93 citations · 419 across the 26 of their papers we have counts for
28 papers
Nonparametric Estimation in SDE Models Involving an Explanatory Process
Fabienne Comte, Nicolas Marie
This paper deals with the process defined by the stochastic differential equation (SDE) , where is a Brown…
Nonparametric Estimation of the Transition Density Function for Diffusion Processes
Fabienne Comte, Nicolas Marie
We assume that we observe independent copies of a diffusion process on a time-interval . For a given time , we estimate the transition density , namely the…
Nonparametric Drift Estimation from Diffusions with Correlated Brownian Motions
Fabienne Comte, Nicolas Marie
In the present paper, we consider that diffusion processes are observed on , where is fixed and grows to infinity. Contrary to most of the recent…
Linear functional estimation under multiplicative measurement errors
Sergio Brenner Miguel, Fabienne Comte, Jan Johannes
We study the non-parametric estimation of the value of a linear functional evaluated at an unknown density function f with support on based on an i.i.d. sample with m…
On a Projection Estimator of the Regression Function Derivative
Fabienne Comte, Nicolas Marie
In this paper, we study the estimation of the derivative of a regression function in a standard univariate regression model. The estimators are defined either by derivating nonpara…
Spectral cut-off regularisation for density estimation under multiplicative measurement errors
Sergio Brenner Miguel, Fabienne Comte, Jan Johannes
We study the non-parametric estimation of an unknown density f with support on R+ based on an i.i.d. sample with multiplicative measurement errors. The proposed fully data driven p…