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Author ID: comte.fabienne Recent zbMATH articles by "Comte, Fabienne"
Published as: Comte, Fabienne; Comte, F.
Homepage: http://www.math-info.univ-paris5.fr/~comte/

Publications by Year

Citations contained in zbMATH Open

84 Publications have been cited 1,338 times in 864 Documents Cited by Year
Long memory in continuous-time stochastic volatility models. Zbl 1020.91021
Comte, Fabienne; Renault, Eric
204
1998
Asymptotic theory for multivariate GARCH processes. Zbl 1038.62077
Comte, F.; Lieberman, O.
77
2003
Long memory continuous time models. Zbl 0856.62104
Comte, F.; Renault, E.
75
1996
Affine fractional stochastic volatility models. Zbl 1298.60067
Comte, F.; Coutin, L.; Renault, E.
60
2012
Penalized contrast estimator for adaptive density deconvolution. Zbl 1104.62033
Comte, Fabienne; Rozenholc, Yves; Taupin, Marie-Luce
59
2006
Anisotropic adaptive kernel deconvolution. Zbl 1348.62121
Comte, F.; Lacour, C.
52
2013
Data-driven density estimation in the presence of additive noise with unknown distribution. Zbl 1226.62034
Comte, F.; Lacour, C.
45
2011
Penalized nonparametric mean square estimation of the coefficients of diffusion processes. Zbl 1127.62067
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves
45
2007
Nonparametric adaptive estimation for pure jump Lévy processes. Zbl 1201.62042
Comte, F.; Genon-Catalot, V.
39
2010
Nonparametric estimation for pure jump Lévy processes based on high frequency data. Zbl 1177.62043
Comte, F.; Genon-Catalot, V.
37
2009
Estimation for Lévy processes from high frequency data within a long time interval. Zbl 1215.62084
Comte, Fabienne; Genon-Catalot, Valentine
34
2011
Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection. Zbl 1012.62034
Baraud, Y.; Comte, F.; Viennet, G.
30
2001
Adaptive Laguerre density estimation for mixed Poisson models. Zbl 1328.62228
Comte, Fabienne; Genon-Catalot, Valentine
26
2015
Adaptive estimation of linear functionals in the convolution model and applications. Zbl 1200.62022
Butucea, C.; Comte, F.
24
2009
A new algorithm for fixed design regression and denoising. Zbl 1057.62030
Comte, F.; Rozenholc, Y.
22
2004
Model selection for (auto-)regression with dependent data. Zbl 0990.62035
Baraud, Yannick; Comte, F.; Viennet, G.
21
2001
Penalized contrast estimation of density and hazard rate with censored data. Zbl 1192.62102
Brunel, E.; Comte, F.
21
2005
Adaptive functional linear regression. Zbl 1373.62350
Comte, Fabienne; Johannes, Jan
20
2012
Adaptive density deconvolution with dependent inputs. Zbl 1282.62087
Comte, F.; Dedecker, J.; Taupin, M. L.
19
2008
Lévy matters IV. Estimation for discretely observed Lévy processes. Zbl 1330.60002
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine; Masuda, Hiroki; Reiß, Markus
19
2015
Adaptive estimation of the conditional intensity of marker-dependent counting processes. Zbl 1271.62222
Comte, F.; Gaïffas, S.; Guilloux, A.
18
2011
Adaptive estimation of mean and volatility functions in (auto-)regressive models. Zbl 1064.62046
Comte, F.; Rozenholc, Y.
16
2002
Laguerre and Hermite bases for inverse problems. Zbl 1395.62075
Comte, F.; Genon-Catalot, V.
16
2018
Nonparametric Laguerre estimation in the multiplicative censoring model. Zbl 1357.62160
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
15
2016
Nonparametric estimation for stochastic differential equations with random effects. Zbl 1284.62251
Comte, F.; Genon-Catalot, V.; Samson, A.
