131 citations
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Showing 2007 · math.STShow all
2 papers · 2 filters
math.ST2007★ 93 cited
Penalized nonparametric mean square estimation of the coefficients of diffusion processes
Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc
We consider a one-dimensional diffusion process which is observed at discrete times with regular sampling interval . Assuming that is strictly stationary,…
math.ST2007★ 1 cited
Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data
Mohammed Debbarh, Vivian Viallon
It has been recently shown that nonparametric estimators of the additive regression function could be obtained in the presence of right censoring by coupling the marginal integrati…