Résumé : In this talk, I will attempt to review some of the results of Oleg Lepski and his co-authors that influenced the course of mathematical statistics over the last thirty years.
It is hard to do fair justice to the origins of ideas that circulate among a vast community of scientists, and instead of taking the route of an illegitimate historian, I will follow byways and give a personal account of what I know and understand of Oleg's influence and personality. In particular I will try not to talk too much about "Lepski's method", but rather focus on others of his many contributions.