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references:
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  accessed:
    - year: 2015
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  author:
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  citation-key: AkaikeInformation1973
  container-title: Proceeding of the Second International Symposium on Information Theory
  editor:
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      given: Petrovand F
  event-place: Budapest
  ISBN: 978-1-4612-7248-9 978-1-4612-1694-0
  issued:
    - year: 1973
  language: en
  page: 199-213
  publisher: Akademiai Kiado
  publisher-place: Budapest
  title: Information Theory and an Extension of the Maximum Likelihood Principle
  type: paper-conference
  URL: http://link.springer.com/chapter/10.1007/978-1-4612-1694-0_15

- id: AkaikeMaximum1973
  accessed:
    - year: 2015
      month: 4
      day: 6
  author:
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      given: Htrotugu
  citation-key: AkaikeMaximum1973
  container-title: Biometrika
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  DOI: 10.1093/biomet/60.2.255
  ISSN: 0006-3444, 1464-3510
  issue: '2'
  issued:
    - year: 1973
      month: 1
      day: 8
  language: en
  page: 255-265
  title: >-
    Maximum likelihood identification of Gaussian autoregressive moving average
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  volume: '60'

- id: AndersenStatistical1997
  author:
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      given: Per Kragh
    - family: Borgan
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  collection-title: Springer series in statistics
  edition: Corr. 2. print
  event-place: New York, NY
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  language: eng
  number-of-pages: '767'
  publisher: Springer
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  title: Statistical models based on counting processes
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- id: AthreyaEstimation1977
  accessed:
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      month: 6
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  author:
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      given: K. B.
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  citation-key: AthreyaEstimation1977
  container-title: 'Sankhyā: The Indian Journal of Statistics, Series A (1961-2002)'
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  ISSN: 0581-572X
  issue: '2'
  issued:
    - year: 1977
      month: 4
      day: 1
  page: 101-123
  title: Estimation Theory for Continuous-Time Branching Processes
  type: article-journal
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  volume: '39'

- id: AthreyaMeasure2006
  accessed:
    - year: 2016
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    - family: Lahiri
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  citation-key: AthreyaMeasure2006
  event-place: New York
  ISBN: 978-0-387-32903-1 978-0-387-35434-7
  issued:
    - year: 2006
  language: English
  publisher: Springer
  publisher-place: New York
  title: Measure theory and probability theory
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- id: BacryLimit2013
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  citation-key: BacryLimit2013
  collection-title: A Special Issue on the Occasion of the 2013 International Year of Statistics
  container-title: Stochastic Processes and their Applications
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  page: 2475-2499
  title: >-
    Some limit theorems for Hawkes processes and application to financial
    statistics
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  volume: '123'

- id: BarbourIntroduction2005
  call-number: QA273.6 .I58 2005
  citation-key: BarbourIntroduction2005
  collection-number: v. 4
  collection-title: >-
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  editor:
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  ISBN: 978-981-256-280-7 978-981-256-330-9
  issued:
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  number-of-pages: '225'
  publisher: Singapore University Press ; World Scientific
  publisher-place: 'Singapore : Hackensack, N.J'
  title: An introduction to Stein's method
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  volume: '4'

- id: Barndorff-NielsenReview1994
  accessed:
    - year: 2015
      month: 6
      day: 16
  author:
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      given: O. E.
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  citation-key: Barndorff-NielsenReview1994
  container-title: International Statistical Review / Revue Internationale de Statistique
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  DOI: 10.2307/1403550
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      month: 4
      day: 1
  page: 133-165
  title: >-
    A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic
    Processes
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  volume: '62'

- id: BarrioLectures2006
  archive: Calibre
  author:
    - family: Barrio
      given: Eustasio
      dropping-particle: del
    - family: Deheuvels
      given: Paul
    - family: Geer
      given: Sara
      non-dropping-particle: van de
  citation-key: BarrioLectures2006
  ISBN: 978-3-03719-027-2
  issued:
    - year: 2006
      month: 12
      day: 31
  language: eng
  publisher: European Mathematical Society
  title: 'Lectures on Empirical Processes: Theory and Statistical Applications'
  type: book

