Arnaud Gloter

837 total citations
35 papers, 525 citations indexed

About

Arnaud Gloter is a scholar working on Finance, Statistics and Probability and Mathematical Physics. According to data from OpenAlex, Arnaud Gloter has authored 35 papers receiving a total of 525 indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Finance, 12 papers in Statistics and Probability and 10 papers in Mathematical Physics. Recurrent topics in Arnaud Gloter's work include Stochastic processes and financial applications (30 papers), Financial Risk and Volatility Modeling (16 papers) and Statistical Methods and Inference (9 papers). Arnaud Gloter is often cited by papers focused on Stochastic processes and financial applications (30 papers), Financial Risk and Volatility Modeling (16 papers) and Statistical Methods and Inference (9 papers). Arnaud Gloter collaborates with scholars based in France, Japan and Luxembourg. Arnaud Gloter's co-authors include Jean Jacod, Emmanuelle Clément, Marc Hoffmann, Michael Sørensen, Nakahiro Yoshida, Sylvain Delattre, Emmanuel Gobet, Emmanuel Bacry and Jean–François Muzy and has published in prestigious journals such as The Annals of Statistics, The Annals of Probability and Probability Theory and Related Fields.

In The Last Decade

Arnaud Gloter

32 papers receiving 508 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Arnaud Gloter France 13 444 200 149 67 45 35 525
Danielle Florens-Zmirou France 6 383 0.9× 216 1.1× 79 0.5× 58 0.9× 55 1.2× 7 504
Sylvain Delattre France 11 208 0.5× 81 0.4× 117 0.8× 59 0.9× 47 1.0× 24 560
José Manuel Corcuera Spain 16 416 0.9× 106 0.5× 159 1.1× 67 1.0× 55 1.2× 40 568
Marina Kleptsyna France 12 412 0.9× 138 0.7× 144 1.0× 84 1.3× 29 0.6× 48 536
Matthias Winkel United Kingdom 10 202 0.5× 93 0.5× 78 0.5× 191 2.9× 63 1.4× 27 418
Giulia Di Nunno Norway 11 627 1.4× 87 0.4× 206 1.4× 136 2.0× 46 1.0× 54 783
Arturo Kohatsu‐Higa Japan 15 524 1.2× 76 0.4× 116 0.8× 124 1.9× 13 0.3× 76 610
Alexander Lindner Germany 15 453 1.0× 152 0.8× 162 1.1× 138 2.1× 35 0.8× 47 657
Pierre Henry‐Labordère France 17 557 1.3× 59 0.3× 159 1.1× 99 1.5× 23 0.5× 51 774
Christian Bender Germany 13 528 1.2× 50 0.3× 209 1.4× 37 0.6× 14 0.3× 43 630

Countries citing papers authored by Arnaud Gloter

Since Specialization
Citations

This map shows the geographic impact of Arnaud Gloter's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Arnaud Gloter with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Arnaud Gloter more than expected).

Fields of papers citing papers by Arnaud Gloter

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Arnaud Gloter. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Arnaud Gloter. The network helps show where Arnaud Gloter may publish in the future.

Co-authorship network of co-authors of Arnaud Gloter

This figure shows the co-authorship network connecting the top 25 collaborators of Arnaud Gloter. A scholar is included among the top collaborators of Arnaud Gloter based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Arnaud Gloter. Arnaud Gloter is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
2.
Gloter, Arnaud, et al.. (2024). Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP. Stochastic Processes and their Applications. 181. 104557–104557.
3.
Gloter, Arnaud & Nakahiro Yoshida. (2024). Non-adaptive estimation for degenerate diffusion processes. Theory of Probability and Mathematical Statistics. 110(0). 75–99.
4.
5.
Gloter, Arnaud & Nakahiro Yoshida. (2021). Adaptive estimation for degenerate diffusion processes. Electronic Journal of Statistics. 15(1). 15 indexed citations
6.
Clément, Emmanuelle & Arnaud Gloter. (2020). Joint estimation for SDE driven by locally stable Lévy processes. Electronic Journal of Statistics. 14(2). 5 indexed citations
7.
Gloter, Arnaud, et al.. (2020). Approximation of the invariant distribution for a class of ergodic jump diffusions. ESAIM Probability and Statistics. 24. 883–913. 1 indexed citations
8.
Gloter, Arnaud, et al.. (2020). Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function. Statistical Inference for Stochastic Processes. 24(1). 61–148. 3 indexed citations
9.
Clément, Emmanuelle & Arnaud Gloter. (2019). Estimating functions for SDE driven by stable Lévy processes. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 55(3). 6 indexed citations
10.
Gloter, Arnaud, et al.. (2016). Bouncing Skew Brownian Motions. Journal of Theoretical Probability. 31(1). 319–363. 2 indexed citations
11.
Clément, Emmanuelle & Arnaud Gloter. (2015). Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes. Stochastic Processes and their Applications. 125(6). 2316–2352. 15 indexed citations
12.
Gloter, Arnaud, et al.. (2014). Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment. Mathematical Methods of Statistics. 23(3). 159–175. 4 indexed citations
13.
Clément, Emmanuelle, Sylvain Delattre, & Arnaud Gloter. (2013). An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility. Stochastic Processes and their Applications. 123(7). 2500–2521. 17 indexed citations
14.
Clément, Emmanuelle & Arnaud Gloter. (2011). Limit theorems in the Fourier transform method for the estimation of multivariate volatility. Stochastic Processes and their Applications. 121(5). 1097–1124. 19 indexed citations
15.
Bacry, Emmanuel, Arnaud Gloter, Marc Hoffmann, & Jean–François Muzy. (2010). Multifractal analysis in a mixed asymptotic framework. The Annals of Applied Probability. 20(5). 12 indexed citations
16.
Gloter, Arnaud & Michael Sørensen. (2008). Estimation for stochastic differential equations with a small diffusion coefficient. Stochastic Processes and their Applications. 119(3). 679–699. 37 indexed citations
17.
Gloter, Arnaud. (2007). Efficient estimation of drift parameters in stochastic volatility models. Finance and Stochastics. 11(4). 495–519. 7 indexed citations
18.
Gloter, Arnaud. (2006). Parameter Estimation for a Discretely Observed Integrated Diffusion Process. Scandinavian Journal of Statistics. 33(1). 83–104. 36 indexed citations
19.
Gloter, Arnaud & Marc Hoffmann. (2004). Stochastic volatility and fractional Brownian motion. Stochastic Processes and their Applications. 113(1). 143–172. 17 indexed citations
20.
Gloter, Arnaud & Jean Jacod. (2001). Diffusions with measurement errors. I. Local Asymptotic Normality. ESAIM Probability and Statistics. 5. 225–242. 94 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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