Research

"Granger Causal Inference in Multivariate Hawkes Processes with Short Horizons by Minimum Message Length", Katerina Hlavackova-Schindler, Anna Melnykova, Irene Tubikanec, 2023, submitted.

"Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations", Anna Melnykova, Patricia Reynaud-Bouret, Adeline Samson, 2023, submitted

 "Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis", Julien Chevallier, Anna Melnykova, Irene Tubikanec,  Advances in Applied Probability, 2021, 53 (3), pp.716-756. ⟨10.1017/apr.2020.73⟩

  "Parametric inference for hypoelliptic ergodic diffusions with full observations", Anna Melnykova, Statistical Inference for Stochastic Processes, 2020, 23, pp.595-635. ⟨10.1007/s11203-020-09222-4⟩

   "Horizontal gene transfer: numerical comparison between stochastic and deterministic approaches"   Vincent Calvez, Susely Figueroa Iglesias, Hélène Hivert, Sylvie Méléard, Anna Melnykova, Samuel Nordmann,  ESAIM: Proceedings and Surveys, 2020, CEMRACS 2018 - Numerical and mathematical modeling for biological and medical applications: deterministic, probabilistic and statistical descriptions, 67, pp.135-160. ⟨10.1051/proc/202067009⟩