- id: BarronEntropy1986
  author:
    - family: Barron
      given: Andrew R
  citation-key: BarronEntropy1986
  container-title: The Annals of Probability
  DOI: 10.1214/aop/1176992632
  ISSN: 0091-1798, 2168-894X
  issue: '1'
  issued:
    - year: 1986
  page: '-336-342'
  title: Entropy and the Central Limit Theorem
  type: article-journal
  volume: '14'

- id: Becker-KernLimit2004
  accessed:
    - year: 2016
      month: 7
      day: 14
  author:
    - family: Becker-Kern
      given: Peter
    - family: Meerschaert
      given: Mark M.
    - family: Scheffler
      given: Hans-Peter
  citation-key: Becker-KernLimit2004
  container-title: The Annals of Probability
  container-title-short: The Annals of Probability
  ISSN: 0091-1798
  issue: '1'
  issued:
    - year: 2004
  page: 730-756
  title: Limit Theorems for Coupled Continuous Time Random Walks
  type: article-journal
  URL: http://www.stt.msu.edu/~mcubed/CoupleCTRW.pdf
  volume: '32'

- id: BibbyMartingale1995
  accessed:
    - year: 2015
      month: 6
      day: 16
  author:
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      given: Bo Martin
    - family: Sørensen
      given: Michael
  citation-key: BibbyMartingale1995
  container-title: Bernoulli
  container-title-short: Bernoulli
  DOI: 10.2307/3318679
  ISSN: 1350-7265
  issue: 1/2
  issued:
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      month: 3
      day: 1
  page: 17-39
  title: Martingale Estimation Functions for Discretely Observed Diffusion Processes
  type: article-journal
  volume: '1'

- id: BishopMathematical2023
  accessed:
    - year: 2023
      month: 3
      day: 23
  author:
    - family: Bishop
      given: Adrian N.
    - family: Del Moral
      given: Pierre
  citation-key: BishopMathematical2023
  container-title: Mathematics of Control, Signals, and Systems
  DOI: 10.48550/arXiv.2006.08843
  issued:
    - year: 2023
      month: 5
      day: 19
  title: >-
    On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy
    Filtering
  type: article-journal
  URL: http://arxiv.org/abs/2006.08843

- id: BishopStability2016
  accessed:
    - year: 2017
      month: 6
      day: 2
  author:
    - family: Bishop
      given: Adrian N.
    - family: Del Moral
      given: Pierre
  citation-key: BishopStability2016
  container-title: SIAM Journal on Control and Optimization
  DOI: 10.1137/16M1102707
  issue: '6'
  issued:
    - year: 2016
      month: 10
      day: 15
  page: 4015-4047
  publisher: Society for Industrial and Applied Mathematics
  title: On the stability of Kalman-Bucy diffusion processes
  type: article-journal
  URL: http://arxiv.org/abs/1610.04686
  volume: '55'

- id: BrehierCentral2016
  author:
    - family: Bréhier
      given: Charles-Edouard
    - family: Goudenège
      given: Ludovic
    - family: Tudela
      given: Loïc
  citation-key: BrehierCentral2016
  collection-title: Springer Proceedings in Mathematics & Statistics
  container-title: Monte Carlo and Quasi-Monte Carlo Methods
  DOI: 10.1007/978-3-319-33507-0_10
  editor:
    - family: Cools
      given: Ronald
    - family: Nuyens
      given: Dirk
  event-place: Cham
  ISBN: 978-3-319-33507-0
  issued:
    - year: 2016
  language: en
  page: 245-260
  publisher: Springer International Publishing
  publisher-place: Cham
  title: >-
    Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an
    Idealized Setting
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  volume: '163'

- id: CantoniRobust2001
  accessed:
    - year: 2016
      month: 10
      day: 12
  author:
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      given: Eva
    - family: Ronchetti
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  citation-key: CantoniRobust2001
  container-title: Journal of the American Statistical Association
  container-title-short: Journal of the American Statistical Association
  DOI: 10.1198/016214501753209004
  ISSN: 0162-1459
  issue: '455'
  issued:
    - year: 2001
      month: 9
      day: 1
  page: 1022-1030
  title: Robust Inference for Generalized Linear Models
  type: article-journal
  URL: http://doc.rero.ch/record/7820
  volume: '96'