15
2013
Laplace deconvolution on the basis of time domain data and its application to dynamic contrast-enhanced imaging. Zbl 1414.62292
Comte, Fabienne; Cuenod, Charles-A.; Pensky, Marianna; Rozenholc, Yves
15
2017
Finite sample penalization in adaptive density deconvolution. Zbl 1131.62027
Comte, F.; Rozenholc, Y.; Taupin, M.-L.
14
2007
Simulation and estimation of long memory continuous time models. Zbl 0836.62060
Comte, F.
14
1996
Adaptive estimation of the spectrum of a stationary Gaussian sequence. Zbl 0981.62075
Comte, Fabienne
14
2001
Second-oder noncausality in multivariate GARCH processes. Zbl 0972.62075
Comte, Fabienne; Lieberman, Offer
14
2000
Nonparametric estimation in a multiplicative censoring model with symmetric noise. Zbl 1348.62120
Comte, F.; Dion, C.
14
2016
Nonparametric adaptive estimation for integrated diffusions. Zbl 1157.62054
Comte, F.; Genon-Catalot, V.; Rozenholc, Y.
13
2009
Regression function estimation as a partly inverse problem. Zbl 1445.62079
Comte, F.; Genon-Catalot, V.
13
2020
Nonparametric drift estimation for i.i.d. paths of stochastic differential equations. Zbl 1465.62069
Comte, Fabienne; Genon-Catalot, Valentine
13
2020
Nonparametric density estimation in presence of bias and censoring. Zbl 1203.62052
Brunel, E.; Comte, F.; Guilloux, A.
12
2009
Adaptive estimation of the conditional density in presence of censoring. Zbl 1193.62055
Brunel, Elodie; Comte, Fabienne; Lacour, Claire
12
2007
Discrete and continuous time cointegration. Zbl 1070.62523
Comte, F.
11
1999
Nonparametric density and survival function estimation in the multiplicative censoring model. Zbl 06833263
Brunel, Elodie; Comte, Fabienne; Genon-Catalot, Valentine
11
2016
Density deconvolution from repeated measurements without symmetry assumption on the errors. Zbl 1327.62202
Comte, Fabienne; Kappus, Johanna
11
2015
Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\). Zbl 1415.62013
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
11
2019
Cumulative distribution function estimation under interval censoring case 1. Zbl 1326.62075
Brunel, Elodie; Comte, Fabienne
11
2009
Adaptive estimation of hazard rate with censored data. Zbl 1163.62075
Brunel, Elodie; Comte, Fabienne
9
2008
Convolution power kernels for density estimation. Zbl 1238.62041
Comte, F.; Genon-Catalot, V.
9
2012
Super optimal rates for nonparametric density estimation via projection estimators. Zbl 1065.62057
Comte, F.; Merlevéde, F.
9
2005
Nonparametric density estimation in compound Poisson processes using convolution power estimators. Zbl 1282.62088
Comte, Fabienne; Duval, Céline; Genon-Catalot, Valentine
9
2014
Nonparametric estimation. (Estimation non-paramétrique.) Zbl 1357.62005
Comte, Fabienne
8
2015
Adaptive estimation for stochastic damping Hamiltonian systems under partial observation. Zbl 1494.62015
Comte, Fabienne; Prieur, Clémentine; Samson, Adeline
8
2017
Nonparametric estimation in fractional SDE. Zbl 1433.62097
Comte, Fabienne; Marie, Nicolas
8
2019
Nonparametric estimation of random-effects densities in linear mixed-effects model. Zbl 1254.62039
Comte, Fabienne; Samson, Adeline
8
2012
Kernel deconvolution of stochastic volatility models. Zbl 1062.62166
Comte, Fabienne
7
2004
Penalized projection estimator for volatility density. Zbl 1164.62371
Comte, F.; Genon-Catalot, V.
7
2006
Adaptive estimation in circular functional linear models. Zbl 1282.62071
Comte, F.; Johannes, J.
7
2010
Nonparametric estimation for stochastic volatility models. Zbl 1223.62017
Comte, F.; Genon-Catalot, V.; Rozenholc, Y.
