Seuraa
Fabienne Comte
Fabienne Comte
Professeur de Mathématiques, Université de Paris
Vahvistettu sähköpostiosoite verkkotunnuksessa parisdescartes.fr - Kotisivu
Nimike
Viittaukset
Viittaukset
Vuosi
Long memory in continuous‐time stochastic volatility models
F Comte, E Renault
Mathematical finance 8 (4), 291-323, 1998
9061998
Asymptotic theory for multivariate GARCH processes
F Comte, O Lieberman
Journal of Multivariate Analysis 84 (1), 61-84, 2003
3702003
Long memory continuous time models
F Comte, E Renault
Journal of Econometrics 73 (1), 101-149, 1996
3171996
Affine fractional stochastic volatility models
F Comte, L Coutin, E Renault
Annals of Finance 8, 337-378, 2012
1972012
Penalized contrast estimator for adaptive density deconvolution
F Comte, Y Rozenholc, ML Taupin
Canadian Journal of Statistics 34 (3), 431-452, 2006
1502006
Penalized nonparametric mean square estimation of the coefficients of diffusion processes
F Comte, V Genon-Catalot, Y Rozenholc
1312007
Anisotropic adaptive kernel deconvolution
F Comte, C Lacour
Annales de l'IHP Probabilités et statistiques 49 (2), 569-609, 2013
1052013
Data-driven density estimation in the presence of additive noise with unknown distribution
F Comte, C Lacour
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2011
892011
Second‐order noncausality in multivariate GARCH processes
F Comte, O Lieberman
Journal of Time Series Analysis 21 (5), 535-557, 2000
882000
Adaptive estimation in autoregression or-mixing regression via model selection
Y Baraud, F Comte, G Viennet
The Annals of Statistics 29 (3), 839-875, 2001
822001
Adaptive estimation in autoregression or-mixing regression via model selection
Y Baraud, F Comte, G Viennet
The Annals of Statistics 29 (3), 839-875, 2001
822001
Simulation and estimation of long memory continuous time models
F Comte
Journal of Time Series Analysis 17 (1), 19-36, 1996
791996
Nonparametric estimation for pure jump Lévy processes based on high frequency data
F Comte, V Genon-Catalot
Stochastic Processes and their Applications 119 (12), 4088-4123, 2009
752009
Estimation for Lévy processes from high frequency data within a long time interval
F Comte, V Genon-Catalot
672011
Nonparametric adaptive estimation for pure jump Lévy processes
F Comte, V Genon-Catalot
Annales de l'IHP Probabilités et statistiques 46 (3), 595-617, 2010
662010
Model selection for (auto-) regression with dependent data
Y Baraud, F Comte, G Viennet
ESAIM: Probability and Statistics 5, 33-49, 2001
642001
Model selection for (auto-) regression with dependent data
Y Baraud, F Comte, G Viennet
ESAIM: Probability and Statistics 5, 33-49, 2001
642001
Adaptive estimation of linear functionals in the convolution model and applications
C Butucea, F Comte
632009
A new algorithm for fixed design regression and denoising
F Comte, Y Rozenholc
Annals of the Institute of Statistical Mathematics 56, 449-473, 2004
592004
Noncausality in continuous time models
F Comte, E Renault
Econometric theory 12 (2), 215-256, 1996
581996
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Artikkelit 1–20