structural Equation Modeling 25(6), pp.876-887.

On a Fractional Stochastic Hodgkin-Huxley Model

Coutin, L., Guglielmi, J-M. et Marie, N. (2018). International Journal of Biomathematics 11(5), 16 pages.

Invariance for Rough Differential Equations

Coutin, L. et Marie, N. (2017). Stochastic Processes and their Applications 127(7), pp.2373-2395.

Ergodicity of a Generalized Jacobi’s Equation and Applications

Marie, N. (2016). Stochastic Processes and their Applications 126(1), pp.66-99.

A Generalized Mean-Reverting Equation and Applications

Marie, N. (2014). ESAIM: Probability and Statistics 18, pp.799-828.

Articles soumis

Fixed-Point Estimation of the Drift Parameter in Stochastic Differential Equations Driven by Rough Multiplicative Fractional Noise

Amorino, C., Coutin, L. et Marie, N. En révision.

Nonparametric Estimation in Delayed Equations Driven by a Differentiable Approximation of the Brownian Motion

Marie, N. Soumis.

On a Universal Strictly Decreasing Nonparametric Estimator Applied to the Drift Function of a Recurrent Diffusion Process Estimation

Marie, N. Soumis.

Actes de congrès

Rough Paths and SPDE

Bailleul, I., Bellingeri, C., Bruned, Y., Fermanian, A. et Marie, N. (2023). ESAIM: Proceedings and Surveys 74, pp.169-184.