Comte, Fabienne From regression function to diffusion drift estimation in nonparametric setting. (English. French summary) Zbl 1444.62046 ESAIM, Proc. Surv. 68, 20-34 (2020). MSC: 62G07 62J02 60J60 PDFBibTeX XMLCite \textit{F. Comte}, ESAIM, Proc. Surv. 68, 20--34 (2020; Zbl 1444.62046) Full Text: DOI
Comte, Fabienne Nonparametric estimation. (Estimation non-paramétrique.) (French) Zbl 1357.62005 Master & Recherche. Paris: Spartacus-IDH (ISBN 978-2-36693-004-7). 119 p. (2015). MSC: 62-02 62G05 62G07 97K70 PDFBibTeX XMLCite \textit{F. Comte}, Estimation non-paramétrique. Paris: Spartacus-IDH (2015; Zbl 1357.62005)
Comte, Fabienne Kernel deconvolution of stochastic volatility models. (English) Zbl 1062.62166 J. Time Ser. Anal. 25, No. 4, 563-582 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62P05 62G08 PDFBibTeX XMLCite \textit{F. Comte}, J. Time Ser. Anal. 25, No. 4, 563--582 (2004; Zbl 1062.62166) Full Text: DOI
Comte, Fabienne Adaptive estimation of the spectrum of a stationary Gaussian sequence. (English) Zbl 0981.62075 Bernoulli 7, No. 2, 267-298 (2001). MSC: 62M15 62G07 PDFBibTeX XMLCite \textit{F. Comte}, Bernoulli 7, No. 2, 267--298 (2001; Zbl 0981.62075) Full Text: DOI Euclid
Comte, F. Discrete and continuous time cointegration. (English) Zbl 1070.62523 J. Econom. 88, No. 2, 207-226 (1999). MSC: 62P20 PDFBibTeX XMLCite \textit{F. Comte}, J. Econom. 88, No. 2, 207--226 (1999; Zbl 1070.62523) Full Text: DOI
Comte, F. Simulation and estimation of long memory continuous time models. (English) Zbl 0836.62060 J. Time Ser. Anal. 17, No. 1, 19-36 (1996). MSC: 62M10 62M20 65C05 62F10 PDFBibTeX XMLCite \textit{F. Comte}, J. Time Ser. Anal. 17, No. 1, 19--36 (1996; Zbl 0836.62060) Full Text: DOI