- id: CerouLimit2005
  author:
    - family: Cérou
      given: Frédéric
    - family: Le Gland, François
      given: F.
    - family: Del Moral
      given: P.
    - family: Lezaud
      given: P.
  citation-key: CerouLimit2005
  container-title: Proceedings of the Winter Simulation Conference, 2005.
  DOI: 10.1109/WSC.2005.1574309
  event-title: Proceedings of the Winter Simulation Conference, 2005.
  ISSN: 1558-4305
  issued:
    - year: 2005
      month: 12
  title: >-
    Limit theorems for the multilevel splitting algorithm in the simulation of
    rare events
  type: paper-conference
  URL: https://www.irisa.fr/aspi/legland/pub/wsc05.pdf

- id: ChikuseHigh2003
  accessed:
    - year: 2023
      month: 11
      day: 15
  author:
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      given: Yasuko
  citation-key: ChikuseHigh2003
  collection-editor:
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      given: P.
    - family: Diggle
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    - family: Fienberg
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    - family: Krickeberg
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    - family: Olkin
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    - family: Wermuth
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      given: Yasuko
  container-title: Statistics on Special Manifolds
  DOI: 10.1007/978-0-387-21540-2_8
  event-place: New York, NY
  ISBN: 978-0-387-00160-9 978-0-387-21540-2
  issued:
    - year: 2003
  language: en
  page: 187-230
  publisher: Springer New York
  publisher-place: New York, NY
  title: High Dimensional Asymptotic Theorems
  type: chapter
  URL: http://link.springer.com/10.1007/978-0-387-21540-2_8
  volume: '174'

- id: ClaeskensAsymptotic2009
  accessed:
    - year: 2015
      month: 3
      day: 6
  author:
    - family: Claeskens
      given: Gerda
    - family: Krivobokova
      given: Tatyana
    - family: Opsomer
      given: Jean D.
  citation-key: ClaeskensAsymptotic2009
  container-title: Biometrika
  container-title-short: Biometrika
  DOI: 10.1093/biomet/asp035
  ISSN: 0006-3444, 1464-3510
  issue: '3'
  issued:
    - year: 2009
      month: 1
      day: 9
  language: en
  page: 529-544
  title: Asymptotic properties of penalized spline estimators
  type: article-journal
  URL: https://perswww.kuleuven.be/~u0043181/papers/ClaeskensKrivobokovaOpsomer.pdf
  volume: '96'

- id: DasGuptaAsymptotic2008
  accessed:
    - year: 2013
      month: 3
      day: 13
  author:
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      given: Anirban
  call-number: QA276 .D3254 2008
  citation-key: DasGuptaAsymptotic2008
  collection-title: Springer Texts in Statistics
  event-place: New York
  ISBN: 978-0-387-75970-8 978-0-387-75971-5
  issued:
    - year: 2008
      month: 1
      day: 1
  number-of-pages: '722'
  publisher: Springer New York
  publisher-place: New York
  title: Asymptotic Theory of Statistics and Probability
  type: book
  URL: http://link.springer.com/10.1007/978-0-387-75971-5

- id: DelMoralConcentration2011
  accessed:
    - year: 2014
      month: 8
      day: 27
  author:
    - family: Del Moral
      given: Pierre
    - family: Hu
      given: Peng
    - family: Wu
      given: Liming
  citation-key: DelMoralConcentration2011
  DOI: 10.1561/2200000026
  issued:
    - year: 2011
      month: 7
      day: 11
  language: en
  publisher: Now Publishers
  title: On the concentration properties of Interacting particle processes
  type: book
  URL: http://arxiv.org/abs/1107.1948
  volume: '3'

- id: DelMoralFeynmanKac2004
  author:
    - family: Del Moral
      given: Pierre
  citation-key: DelMoralFeynmanKac2004
  edition: 2004 edition
  event-place: Latheronwheel, Caithness
  ISBN: 978-1-870325-07-3
  issued:
    - year: 2004
      month: 3
      day: 30
  language: English
  number-of-pages: '580'
  publisher: Springer
  publisher-place: Latheronwheel, Caithness
  title: >-
    Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with
    Applications
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- id: DelMoralParticle2009
  author:
    - family: Del Moral
      given: Pierre
    - family: Doucet
      given: Arnaud
  citation-key: DelMoralParticle2009
  issued:
    - year: 2009
  publisher: INRIA
  title: 'Particle methods: An introduction with applications'
  type: report

