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20122025
most citedNonparametric estimation in a regression model with additive and multiplicative noise

16 citations · 17 across the 5 of their papers we have counts for

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stat.AP2012

Parametric estimation of hidden stochastic model by contrast minimization and deconvolution: application to the Stochastic Volatility Model

Salima El Kolei

We study a new parametric approach for particular hidden stochastic models such as the Stochastic Volatility model. This method is based on contrast minimization and deconvolution.…