6
2010
Adaptive estimation for Lévy processes. Zbl 1332.62280
Comte, Fabienne; Genon-Catalot, Valentine
6
2015
Deconvolution estimation of onset of pregnancy with replicate observations. Zbl 06298505
Comte, Fabienne; Samson, Adeline; Stirnemann, Julien J.
6
2014
Drift estimation on non compact support for diffusion models. Zbl 1473.62290
Comte, Fabienne; Genon-Catalot, Valentine
6
2021
On a Nadaraya-Watson estimator with two bandwidths. Zbl 1471.62324
Comte, Fabienne; Marie, Nicolas
6
2021
Adaptive estimation in a nonparametric regression model with errors-in-variables. Zbl 1133.62027
Comte, F.; Taupin, M.-L.
5
2007
Pointwise deconvolution with unknown error distribution. (Déconvolution ponctuelle avec distribution de l’erreur inconnue.) Zbl 1186.62061
Comte, Fabienne; Lacour, Claire
5
2010
Adaptive density estimation for general ARCH models. Zbl 1277.62103
Comte, F.; Dedecker, J.; Taupin, M. L.
5
2008
Adaptive estimation of the dynamics of a discrete time stochastic volatility model. Zbl 1431.62139
Comte, F.; Lacour, C.; Rozenholc, Y.
5
2010
Adaptive density estimation in the pile-up model involving measurement errors. Zbl 1295.62037
Comte, Fabienne; Rebafka, Tabea
5
2012
Nonparametric estimation for survival data with censoring indicators missing at random. Zbl 1279.62206
Brunel, E.; Comte, F.; Guilloux, A.
5
2013
Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables. Zbl 1005.62036
Comte, F.; Taupin, M.-L.
4
2001
Estimation of the jump size density in a mixed compound Poisson process. Zbl 1419.62073
Comte, Fabienne; Duval, Celine; Genon-Catalot, Valentine; Kappus, Johanna
4
2015
Nonparametric weighted estimators for biased data. Zbl 1353.62036
Comte, Fabienne; Rebafka, Tabea
4
2016
Bandwidth selection for the Wolverton-Wagner estimator. Zbl 1437.62131
Comte, Fabienne; Marie, Nicolas
4
2020
Regression function estimation on non compact support in an heteroscesdastic model. Zbl 1436.62136
Comte, F.; Genon-Catalot, V.
4
2020
Fast nonparametric estimation for convolutions of densities. Zbl 1348.62119
Chesneau, Christophe; Comte, Fabienne; Navarro, Fabien
4
2013
Minimax estimation of the conditional cumulative distribution function. Zbl 1213.62063
Brunel, Elodie; Comte, Fabienne; Lacour, Claire
3
2010
Multiplicative Kalman filtering. Zbl 1274.62549
Comte, Fabienne; Genon-Catalot, Valentine; Kessler, Mathieu
3
2011
Nonparametric estimation for i.i.d. paths of fractional SDE. Zbl 1477.62230
Comte, Fabienne; Marie, Nicolas
3
2021
Nonparametric survival function estimation for data subject to interval censoring case 2. Zbl 1432.62069
Bouaziz, Olivier; Brunel, Elodie; Comte, Fabienne
3
2019
Spectral cut-off regularisation for density estimation under multiplicative measurement errors. Zbl 1472.62056
Miguel, Sergio Brenner; Comte, Fabienne; Johannes, Jan
3
2021
Laguerre deconvolution with unknown matrix operator. Zbl 06845132
Comte, Fabienne; Mabon, Gwennaelle
2
2017
Estimation strategies for censored lifetimes with a Lexis-diagram type model. Zbl 1198.62132
Brunel, Elodie; Comte, Fabienne; Guilloux, Agathe
2
2008
Correction to: “Nonparametric Laguerre estimation in the multiplicative censoring model”. Zbl 1379.62027
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
2
2017
Nonparametric estimation of the intensity function of a recurrent event process. Zbl 1379.62023
Bouaziz, Olivier; Comte, Fabienne; Guilloux, Agathe
2
2013
Hazard estimation with censoring and measurement error: application to length of pregnancy. Zbl 1404.62031
Comte, Fabienne; Samson, Adeline; Stirnemann, Julien J.
