26 citations · 93 across the 13 of their papers we have counts for
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math.ST2011★ 4 cited
LAN property for some fractional type Brownian motion
Serge Cohen, Fabrice Gamboa, Céline Lacaux +1
We study asymptotic expansion of the likelihood of a certain class of Gaussian processes characterized by their spectral density . We consider the case where $f_θ\PAR{x} \sim_…
math.ST2011★ 15 cited
Conditional Density Estimation by Penalized Likelihood Model Selection and Applications
Serge Cohen, Erwan Le Pennec
In this technical report, we consider conditional density estimation with a maximum likelihood approach. Under weak assumptions, we obtain a theoretical bound for a Kullback-Leible…