23 citations · 24 across the 4 of their papers we have counts for
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math.ST2021★ 23 cited
Nadaraya-Watson Estimator for I.I.D. Paths of Diffusion Processes
Nicolas Marie, Amélie Rosier
This paper deals with a nonparametric Nadaraya-Watson estimator of the drift function computed from independent continuous observations of a diffusion process. Risk bounds…
math.ST2021★ 1 cited
Tight Risk Bound for High Dimensional Time Series Completion
Pierre Alquier, Nicolas Marie, Amélie Rosier
Initially designed for independent datas, low-rank matrix completion was successfully applied in many domains to the reconstruction of partially observed high-dimensional time seri…