2
2018
Statistical inference for renewal processes. Zbl 1468.62332
Comte, F.; Duval, C.
1
2018
Adaptive estimation of the hazard rate with multiplicative censoring. Zbl 1356.62046
Chagny, G.; Comte, F.; Roche, A.
1
2017
Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density. Zbl 1476.62064
Comte, F.; Duval, C.; Sacko, O.
1
2020
Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data. Zbl 1375.62021
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves
1
2012
Nonparametric estimation for i.i.d. Gaussian continuous time moving average models. Zbl 1469.62219
Comte, Fabienne; Genon-Catalot, Valentine
1
2021
Drift estimation on non compact support for diffusion models. Zbl 1473.62290
Comte, Fabienne; Genon-Catalot, Valentine
6
2021
On a Nadaraya-Watson estimator with two bandwidths. Zbl 1471.62324
Comte, Fabienne; Marie, Nicolas
6
2021
Nonparametric estimation for i.i.d. paths of fractional SDE. Zbl 1477.62230
Comte, Fabienne; Marie, Nicolas
3
2021
Spectral cut-off regularisation for density estimation under multiplicative measurement errors. Zbl 1472.62056
Miguel, Sergio Brenner; Comte, Fabienne; Johannes, Jan
3
2021
Nonparametric estimation for i.i.d. Gaussian continuous time moving average models. Zbl 1469.62219
Comte, Fabienne; Genon-Catalot, Valentine
1
2021
Regression function estimation as a partly inverse problem. Zbl 1445.62079
Comte, F.; Genon-Catalot, V.
13
2020
Nonparametric drift estimation for i.i.d. paths of stochastic differential equations. Zbl 1465.62069
Comte, Fabienne; Genon-Catalot, Valentine
13
2020
Bandwidth selection for the Wolverton-Wagner estimator. Zbl 1437.62131
Comte, Fabienne; Marie, Nicolas
4
2020
Regression function estimation on non compact support in an heteroscesdastic model. Zbl 1436.62136
Comte, F.; Genon-Catalot, V.
4
2020
Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density. Zbl 1476.62064
Comte, F.; Duval, C.; Sacko, O.
1
2020
Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\). Zbl 1415.62013
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
11
2019
Nonparametric estimation in fractional SDE. Zbl 1433.62097
Comte, Fabienne; Marie, Nicolas
8
2019
Nonparametric survival function estimation for data subject to interval censoring case 2. Zbl 1432.62069
Bouaziz, Olivier; Brunel, Elodie; Comte, Fabienne
3
2019
Laguerre and Hermite bases for inverse problems. Zbl 1395.62075
Comte, F.; Genon-Catalot, V.
16
2018
Hazard estimation with censoring and measurement error: application to length of pregnancy. Zbl 1404.62031
Comte, Fabienne; Samson, Adeline; Stirnemann, Julien J.
2
2018
Statistical inference for renewal processes. Zbl 1468.62332
Comte, F.; Duval, C.
1
2018
Laplace deconvolution on the basis of time domain data and its application to dynamic contrast-enhanced imaging. Zbl 1414.62292
Comte, Fabienne; Cuenod, Charles-A.; Pensky, Marianna; Rozenholc, Yves
15
2017
Adaptive estimation for stochastic damping Hamiltonian systems under partial observation. Zbl 1494.62015
Comte, Fabienne; Prieur, Clémentine; Samson, Adeline
8
2017
Laguerre deconvolution with unknown matrix operator. Zbl 06845132
Comte, Fabienne; Mabon, Gwennaelle
2
2017
Correction to: “Nonparametric Laguerre estimation in the multiplicative censoring model”. Zbl 1379.62027
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
2
2017
Adaptive estimation of the hazard rate with multiplicative censoring. Zbl 1356.62046
Chagny, G.; Comte, F.; Roche, A.