- id: DelMoralStability2017
  accessed:
    - year: 2017
      month: 6
      day: 2
  author:
    - family: Del Moral
      given: P.
    - family: Kurtzmann
      given: A.
    - family: Tugaut
      given: J.
  citation-key: DelMoralStability2017
  container-title: SIAM Journal on Control and Optimization
  container-title-short: SIAM J. Control Optim.
  DOI: 10.1137/16M1087497
  ISSN: 0363-0129
  issue: '1'
  issued:
    - year: 2017
      month: 1
      day: 1
  page: 119-155
  title: >-
    On the Stability and the Uniform Propagation of Chaos of a Class of Extended
    Ensemble Kalman-Bucy Filters
  type: article-journal
  URL: http://arxiv.org/abs/1605.09329
  volume: '55'

- id: DuembgenHighfrequency2015
  accessed:
    - year: 2015
      month: 3
      day: 30
  author:
    - family: Duembgen
      given: Moritz
    - family: Podolskij
      given: Mark
  citation-key: DuembgenHighfrequency2015
  container-title: Stochastic Processes and their Applications
  DOI: 10.1016/j.spa.2014.08.007
  ISSN: '03044149'
  issue: '4'
  issued:
    - year: 2015
      month: 4
  language: en
  page: 1195-1217
  title: >-
    High-frequency asymptotics for path-dependent functionals of Itô
    semimartingales
  type: article-journal
  URL: http://arxiv.org/abs/1403.0217
  volume: '125'

- id: FeiginMaximum1976
  accessed:
    - year: 2015
      month: 6
      day: 2
  author:
    - family: Feigin
      given: Paul David
  citation-key: FeiginMaximum1976
  container-title: Advances in Applied Probability
  container-title-short: Advances in Applied Probability
  DOI: 10.2307/1425931
  ISSN: 0001-8678
  issue: '4'
  issued:
    - year: 1976
      month: 12
      day: 1
  page: 712-736
  title: Maximum Likelihood Estimation for Continuous-Time Stochastic Processes
  type: article-journal
  volume: '8'

- id: FellerAsymptotic1951
  author:
    - family: Feller
      given: William
  citation-key: FellerAsymptotic1951
  container-title: The Annals of Mathematical Statistics
  issue: '3'
  issued:
    - year: 1951
  page: '-427-432'
  title: >-
    The Asymptotic Distribution of the Range of Sums of Independent Random
    Variables
  type: article-journal
  URL: http://www.jstor.org/stable/2236629
  volume: '22'

- id: FernholzMises1983
  author:
    - family: Fernholz
      given: Luisa Turrin
  call-number: QA276-280
  citation-key: FernholzMises1983
  collection-number: '19'
  collection-title: Lecture Notes in Statistics
  event-place: New York
  ISBN: 978-0-387-90899-1 978-1-4612-5604-5
  issued:
    - year: 1983
  language: eng
  publisher: Springer
  publisher-place: New York
  title: von Mises calculus for statistical functionals
  type: book

- id: GineBootstrapping1990
  accessed:
    - year: 2020
      month: 10
      day: 1
  author:
    - family: Gine
      given: Evarist
    - family: Zinn
      given: Joel
  citation-key: GineBootstrapping1990
  container-title: Annals of Probability
  container-title-short: Ann. Probab.
  DOI: 10.1214/aop/1176990862
  ISSN: 0091-1798, 2168-894X
  issue: '2'
  issued:
    - year: 1990
      month: 4
  language: EN
  page: 851-869
  publisher: Institute of Mathematical Statistics
  title: Bootstrapping General Empirical Measures
  type: article-journal
  volume: '18'

- id: GiraitisCentral1999
  author:
    - family: Giraitis
      given: L
    - family: Surgailis
      given: D
  citation-key: GiraitisCentral1999
  container-title: Journal of Statistical Planning and Inference
  issue: 1-2
  issued:
    - year: 1999
  page: 81-93
  title: >-
    Central limit theorem for the empirical process of a linear sequence with
    long memory
  type: article-journal
  volume: '80'

