39 citations · 122 across the 23 of their papers we have counts for
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math.ST2021
Adaptive estimation of irregular mean and covariance functions
Steven Golovkine, Nicolas Klutchnikoff, Valentin Patilea
Nonparametric estimators for the mean and the covariance functions of functional data are proposed. The setup covers a wide range of practical situations. The random trajectories a…
math.ST2021
Powers correlation analysis of non-stationary illiquid assets
Valentin Patilea, Hamdi Raïssi
In this paper, the higher order dynamics of individual illiquid stocks are investigated. We show that considering the classical powers correlation could lead to a spurious assessme…