Edit Profile (opens in new tab) Comte, Fabienne Co-Author Distance Author ID: comte.fabienne Published as: Comte, Fabienne; Comte, F. Homepage: http://www.math-info.univ-paris5.fr/~comte/ Documents Indexed: 102 Publications since 1996, including 2 Books and 2 Additional arXiv Preprints Co-Authors: 34 Co-Authors with 88 Joint Publications 663 Co-Co-Authors all top 5 Co-Authors 6 single-authored 29 Genon-Catalot, Valentine 12 Brunel, Élodie 11 Rozenholc, Yves 7 Taupin, Marie-Luce 6 Lacour, Claire 6 Marie, Nicolas 6 Samson, Adeline 5 Guilloux, Agathe 4 Belomestny, Denis 4 Johannes, Jan 3 Duval, Céline 3 Mabon, Gwennaëlle 3 Renault, Eric 2 Baraud, Yannick 2 Bouaziz, Olivier 2 Chesneau, Christophe 2 Cuenod, Charles-André 2 Dedecker, Jérôme 2 Kappus, Johanna 2 Lieberman, Offer 2 Miguel, Sergio Brenner 2 Navarro, Fabien 2 Pensky, Marianna 2 Rebafka, Tabea 2 Stirnemann, Julien J. 2 Viennet, Gabrielle 1 Butucea, Cristina 1 Chagny, Gaëlle 1 Coutin, Laure 1 Gaïffas, Stéphane 1 Hardouin, Cécile 1 Kessler, Mathieu 1 Masuda, Hiroki 1 Merlevède, Florence 1 Prieur, Clémentine 1 Reiß, Markus 1 Roche, Angelina 1 Sacko, Ousmane all top 5 Serials 9 Electronic Journal of Statistics 7 Stochastic Processes and their Applications 6 Scandinavian Journal of Statistics 6 Journal of Nonparametric Statistics 5 Journal of Statistical Planning and Inference 5 Mathematical Methods of Statistics 4 The Annals of Statistics 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Test 4 Bernoulli 3 The Canadian Journal of Statistics 3 Annals of the Institute of Statistical Mathematics 3 Journal of Econometrics 3 Journal of Multivariate Analysis 3 Journal of Time Series Analysis 3 Statistical Inference for Stochastic Processes 2 Metrika 2 Statistica Sinica 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Journal of the Korean Statistical Society 2 Sankhyā 1 Statistica Neerlandica 1 Communications in Statistics. Theory and Methods 1 Journal of Statistical Computation and Simulation 1 Finance and Stochastics 1 Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Econometric Theory 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Lecture Notes in Mathematics 1 Sankhyā. Series A 1 Annals of Finance 1 Statistics & Risk Modeling 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys all top 5 Fields 99 Statistics (62-XX) 21 Probability theory and stochastic processes (60-XX) 19 Numerical analysis (65-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Operations research, mathematical programming (90-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 28 Fields 695 Statistics (62-XX) 356 Probability theory and stochastic processes (60-XX) 191 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 82 Numerical analysis (65-XX) 28 Harmonic analysis on Euclidean spaces (42-XX) 11 Partial differential equations (35-XX) 11 Systems theory; control (93-XX) 10 Biology and other natural sciences (92-XX) 8 Ordinary differential equations (34-XX) 8 Integral equations (45-XX) 7 Functional analysis (46-XX) 7 Computer science (68-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 6 Information and communication theory, circuits (94-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Statistical mechanics, structure of matter (82-XX) 5 Operations research, mathematical programming (90-XX) 3 Real functions (26-XX) 3 Measure and integration (28-XX) 3 Dynamical systems and ergodic theory (37-XX) 2 Approximations and expansions (41-XX) 2 Operator theory (47-XX) 1 General and overarching topics; collections (00-XX) 1 Potential theory (31-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Geophysics (86-XX) Citations by Year