46 citations · 224 across the 39 of their papers we have counts for
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math.ST2006★ 46 cited
Risk bounds for the non-parametric estimation of Lévy processes
José E. Figueroa-López, Christian Houdré
Estimation methods for the Lévy density of a Lévy process are developed under mild qualitative assumptions. A classical model selection approach made up of two steps is studied. Th…
math.ST2006★ 11 cited
Wavelet thresholding for nonnecessarily Gaussian noise: functionality
R. Averkamp, C. Houdré
For signals belonging to balls in smoothness classes and noise with enough moments, the asymptotic behavior of the minimax quadratic risk among soft-threshold estimates is investig…