Nicolas Marie

activity

20112023

most citedNadaraya-Watson Estimator for I.I.D. Paths of Diffusion Processes

23 citations · 172 across the 27 of their papers we have counts for

collaborators

Showing 2023Show all

2 papers · 1 filter

math.ST2023★ 1 cited

On a Calculable Skorokhod's Integral Based Projection Estimator of the Drift Function in Fractional SDE

Nicolas Marie

This paper deals with a Skorokhod's integral based projection type estimator $b_{m}$ of the drift function $b_{0}$ computed from $N \in N^{*}$ independent copies $X^1,\dot…

math.ST2023★ 4 cited

On a Computable Skorokhod's Integral Based Estimator of the Drift Parameter in Fractional SDE

Nicolas Marie

This paper deals with a Skorokhod's integral based least squares type estimator $θ_{N}$ of the drift parameter $θ_{0}$ computed from $N \in N^{*}$ (possibly dependent) copi…