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hal-00686025v1  Journal articles
Fabienne ComteMarie-Luce TaupinJérôme Dedecker. Adaptive density estimation for general ARCH models
Econometric Theory, Cambridge University Press (CUP), 2008, 24 (6), pp.1628-1662
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inria-00386762v1  Conference papers
Fabienne ComteStéphane GaïffasAgathe Guilloux. Estimation adaptative pour des processus de comptage dépendant de covariables
41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France
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hal-00110510v1  Journal articles
Fabienne ComteValentine Genon-Catalotyves Rozenholc. Nonparametric adaptive estimation for integrated diffusions.
Stochastic Processes and their Applications, Elsevier, 2009, 119 (3), pp.811-834. ⟨10.1016/j.spa.2008.04.009⟩
hal-00712769v1  Book sections
Fabienne ComteValentine Genon-Catalotyves Rozenholc. Non parametric estimation of the coefficients of ergodic diffusion processes based on high frequency data
Statistical Methods for Stochastic Differential Equations, Chapman et Hall, pp.341-379, 2012
hal-00138771v1  Journal articles
Fabienne ComteElodie Brunel. Nonparametric adaptive regression estimation in presence of censoring.
Mathematical Methods of Statistics, Allerton Press, Springer (link), 2006, 15 (3), pp.233-255
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hal-02546705v1  Journal articles
Fabienne ComteValentine Genon-Catalot. Nonparametric estimation for i.i.d. Gaussian continuous time moving average models.
Statistical Inference for Stochastic Processes, Springer Verlag, 2021, 24 (1), pp.149-177. ⟨10.1007/s11203-020-09228-y⟩
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hal-01806321v2  Journal articles
Fabienne ComteNicolas Marie. Nonparametric Estimation in Fractional SDE
Statistical Inference for Stochastic Processes, Springer Verlag, 2019, ⟨10.1007/s11203-019-09196-y⟩
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hal-01916503v1  Journal articles
Fabienne ComteValentine Genon-Catalot. Drift estimation on non compact support for diffusion models
Stochastic Processes and their Applications, Elsevier, 2021, 134, pp.174-207. ⟨10.1016/j.spa.2021.01.001⟩
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hal-01252143v3  Journal articles
Denis BelomestnyFabienne ComteValentine Genon-Catalot. Nonparametric Laguerre estimation in the multiplicative censoring model
Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2016, 10 (2), pp.3114-3152. ⟨10.1214/16-EJS1203⟩
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hal-01003005v1  Journal articles
Christophe ChesneauFabienne ComteGwennaelle MabonFabien Navarro. Estimation of convolution in the model with noise
Journal of Nonparametric Statistics, American Statistical Association, 2015, 27 (3), pp.286-315
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hal-00848158v2  Journal articles
Fabienne ComteValentine Genon-Catalot. Adaptive Laguerre density estimation for mixed Poisson models
Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2015, 9, pp.1112-1148. ⟨10.1214/15-EJS1028⟩
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hal-00358184v1  Journal articles
Fabienne ComteValentine Genon-Catalot. Nonparametric estimation for pure jump Lévy processes based on high frequency data.
Stochastic Processes and their Applications, Elsevier, 2009, 119 (12), pp.4088-4123. ⟨10.1016/j.spa.2009.09.013⟩
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hal-00133750v1  Journal articles
Cristina ButuceaFabienne Comte. Adaptive estimation of linear functionals in the convolution model and applications.
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2009, 15 (1), pp.69-98. ⟨10.3150/08-BEJ146⟩
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hal-00533627v1  Journal articles
Fabienne ComteClaire Lacour. Pointwise deconvolution with unknown error distribution
Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 2010, 348 (5-6), pp.323-326
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inria-00510204v1  Documents associated with scientific events
Claire LacourFabienne Comteyves Rozenholc. Estimation adaptative pour un modèle à volatilité stochastique à temps discret
Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France
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hal-00599714v1  Journal articles
Olivier BouazizFabienne ComteAgathe Guilloux. Nonparametric estimation of the intensity function of a recurrent event process
Statistica Sinica, Taipei : Institute of Statistical Science, Academia Sinica, 2013, 23 (2), pp.635-665. ⟨10.5705/ss.2011.137⟩
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hal-00333356v2  Journal articles
Fabienne ComteStéphane GaïffasAgathe Guilloux. Adaptive estimation of the conditional intensity of marker-dependent counting processes
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2011, 47 (4), pp.1171-1196. ⟨10.1214/10-AIHP386⟩
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hal-03140184v3  Journal articles
Fabienne ComteValentine Genon-Catalot. Kernel estimation for Lévy driven stochastic convolutions
Statistics & Risk Modeling with Applications in Finance and Insurance, De Gruyter, 2021, 38 (1-2), pp.1-24. ⟨10.1515/strm-2021-0007⟩
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hal-02083474v1  Journal articles
Fabienne ComteValentine Genon-Catalot. Nonparametric drift estimation for i.i.d. paths of stochastic differential equations
Annals of Statistics, Institute of Mathematical Statistics, 2020, 48 (6), pp.3336-3365. ⟨10.1214/19-AOS1933⟩
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hal-01349443v3  Journal articles
Fabienne ComteCéline Duval. Statistical inference for renewal processes
Scandinavian Journal of Statistics, Wiley, 2018, ⟨10.1111/sjos.12295⟩
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hal-00748939v1  Book sections
Fabienne ComteValentine Genon-Catalotyves Rozenholc. Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data
M. Kessler, A. Lindner, M. Sorensen. Statistical Methods for Stochastic Differential Equations, Chapman & Hall/CRC Monographs on Statistics & Applied Probability, pp.341-381, 2012, SemStat series
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hal-00748947v1  Journal articles
Fabienne ComteValentine Genon-Catalotyves Rozenholc. Penalized nonparametric mean square estimation of the coefficients of diffusion processes
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2007, 13 (2), pp.514-543
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hal-00748959v1  Journal articles
Fabienne Comteyves Rozenholc. A new algorithm for fixed design regression and denoising
Annals of the Institute of Statistical Mathematics, Springer Verlag, 2004, 56 (3), pp.449-473