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Schmisser É. Non parametric estimation of the diffusion coefficients of a diffusion with jumps. Stoch Process Their Appl 2019. [DOI: 10.1016/j.spa.2019.03.003] [Citation(s) in RCA: 8] [Impact Index Per Article: 1.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
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Luong TM, Rozenholc Y, Nuel G. Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model. Comput Stat Data Anal 2013. [DOI: 10.1016/j.csda.2013.06.020] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]
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Chagny G. PenalizationversusGoldenshluger − Lepski strategies in warped bases regression. ESAIM-PROBAB STAT 2013. [DOI: 10.1051/ps/2011165] [Citation(s) in RCA: 12] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022]
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Schmisser E. Penalized nonparametric drift estimation for a multidimensional diffusion process. STATISTICS-ABINGDON 2013. [DOI: 10.1080/02331888.2011.591931] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
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Non-parametric estimation of the diffusion coefficient from noisy data. STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES 2012. [DOI: 10.1007/s11203-012-9072-8] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 10/27/2022]
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Akakpo N. Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection. MATHEMATICAL METHODS OF STATISTICS 2012. [DOI: 10.3103/s1066530712010012] [Citation(s) in RCA: 14] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
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Rozenholc Y, Mildenberger T, Gather U. Combining regular and irregular histograms by penalized likelihood. Comput Stat Data Anal 2010. [DOI: 10.1016/j.csda.2010.04.021] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/24/2022]
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Comte F, Genon-Catalot V, Rozenholc Y. Nonparametric adaptive estimation for integrated diffusions. Stoch Process Their Appl 2009. [DOI: 10.1016/j.spa.2008.04.009] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/22/2022]
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Brunel E, Comte F. Cumulative distribution function estimation under interval censoring case 1. Electron J Stat 2009. [DOI: 10.1214/08-ejs209] [Citation(s) in RCA: 13] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Lacour C. Nonparametric estimation of the stationary density and the transition density of a Markov chain. Stoch Process Their Appl 2008. [DOI: 10.1016/j.spa.2007.04.013] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/23/2022]
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Comte F, Rozenholc Y, Taupin ML. Finite sample penalization in adaptive density deconvolution. J STAT COMPUT SIM 2007. [DOI: 10.1080/10629360600831711] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/22/2022]
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Comte F, Genon-Catalot V, Rozenholc Y. Penalized nonparametric mean square estimation of the coefficients of diffusion processes. BERNOULLI 2007. [DOI: 10.3150/07-bej5173] [Citation(s) in RCA: 53] [Impact Index Per Article: 3.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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