1
2017
Nonparametric Laguerre estimation in the multiplicative censoring model. Zbl 1357.62160
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
15
2016
Nonparametric estimation in a multiplicative censoring model with symmetric noise. Zbl 1348.62120
Comte, F.; Dion, C.
14
2016
Nonparametric density and survival function estimation in the multiplicative censoring model. Zbl 06833263
Brunel, Elodie; Comte, Fabienne; Genon-Catalot, Valentine
11
2016
Nonparametric weighted estimators for biased data. Zbl 1353.62036
Comte, Fabienne; Rebafka, Tabea
4
2016
Adaptive Laguerre density estimation for mixed Poisson models. Zbl 1328.62228
Comte, Fabienne; Genon-Catalot, Valentine
26
2015
Lévy matters IV. Estimation for discretely observed Lévy processes. Zbl 1330.60002
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine; Masuda, Hiroki; Reiß, Markus
19
2015
Density deconvolution from repeated measurements without symmetry assumption on the errors. Zbl 1327.62202
Comte, Fabienne; Kappus, Johanna
11
2015
Nonparametric estimation. (Estimation non-paramétrique.) Zbl 1357.62005
Comte, Fabienne
8
2015
Adaptive estimation for Lévy processes. Zbl 1332.62280
Comte, Fabienne; Genon-Catalot, Valentine
6
2015
Estimation of the jump size density in a mixed compound Poisson process. Zbl 1419.62073
Comte, Fabienne; Duval, Celine; Genon-Catalot, Valentine; Kappus, Johanna
4
2015
Nonparametric density estimation in compound Poisson processes using convolution power estimators. Zbl 1282.62088
Comte, Fabienne; Duval, Céline; Genon-Catalot, Valentine
9
2014
Deconvolution estimation of onset of pregnancy with replicate observations. Zbl 06298505
Comte, Fabienne; Samson, Adeline; Stirnemann, Julien J.
6
2014
Anisotropic adaptive kernel deconvolution. Zbl 1348.62121
Comte, F.; Lacour, C.
52
2013
Nonparametric estimation for stochastic differential equations with random effects. Zbl 1284.62251
Comte, F.; Genon-Catalot, V.; Samson, A.
15
2013
Nonparametric estimation for survival data with censoring indicators missing at random. Zbl 1279.62206
Brunel, E.; Comte, F.; Guilloux, A.
5
2013
Fast nonparametric estimation for convolutions of densities. Zbl 1348.62119
Chesneau, Christophe; Comte, Fabienne; Navarro, Fabien
4
2013
Nonparametric estimation of the intensity function of a recurrent event process. Zbl 1379.62023
Bouaziz, Olivier; Comte, Fabienne; Guilloux, Agathe
2
2013
Affine fractional stochastic volatility models. Zbl 1298.60067
Comte, F.; Coutin, L.; Renault, E.
60
2012
Adaptive functional linear regression. Zbl 1373.62350
Comte, Fabienne; Johannes, Jan
20
2012
Convolution power kernels for density estimation. Zbl 1238.62041
Comte, F.; Genon-Catalot, V.
9
2012
Nonparametric estimation of random-effects densities in linear mixed-effects model. Zbl 1254.62039
Comte, Fabienne; Samson, Adeline
8
2012
Adaptive density estimation in the pile-up model involving measurement errors. Zbl 1295.62037
Comte, Fabienne; Rebafka, Tabea
5
2012
Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data. Zbl 1375.62021
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves
1
2012
Data-driven density estimation in the presence of additive noise with unknown distribution. Zbl 1226.62034
Comte, F.; Lacour, C.
45
2011
Estimation for Lévy processes from high frequency data within a long time interval. Zbl 1215.62084
Comte, Fabienne; Genon-Catalot, Valentine
34
2011
Adaptive estimation of the conditional intensity of marker-dependent counting processes. Zbl 1271.62222
Comte, F.; Gaïffas, S.; Guilloux, A.
18
2011
Multiplicative Kalman filtering. Zbl 1274.62549
Comte, Fabienne; Genon-Catalot, Valentine; Kessler, Mathieu
3
2011
Nonparametric adaptive estimation for pure jump Lévy processes. Zbl 1201.62042
Comte, F.; Genon-Catalot, V.
