Search - CNRS-INSMI - INstitut des Sciences Mathématiques et de leurs Interactions

	1 2 3 4 Suivant Dernière	Relevance Author A→Z Author Z→A Title A→Z Title Z→A Date de publication croissante Date de publication décroissante Date de dépôt croissante Date de dépôt décroissante 30 results per page 50 results per page 100 results per page Merci d'indiquer la raison de votre demande o Export XML-TEI BibTeX EndNote CSV PDF HTML Advanced export... Syndicated feeds RSS ATOM
	hal-00686025v1 Journal articles Fabienne Comte, Marie-Luce Taupin, Jérôme Dedecker. Adaptive density estimation for general ARCH models Econometric Theory, Cambridge University Press (CUP), 2008, 24 (6), pp.1628-1662
	inria-00386762v1 Conference papers Fabienne Comte, Stéphane Gaïffas, Agathe Guilloux. Estimation adaptative pour des processus de comptage dépendant de covariables 41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France
	hal-00110510v1 Journal articles Fabienne Comte, Valentine Genon-Catalot, yves 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 Comte, Valentine Genon-Catalot, yves 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 Comte, Elodie Brunel. Nonparametric adaptive regression estimation in presence of censoring. Mathematical Methods of Statistics, Allerton Press, Springer (link), 2006, 15 (3), pp.233-255
	hal-02546705v1 Journal articles Fabienne Comte, Valentine 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⟩
	hal-01362694v1 Preprints, Working Papers, ... G Chagny, Fabienne Comte, Angelina Roche. Adaptive estimation of the hazard rate with multiplicative censoring 2016
	hal-01806321v2 Journal articles Fabienne Comte, Nicolas Marie. Nonparametric Estimation in Fractional SDE Statistical Inference for Stochastic Processes, Springer Verlag, 2019, ⟨10.1007/s11203-019-09196-y⟩
	hal-01916503v1 Journal articles Fabienne Comte, Valentine 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⟩
	hal-01252143v3 Journal articles Denis Belomestny, Fabienne Comte, Valentine 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⟩
	hal-01659337v1 Journal articles Fabienne Comte, Clémentine Prieur, Adeline Samson. Adaptive estimation for stochastic damping Hamiltonian systems under partial observation Stochastic Processes and their Applications, Elsevier, 2017, 127 (11), pp.3689 - 3718. ⟨10.1016/j.spa.2017.03.011⟩
	hal-01150296v2 Journal articles Fabienne Comte, Adeline Samson, Julien J. Stirnemann. Hazard estimation for censored data contaminated with additive measurement error: application to length of pregnancy Test Publication, 2018, 27 (2), pp.338-359. ⟨10.1007/s11749-017-0548-0⟩
	hal-01003005v1 Journal articles Christophe Chesneau, Fabienne Comte, Gwennaelle Mabon, Fabien Navarro. Estimation of convolution in the model with noise Journal of Nonparametric Statistics, American Statistical Association, 2015, 27 (3), pp.286-315
	hal-00848158v2 Journal articles Fabienne Comte, Valentine 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⟩
	hal-01228389v1 Journal articles Fabienne Comte, Céline Duval, V Genon-Catalot, J Kappus. Estimation of the Jump Size Density in a Mixed Compound Poisson Process Scandinavian Journal of Statistics, Wiley, 2015, 42 (4), pp.1023-1044. ⟨10.1111/sjos.12149⟩
	hal-00424263v1 Journal articles Fabienne Comte, Valentine Genon-Catalot. Nonparametric estimation for pure jump irregularly sampled or noisy Lévy processes Statistica Neerlandica, Wiley, 2010, 64 (3), pp.290-313. ⟨10.1111/j.1467-9574.2010.00462.x⟩
	hal-00358184v1 Journal articles Fabienne Comte, Valentine 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⟩
	hal-00133750v1 Journal articles Cristina Butucea, Fabienne 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⟩
	hal-00533627v1 Journal articles Fabienne Comte, Claire 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
	inria-00510204v1 Documents associated with scientific events Claire Lacour, Fabienne Comte, yves 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
	hal-03602694v1 Preprints, Working Papers, ... Fabienne Comte, Céline Duval. Should we estimate a product of density functions by a product of estimators ? 2022
	hal-00599714v1 Journal articles Olivier Bouaziz, Fabienne Comte, Agathe 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⟩
	hal-00333356v2 Journal articles Fabienne Comte, Stéphane Gaïffas, Agathe 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⟩
	hal-03140184v3 Journal articles Fabienne Comte, Valentine 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⟩
	hal-02083474v1 Journal articles Fabienne Comte, Valentine 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⟩
	hal-01349443v3 Journal articles Fabienne Comte, Céline Duval. Statistical inference for renewal processes Scandinavian Journal of Statistics, Wiley, 2018, ⟨10.1111/sjos.12295⟩
	hal-00748939v1 Book sections Fabienne Comte, Valentine Genon-Catalot, yves 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
	hal-00748947v1 Journal articles Fabienne Comte, Valentine Genon-Catalot, yves 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
	hal-00748959v1 Journal articles Fabienne Comte, yves 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
	hal-00780300v1 Journal articles Fabienne Comte, Céline Duval, Valentine Genon-Catalot. Nonparametric density estimation in compound Poisson process using convolution power estimators. Metrika, Springer Verlag, 2014, 77 (1), pp.163-183. ⟨10.1007/s00184-013-0475-3⟩
	1 2 3 4 Suivant Dernière	Relevance Author A→Z Author Z→A Title A→Z Title Z→A Date de publication croissante Date de publication décroissante Date de dépôt croissante Date de dépôt décroissante 30 results per page 50 results per page 100 results per page o Export XML-TEI BibTeX EndNote CSV PDF HTML Advanced export... Syndicated feeds RSS ATOM

Document types Minimize

Author Minimize

Subject field Minimize

Laboratory Minimize

Language Minimize

Type of deposit Minimize

Year Minimize