- id: GribonvalCompressive2017
  accessed:
    - year: 2017
      month: 7
      day: 23
  author:
    - family: Gribonval
      given: Rémi
    - family: Blanchard
      given: Gilles
    - family: Keriven
      given: Nicolas
    - family: Traonmilin
      given: Yann
  citation-key: GribonvalCompressive2017
  container-title: arXiv:1706.07180 [cs, math, stat]
  issued:
    - year: 2017
      month: 6
      day: 22
  title: Compressive Statistical Learning with Random Feature Moments
  type: article-journal
  URL: http://arxiv.org/abs/1706.07180

- id: HajekCharacterization1970
  accessed:
    - year: 2019
      month: 9
      day: 9
  author:
    - family: Hájek
      given: Jaroslav
  citation-key: HajekCharacterization1970
  container-title: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
  container-title-short: Z. Wahrscheinlichkeitstheorie verw Gebiete
  DOI: 10.1007/BF00533669
  ISSN: 1432-2064
  issue: '4'
  issued:
    - year: 1970
      month: 12
      day: 1
  language: en
  page: 323-330
  title: A characterization of limiting distributions of regular estimates
  type: article-journal
  volume: '14'

- id: HajekLocal1972
  accessed:
    - year: 2019
      month: 9
      day: 9
  author:
    - family: Hájek
      given: Jaroslav
  citation-key: HajekLocal1972
  event-title: >-
    Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and
    Probability, Volume 1: Theory of Statistics
  issued:
    - year: 1972
  language: EN
  publisher: The Regents of the University of California
  title: Local asymptotic minimax and admissibility in estimation
  type: paper-conference
  URL: https://projecteuclid.org/euclid.bsmsp/1200514092

- id: HeydeEstimation2010
  accessed:
    - year: 2015
      month: 6
      day: 3
  author:
    - family: Heyde
      given: C. C.
    - family: Seneta
      given: E.
  citation-key: HeydeEstimation2010
  collection-title: Selected Works in Probability and Statistics
  container-title: Selected Works of C.C. Heyde
  editor:
    - family: Maller
      given: Ross
    - family: Basawa
      given: Ishwar
    - family: Hall
      given: Peter
    - family: Seneta
      given: Eugene
  ISBN: 978-1-4419-5822-8 978-1-4419-5823-5
  issued:
    - year: 2010
  language: en
  page: 214-235
  publisher: Springer New York
  title: >-
    Estimation Theory for Growth and Immigration Rates in a Multiplicative
    Process
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  URL: http://link.springer.com/chapter/10.1007/978-1-4419-5823-5_31

- id: HuberRobust1964
  accessed:
    - year: 2014
      month: 11
      day: 25
  author:
    - family: Huber
      given: Peter J.
  citation-key: HuberRobust1964
  container-title: The Annals of Mathematical Statistics
  container-title-short: Ann. Math. Statist.
  DOI: 10.1214/aoms/1177703732
  ISSN: 0003-4851, 2168-8990
  issue: '1'
  issued:
    - year: 1964
      month: 3
  language: EN
  page: 73-101
  title: Robust Estimation of a Location Parameter
  type: article-journal
  volume: '35'

- id: JacobUnbiased2019
  accessed:
    - year: 2020
      month: 4
      day: 23
  author:
    - family: Jacob
      given: Pierre E.
    - family: O’Leary
      given: John
    - family: Atchadé
      given: Yves F.
  citation-key: JacobUnbiased2019
  container-title: arXiv:1708.03625 [stat]
  issued:
    - year: 2019
      month: 7
      day: 17
  language: en
  title: Unbiased Markov chain Monte Carlo with couplings
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  URL: http://arxiv.org/abs/1708.03625

- id: JacodGeneral1987
  accessed:
    - year: 2019
      month: 9
      day: 9
  author:
    - family: Jacod
      given: Jean
    - family: Shiryaev
      given: Albert N.
  citation-key: JacodGeneral1987
  collection-title: Grundlehren der mathematischen Wissenschaften
  container-title: Limit Theorems for Stochastic Processes
  DOI: 10.1007/978-3-662-02514-7_1
  editor:
    - family: Jacod
      given: Jean
    - family: Shiryaev
      given: Albert N.
  event-place: Berlin, Heidelberg
  ISBN: 978-3-662-02514-7
  issued:
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...
