2 citations · 4 across the 2 of their papers we have counts for
2 papers
math.ST2008★ 2 cited
Adaptive estimation of the conditional intensity of marker-dependent counting processes
F. Comte, S. Gaïffas, A. Guilloux
We propose in this work an original estimator of the conditional intensity of a marker-dependent counting process, that is, a counting process with covariates. We use model selecti…
stat.ME2007★ 2 cited
Nonparametric estimation for a stochastic volatility model
Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc
Consider discrete time observations (X_{\ellδ})_{1\leq \ell \leq n+1}XdX_t= \sqrt{V_t} dB_tV_t$ a one-dimensional positive diffusion proces…