23 citations · 172 across the 27 of their papers we have counts for
4 papers · 1 filter
Kernel Selection in Nonparametric Regression
Hélène Halconruy, Nicolas Marie
In the regression model , where has a density , this paper deals with an oracle inequality for an estimator of , involving a kernel in the sen…
Nonparametric Estimation for I.I.D. Paths of Fractional SDE
Fabienne Comte, Nicolas Marie
This paper deals with nonparametric estimators of the drift function computed from independent continuous observations, on a compact time interval, of the solution of a stochas…
Almost Periodic and Periodic Solutions of Differential Equations Driven by the Fractional Brownian Motion with Statistical Application
Nicolas Marie, Paul Raynaud de Fitte
We show that the unique solution to a semilinear stochastic differential equation with almost periodic coefficients driven by a fractional Brownian motion is almost periodic in a s…
On a Nadaraya-Watson Estimator with Two Bandwidths
Fabienne Comte, Nicolas Marie
In a regression model, we write the Nadaraya-Watson estimator of the regression function as the quotient of two kernel estimators, and propose a bandwidth selection method for both…