54 citations · 180 across the 26 of their papers we have counts for
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math.ST2009★ 6 cited
Optimal model selection for density estimation of stationary data under various mixing conditions
Matthieu Lerasle
We propose a block-resampling penalization method for marginal density estimation with nonnecessary independent observations. When the data are or -mixing, the selected esti…
math.ST2009★ 2 cited
Optimal model selection in density estimation
Matthieu Lerasle
We build penalized least-squares estimators using the slope heuristic and resampling penalties. We prove oracle inequalities for the selected estimator with leading constant asympt…
math.ST2009★ 8 cited
Adaptive density estimation for stationary processes
Matthieu Lerasle
We propose an algorithm to estimate the common density of a stationary process . We suppose that the process is either or -mixing. We provide a model select…