most citedAdaptive estimation of the conditional intensity of marker-dependent counting processes

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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…