39
2010
Adaptive estimation in circular functional linear models. Zbl 1282.62071
Comte, F.; Johannes, J.
7
2010
Nonparametric estimation for stochastic volatility models. Zbl 1223.62017
Comte, F.; Genon-Catalot, V.; Rozenholc, Y.
6
2010
Pointwise deconvolution with unknown error distribution. (Déconvolution ponctuelle avec distribution de l’erreur inconnue.) Zbl 1186.62061
Comte, Fabienne; Lacour, Claire
5
2010
Adaptive estimation of the dynamics of a discrete time stochastic volatility model. Zbl 1431.62139
Comte, F.; Lacour, C.; Rozenholc, Y.
5
2010
Minimax estimation of the conditional cumulative distribution function. Zbl 1213.62063
Brunel, Elodie; Comte, Fabienne; Lacour, Claire
3
2010
Nonparametric estimation for pure jump Lévy processes based on high frequency data. Zbl 1177.62043
Comte, F.; Genon-Catalot, V.
37
2009
Adaptive estimation of linear functionals in the convolution model and applications. Zbl 1200.62022
Butucea, C.; Comte, F.
24
2009
Nonparametric adaptive estimation for integrated diffusions. Zbl 1157.62054
Comte, F.; Genon-Catalot, V.; Rozenholc, Y.
13
2009
Nonparametric density estimation in presence of bias and censoring. Zbl 1203.62052
Brunel, E.; Comte, F.; Guilloux, A.
12
2009
Cumulative distribution function estimation under interval censoring case 1. Zbl 1326.62075
Brunel, Elodie; Comte, Fabienne
11
2009
Adaptive density deconvolution with dependent inputs. Zbl 1282.62087
Comte, F.; Dedecker, J.; Taupin, M. L.
19
2008
Adaptive estimation of hazard rate with censored data. Zbl 1163.62075
Brunel, Elodie; Comte, Fabienne
9
2008
Adaptive density estimation for general ARCH models. Zbl 1277.62103
Comte, F.; Dedecker, J.; Taupin, M. L.
5
2008
Estimation strategies for censored lifetimes with a Lexis-diagram type model. Zbl 1198.62132
Brunel, Elodie; Comte, Fabienne; Guilloux, Agathe
2
2008
Penalized nonparametric mean square estimation of the coefficients of diffusion processes. Zbl 1127.62067
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves
45
2007
Finite sample penalization in adaptive density deconvolution. Zbl 1131.62027
Comte, F.; Rozenholc, Y.; Taupin, M.-L.
14
2007
Adaptive estimation of the conditional density in presence of censoring. Zbl 1193.62055
Brunel, Elodie; Comte, Fabienne; Lacour, Claire
12
2007
Adaptive estimation in a nonparametric regression model with errors-in-variables. Zbl 1133.62027
Comte, F.; Taupin, M.-L.
5
2007
Penalized contrast estimator for adaptive density deconvolution. Zbl 1104.62033
Comte, Fabienne; Rozenholc, Yves; Taupin, Marie-Luce
59
2006
Penalized projection estimator for volatility density. Zbl 1164.62371
Comte, F.; Genon-Catalot, V.
7
2006
Penalized contrast estimation of density and hazard rate with censored data. Zbl 1192.62102
Brunel, E.; Comte, F.
21
2005
Super optimal rates for nonparametric density estimation via projection estimators. Zbl 1065.62057
Comte, F.; Merlevéde, F.
9
2005
A new algorithm for fixed design regression and denoising. Zbl 1057.62030
Comte, F.; Rozenholc, Y.
22
2004
Kernel deconvolution of stochastic volatility models. Zbl 1062.62166
Comte, Fabienne
7
2004
Asymptotic theory for multivariate GARCH processes. Zbl 1038.62077
Comte, F.; Lieberman, O.
77
2003
Adaptive estimation of mean and volatility functions in (auto-)regressive models. Zbl 1064.62046
Comte, F.; Rozenholc, Y.
