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Francis Comets

1 paper hereh-index 117 citations2 works total

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  • math.PR1

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most citedMaximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support

1 citations · 1 across the 1 of their papers we have counts for

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math.PR2014★ 1 cited

Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support

Francis Comets, Mikael Falconnet, Oleg Loukianov +1

We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a singl…

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