23 citations · 172 across the 27 of their papers we have counts for
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math.ST2019★ 2 cited
Nonparametric Estimation of the Trend in Reflected Fractional SDE
Nicolas Marie
This paper deals with the consistency, a rate of convergence and the asymptotic distribution of a nonparametric estimator of the trend in the Skorokhod reflection problem defined b…
math.ST2019★ 7 cited
Matrix factorization for multivariate time series analysis
Pierre Alquier, Nicolas Marie
Matrix factorization is a powerful data analysis tool. It has been used in multivariate time series analysis, leading to the decomposition of the series in a small set of latent fa…
math.ST2019★ 12 cited
Bandwidth Selection for the Wolverton-Wagner Estimator
Fabienne Comte, Nicolas Marie
For independent random variables having the same Hölder continuous density, this paper deals with controls of the Wolverton-Wagner's estimator MSE and MISE. Then, for a bandwid…