16
2002
Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection. Zbl 1012.62034
Baraud, Y.; Comte, F.; Viennet, G.
30
2001
Model selection for (auto-)regression with dependent data. Zbl 0990.62035
Baraud, Yannick; Comte, F.; Viennet, G.
21
2001
Adaptive estimation of the spectrum of a stationary Gaussian sequence. Zbl 0981.62075
Comte, Fabienne
14
2001
Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables. Zbl 1005.62036
Comte, F.; Taupin, M.-L.
4
2001
Second-oder noncausality in multivariate GARCH processes. Zbl 0972.62075
Comte, Fabienne; Lieberman, Offer
14
2000
Discrete and continuous time cointegration. Zbl 1070.62523
Comte, F.
11
1999
Long memory in continuous-time stochastic volatility models. Zbl 1020.91021
Comte, Fabienne; Renault, Eric
204
1998
Long memory continuous time models. Zbl 0856.62104
Comte, F.; Renault, E.
75
1996
Simulation and estimation of long memory continuous time models. Zbl 0836.62060
Comte, F.
14
1996
all top 5

Cited by 1,055 Authors

67 Comte, Fabienne
27 Genon-Catalot, Valentine
15 Chesneau, Christophe
14 Lacour, Claire
12 Marie, Nicolas
11 Hafner, Christian Matthias
11 Rozenholc, Yves
10 Belomestny, Denis
10 Brunel, Élodie
9 Chagny, Gaëlle
9 Duval, Céline
9 Li, Jia
9 Li, Zhi
9 Samson, Adeline
9 Taupin, Marie-Luce
9 Todorov, Viktor
9 Zhang, Zhimin
8 Alòs, Elisa
8 Phuong, Cao Xuan
8 Trabs, Mathias
7 Amorino, Chiara
7 Bollerslev, Tim
7 Gloter, Arnaud
7 Guilloux, Agathe
7 Jacquier, Antoine
7 Kappus, Johanna
7 McAleer, Michael
7 Otsu, Taisuke
7 Pensky, Marianna
7 Rásonyi, Miklós
7 Roche, Angelina
6 Benhaddou, Rida
6 Bertin, Karine
6 Johannes, Jan
6 Leonenko, Nikolai N.
6 Mabon, Gwennaëlle
6 Navarro, Fabien
6 Reiß, Markus
6 Schmisser, Emeline
6 Xu, Liping
6 Yan, Litan
5 Asai, Manabu
5 Butucea, Cristina
5 Chronopoulou, Alexandra
5 Dedecker, Jérôme
5 El Kolei, Salima
5 Funahashi, Hideharu
5 Herwartz, Helmut
5 Hoffmann, Marc
5 Kurisu, Daisuke
5 Lemler, Sarah
5 Mykland, Per Aslak
5 Rivoirard, Vincent
5 Sart, Mathieu
5 Tauchen, George E.
5 Tsai, Henghsiu
5 Viens, Frederi G.
5 Wu, Cong
4 Akakpo, Nathalie
4 Caporin, Massimiliano
4 Corsi, Fulvio
4 Francq, Christian
4 Gugushvili, Shota
4 Iglesias, Emma M.
4 Kato, Kengo
4 Klutchnikoff, Nicolas
4 Kroll, Martin H.
4 Mariucci, Ester
4 Miguel, Sergio Brenner
4 Nourdin, Ivan
4 Pham Ngoc, Thanh Mai
4 Renault, Eric
4 Rosenbaum, Mathieu
4 Söhl, Jakob
4 Spreij, Peter
4 Tang, Mingtian
4 Trong, Dang Duc
4 Vetter, Mathias
4 Wang, Yunyan
3 Aït-Sahalia, Yacine
3 Andersen, Torben G.
3 Arlot, Sylvain
3 Baraud, Yannick
3 Barndorff-Nielsen, Ole Eiler
3 Chan, Kung-Sik
3 Dalalyan, Arnak S.
3 Dattner, Itai
3 Delattre, Sylvain
3 Dion, Charlotte
3 Nguyen Tien Dung
3 Dussap, Florian
3 Efromovich, Sam
3 Es-Sebaiy, Khalifa
3 Gaïffas, Stéphane
3 Gao, Jiti
3 Garnier, Josselin
3 Gobet, Emmanuel
3 Goldenshluger, Alexander
3 Gulisashvili, Archil
3 Han, Yuecai
...and 955 more Authors
all top 5

Cited in 164 Serials

58 Journal of Econometrics
47 Electronic Journal of Statistics
42 Stochastic Processes and their Applications
34 The Annals of Statistics
33 Econometric Theory
31 Journal of Statistical Planning and Inference
29 Bernoulli
27 Journal of Multivariate Analysis
22 Communications in Statistics. Theory and Methods
22 Statistical Inference for Stochastic Processes
21 Mathematical Methods of Statistics
