Model selection methods and nonparametric estimation of Levy densities are presented. The estimation relies on the properties of Levy processes for small time spans, on the nature of the jumps of the process, and on methods of estimation for spatial Poisson processes. Given a linear space S of possible Levy densities, an asymptotically unbiased estimator for the orthogonal projection of the Levy density onto S is found. It is proved that the expected standard error of the proposed estimator realizes the smallest possible distance between the true Levy density and the linear space S as the frequency of the data increases and as the sampling time period gets longer. Also, we develop data-driven methods to select a model among a collection of models. The method is designed to approximately realize the best trade-off between the error of estimation within the model and the distance between the model and the unknown Levy density. As a result of this approach and of concentration inequalities for Poisson functionals, we obtain Oracles inequalities that guarantee us to reach the best expected error (using projection estimators) up to a constant. Numerical results are presented for the case of histogram estimators and variance Gamma processes. To calibrate parametric models,a nonparametric estimation method with least-squares errors is studied. Comparison with maximum likelihood estimation is provided. On a separate problem, we review the theoretical properties of temepered stable processes, a class of processes with potential great use in Mathematical Finance.

La microscopie à éclairements structurés(structured illumination microscopy, SIM) permet de dépasser la limite de résolution en microscopie optique due à la diffraction, en éclairant l’objet avec un ensemble de motifs périodiques parfaitement connus. Cependant, il s’avère difficile de contrôler exactement la forme des motifs éclairants. Qui plus est, de fortes distorsions de la grille de lumière peuvent être générées par l’échantillon lui-même dans le volume d’étude, ce qui peut provoquer de forts artefacts dans les images reconstruites. Récemment, des approches dites blind-SIM ont été proposées, où les images sont acquises à partir de motifs d’éclairement inconnus, non-périodiques, de type speckle,bien plus faciles à générer en pratique. Le pouvoir de super résolution de ces méthodes a été observé, sans forcément être bien compris théoriquement. Cette thèse présente deux nouvelles méthodes de reconstruction en microscopie à éclairements structurés inconnus (blind speckle-SIM) : une approche conjointe et une approche marginale. Dans l’approche conjointe, nous estimons conjointement l’objet et les motifs d’éclairement au moyen d’un modèle de type Basis Pursuit DeNoising (BPDN) avec une régularisation en norme lp,q où p=>1 et 0<q<=1. La norme lp,q est introduite afin de prendre en compte une hypothèse de parcimonie sur l’objet. Dans l’approche marginale, nous reconstruisons uniquement l’objet et les motifs d’éclairement sont traités comme des paramètres de nuisance. Notre contribution est double. Premièrement, une analyse théorique démontre que l’exploitation des statistiques d’ordre deux des données permet d’accéder à un facteur de super résolution de deux, lorsque le support de la densité spectrale du speckle correspond au support fréquentiel de la fonction de transfert du microscope. Ensuite, nous abordons le problème du calcul numérique de la solution. Afin de réduire à la fois le coût de calcul et les ressources en mémoire, nous proposons un estimateur marginal à base de patches. L’élément clé de cette méthode à patches est de négliger l’information de corrélation entre les pixels appartenant à différents patches. Des résultats de simulations et en application à des données réelles démontrent la capacité de super résolution de nos méthodes. De plus, celles-ci peuvent être appliquées aussi bien sur des problèmes de reconstruction 2D d’échantillons fins, mais également sur des problèmes d’imagerie 3D d’objets plus épais. / Conventional structured illumination microscopy (SIM) can surpass the resolution limit inoptical microscopy caused by the diffraction effect, through illuminating the object with a set of perfectly known harmonic patterns. However, controlling the illumination patterns is a difficult task. Even worse, strongdistortions of the light grid can be induced by the sample within the investigated volume, which may give rise to strong artifacts in SIM reconstructed images. Recently, blind-SIM strategies were proposed, whereimages are acquired through unknown, non-harmonic,speckle illumination patterns, which are much easier to generate in practice. The super-resolution capacity of such approaches was observed, although it was not well understood theoretically. This thesis presents two new reconstruction methods in SIM using unknown speckle patterns (blind-speckle-SIM): one joint reconstruction approach and one marginal reconstruction approach. In the joint reconstruction approach, we estimate the object and the speckle patterns together by considering a basis pursuit denoising (BPDN) model with lp,q-norm regularization, with p=>1 and 0<q<=1. The lp,q-norm is introduced based on the sparsity assumption of the object. In the marginal approach, we only reconstruct the object, while the unknown speckle patterns are considered as nuisance parameters. Our contribution is two fold. First, a theoretical analysis demonstrates that using the second order statistics of the data, blind-speckle-SIM yields a super-resolution factor of two, provided that the support of the speckle spectral density equals the frequency support of the microscope point spread function. Then, numerical implementation is addressed. In order to reduce the computational burden and the memory requirement of the marginal approach, a patch-based marginal estimator is proposed. The key idea behind the patch-based estimator consists of neglecting the correlation information between pixels from different patches. Simulation results and experiments with real data demonstrate the super-resolution capacity of our methods. Moreover, our proposed methods can not only be applied in 2D super-resolution problems with thin samples, but are also compatible with 3D imaging problems of thick samples.

Fitting of parametric models to spatial and space-time point patterns has been a very active research area in the last few years. Concerning clustered patterns, the Cox point process is the model of choice. To avoid the computationally demanding maximum likelihood estimation or Bayesian inference, several estimation methods based on the moment properties of the processes in question were proposed in the literature. We give overview of the state-of-the-art moment estimation methods for stationary spatial Cox point processes and compare their performance in a simulation study. We also discuss generalization of such methods for inhomogeneous spatial point processes. In the core part of the thesis we focus on minimum contrast estimation for inhomogeneous space-time shot-noise Cox point processes and investigate the possibility to use projections to the spatial and temporal domain to estimate different parts of the model separately. We propose a step-wise estimation procedure based on projection processes and also a refined method which remedies the problem of possible cluster overlapping. We establish consistency and asymptotic normality of the estimators for both methods under the increasing window asymptotics and compare their performance on middle-sized observation windows by means of a simulation study....