Comte, F.; Lacour, C.; Rozenholc, Y. Adaptive estimation of the dynamics of a discrete time stochastic volatility model. (English) Zbl 1431.62139 J. Econom. 154, No. 1, 59-73 (2010). MSC: 62G07 62G08 62M05 62M10 62G20 62P05 PDFBibTeX XMLCite \textit{F. Comte} et al., J. Econom. 154, No. 1, 59--73 (2010; Zbl 1431.62139) Full Text: DOI HAL
Butucea, C.; Comte, F. Adaptive estimation of linear functionals in the convolution model and applications. (English) Zbl 1200.62022 Bernoulli 15, No. 1, 69-98 (2009). MSC: 62G05 62M10 62P05 PDFBibTeX XMLCite \textit{C. Butucea} and \textit{F. Comte}, Bernoulli 15, No. 1, 69--98 (2009; Zbl 1200.62022) Full Text: DOI arXiv
Comte, F.; Dedecker, J.; Taupin, M. L. Adaptive density estimation for general ARCH models. (English) Zbl 1277.62103 Econom. Theory 24, No. 6, 1628-1662 (2008). MSC: 62G07 62M09 62P05 PDFBibTeX XMLCite \textit{F. Comte} et al., Econom. Theory 24, No. 6, 1628--1662 (2008; Zbl 1277.62103) Full Text: DOI arXiv
Comte, F.; Dedecker, J.; Taupin, M. L. Adaptive density deconvolution with dependent inputs. (English) Zbl 1282.62087 Math. Methods Stat. 17, No. 2, 87-112 (2008). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{F. Comte} et al., Math. Methods Stat. 17, No. 2, 87--112 (2008; Zbl 1282.62087) Full Text: DOI arXiv
Comte, F.; Merlevéde, F. Super optimal rates for nonparametric density estimation via projection estimators. (English) Zbl 1065.62057 Stochastic Processes Appl. 115, No. 5, 797-826 (2005). MSC: 62G07 62M09 62G20 PDFBibTeX XMLCite \textit{F. Comte} and \textit{F. Merlevéde}, Stochastic Processes Appl. 115, No. 5, 797--826 (2005; Zbl 1065.62057) Full Text: DOI
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, F.; Rozenholc, Y. Adaptive estimation of mean and volatility functions in (auto-)regressive models. (English) Zbl 1064.62046 Stochastic Processes Appl. 97, No. 1, 111-145 (2002). Reviewer: Petr Volf (Praha) MSC: 62G08 62M10 PDFBibTeX XMLCite \textit{F. Comte} and \textit{Y. Rozenholc}, Stochastic Processes Appl. 97, No. 1, 111--145 (2002; Zbl 1064.62046) Full Text: DOI
Baraud, Y.; Comte, F.; Viennet, G. Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection. (English) Zbl 1012.62034 Ann. Stat. 29, No. 3, 839-875 (2001). MSC: 62G08 62J02 62M10 PDFBibTeX XMLCite \textit{Y. Baraud} et al., Ann. Stat. 29, No. 3, 839--875 (2001; Zbl 1012.62034) Full Text: DOI
Baraud, Yannick; Comte, F.; Viennet, G. Model selection for (auto-)regression with dependent data. (English) Zbl 0990.62035 ESAIM, Probab. Stat. 5, 33-49 (2001). MSC: 62G08 62M10 PDFBibTeX XMLCite \textit{Y. Baraud} et al., ESAIM, Probab. Stat. 5, 33--49 (2001; Zbl 0990.62035) Full Text: DOI Numdam EuDML