19 Journal of Nonparametric Statistics
18 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
15 Statistics & Probability Letters
15 Statistics
14 Quantitative Finance
13 Scandinavian Journal of Statistics
13 SIAM Journal on Financial Mathematics
12 Journal of Time Series Analysis
12 Econometric Reviews
11 Annals of the Institute of Statistical Mathematics
11 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
10 Metrika
10 Computational Statistics and Data Analysis
10 Stochastics
10 Annals of Finance
9 Journal of Applied Probability
8 Journal of the American Statistical Association
8 Finance and Stochastics
7 Insurance Mathematics & Economics
7 The Annals of Applied Probability
7 Communications in Statistics. Simulation and Computation
6 Journal of Computational and Applied Mathematics
6 Journal of the Royal Statistical Society. Series B. Statistical Methodology
6 International Journal of Theoretical and Applied Finance
5 Physica A
5 Mathematics and Computers in Simulation
5 Journal of Theoretical Probability
5 Journal of Statistical Computation and Simulation
5 Test
5 Decisions in Economics and Finance
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
5 Advances in Difference Equations
5 Journal of the Korean Statistical Society
5 Journal of Time Series Econometrics
4 Stochastic Analysis and Applications
4 Probability Theory and Related Fields
4 Economics Letters
4 The Econometrics Journal
4 Statistics and Computing
4 Japanese Journal of Statistics and Data Science
3 Advances in Applied Probability
3 Chaos, Solitons and Fractals
3 Applied Mathematics and Computation
3 Acta Applicandae Mathematicae
3 Applied Mathematical Finance
3 Mathematical Finance
3 Methodology and Computing in Applied Probability
3 Frontiers of Mathematics in China
3 Mathematical Statistics and Learning
2 The Canadian Journal of Statistics
2 Lithuanian Mathematical Journal
2 Mathematical Biosciences
2 Journal of Functional Analysis
2 Results in Mathematics
2 Statistica Neerlandica
2 Statistical Science
2 Machine Learning
2 Theory of Probability and Mathematical Statistics
2 Applied and Computational Harmonic Analysis
2 Statistica Sinica
2 Lifetime Data Analysis
2 Electronic Journal of Probability
2 Electronic Communications in Probability
2 The Journal of Fourier Analysis and Applications
2 Vietnam Journal of Mathematics
2 Abstract and Applied Analysis
2 Journal of Applied Statistics
2 Brazilian Journal of Probability and Statistics
2 Scandinavian Actuarial Journal
2 Journal of Systems Science and Complexity
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Mathematics and Financial Economics
2 Science China. Mathematics
2 Journal of Computational and Graphical Statistics
2 Sankhyā. Series A
2 Sankhyā. Series B
2 Quantitative Economics
2 Modern Stochastics. Theory and Applications
1 Applicable Analysis
1 Journal of the Franklin Institute
1 Journal of Mathematical Analysis and Applications
1 Journal of Statistical Physics
1 Mathematical Methods in the Applied Sciences
1 Nonlinearity
1 Theory of Probability and its Applications
1 The Annals of Probability
1 Applied Mathematics and Optimization
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of the Indian Institute of Science
...and 64 more Serials

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