Mes travaux de recherche - présentés en détail à la fin de mon CV - 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).
Livres
From Nonparametric Regression to Statistical Inference for Non-Ergodic Diffusion Processes
Marie, N. (2025). Frontiers in Probability and the Statistical Sciences, Springer.
Articles publiés
Articles de statistique
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), 1-37.
Lebarbier, E., Marie, N. et Rosier, A. (2025). Computational Statistics 40(2), 1097-1122.
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), 209-234.
Nonparametric Drift Estimation from Diffusions with Correlated Brownian Motions
Comte, F. et Marie, N. (2023). Journal of Multivariate Analysis 198, 23 pages.
Marie, N. (2023). Finance and Stochastics 27(1), 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), 589-637.
On a Projection Estimator of the Regression Function Derivative
Comte, F. et Marie, N. (2023). Journal of Nonparametric Statistics 35(4), 773-819.
Tight Risk Bound for High Dimensional Time Series Completion
Alquier, P., Marie, N. et Rosier, A. (2022). Electronic Journal of Statistics 16(1), 3001-3035.
Marie, N. (2022). Statistics and Probability Letters 180, 9 pages.
On a Nadaraya-Watson Estimator with Two Bandwidths
Comte, F. et Marie, N. (2021). Electronic Journal of Statistics 15(1), 2566-2607.
Nonparametric Estimation for I.I.D. Paths of Fractional SDE
Comte, F. et Marie, N. (2021). Statistical Inference for Stochastic Processes 24(3), 669-705.
Bandwidth Selection for the Wolverton-Wagner Estimator
Comte, F. et Marie, N. (2020). Journal of Statistical Planning and Inference 207, 198-214.
Nonparametric Estimation of the Trend in Reflected Fractional SDE
Marie, N. (2020). Statistics and Probability Letters 158, 8 pages.
Matrix Factorization for Multivariate Time Series Analysis
Alquier, P. et Marie, N. (2019). Electronic Journal of Statistics 13(2), 4346-4366.
Nonparametric Estimation in Fractional SDE
Comte, F. et Marie, N. (2019). Statistical Inference for Stochastic Processes 22(3), 359-382.
A Distribution Free Interval Estimate for Coefficient Alpha
Marcoulides, G., Marie, N. et Trinchera, L. (2018). Structural Equation Modeling 25(6), 876-887.
Articles de probabilités
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.
Sweeping Processes Perturbed by Rough Signals
Castaing, C., Marie, N. et Raynaud de Fitte, P. (2022). Séminaire de Probabilités LI, 303-339, Lecture Notes in Mathematics 2301, Springer.
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), 2373-2395.
Ergodicity of a Generalized Jacobi’s Equation and Applications
Marie, N. (2016). Stochastic Processes and their Applications 126(1), 66-99.
Marie, N. (2015). ESAIM: Probability and Statistics 19, 515-543.
A Generalized Mean-Reverting Equation and Applications
Marie, N. (2014). ESAIM: Probability and Statistics 18, 799-828.
Articles soumis
Amorino, C., Coutin, L. et Marie, N. Soumis.
Nonparametric Estimation in SDE Models Involving an Explanatory Process
Comte, F. et Marie, N. Soumis.
Nonparametric Estimation from Correlated Copies of a Drifted 2nd-Order Process
Marie, N. Soumis.
Nadaraya-Watson Type Estimator of the Transition Density Function for Diffusion Processes
Marie, N. et Sacko, O. Soumis.
Actes de congrès
Bailleul, I., Bellingeri, C., Bruned, Y., Fermanian, A. et Marie, N. (2023). ESAIM: Proceedings and Surveys 74, 169-184.
Documents académiques
Mémoire d'HDR soutenue le 8/11/2019 à l'université Paris Nanterre.
Trajectoires rugueuses, processus gaussiens et applications
Thèse de doctorat soutenue le 10/12/2012 à l'université Toulouse III.