Article references

Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

Model selection for (auto-)regression with dependent data

Yannick Baraud, F. Comte, G. Viennet

ESAIM: PS, 5 (2001) 33-49

Published online: 2002-08-15

DOI: https://doi.org/10.1051/ps:2001101

This article has been cited by the following article(s):

Penalized nonparametric drift estimation for a multidimensional diffusion process

Emeline Schmisser
Statistics 47 (1) 61 (2013)
DOI: 10.1080/02331888.2011.591931
See this article

Histogram selection in non Gaussian regression

Marie Sauvé
ESAIM: Probability and Statistics 13 70 (2009)
DOI: 10.1051/ps:2008002
See this article

Piecewise Polynomial Estimation of a Regression Function

Marie Sauve
IEEE Transactions on Information Theory 56 (1) 597 (2010)
DOI: 10.1109/TIT.2009.2027481
See this article

Non-parametric drift estimation for diffusions from noisy data

Emeline Schmisser
Statistics & Decisions 28 (2) 119 (2011)
DOI: 10.1524/stnd.2011.1063
See this article

Statistical Methods for Stochastic Differential Equations

Fabienne Comte, Valentine Genon-Catalot and Yves Rozenholc
C&H/CRC Monographs on Statistics & Applied Probability, Statistical Methods for Stochastic Differential Equations 20122069 341 (2012)
DOI: 10.1201/b12126-6
See this article

Adaptive Estimation of Hazard Rate with Censored Data

Elodie Brunel and Fabienne Comte
Communications in Statistics - Theory and Methods 37 (8) 1284 (2008)
DOI: 10.1080/03610920701713302
See this article

Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process

Eva Löcherbach, Dasha Loukianova and Oleg Loukianov
ESAIM: Probability and Statistics 15 197 (2011)
DOI: 10.1051/ps/2009016
See this article

Error exponents for AR order testing

S. Boucheron and E. Gassiat
IEEE Transactions on Information Theory 52 (2) 472 (2006)
DOI: 10.1109/TIT.2005.862078
See this article

Nonparametric adaptive estimation for integrated diffusions

F. Comte, V. Genon-Catalot and Y. Rozenholc
Stochastic Processes and their Applications 119 (3) 811 (2009)
DOI: 10.1016/j.spa.2008.04.009
See this article

A new algorithm for fixed design regression and denoising

F. Comte and Y. Rozenholc
Annals of the Institute of Statistical Mathematics 56 (3) 449 (2004)
DOI: 10.1007/BF02530536
See this article

Nonparametric estimation for a stochastic volatility model

F. Comte, V. Genon-Catalot and Y. Rozenholc
Finance and Stochastics 14 (1) 49 (2010)
DOI: 10.1007/s00780-009-0094-z
See this article

SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL

Rong Liu and Lijian Yang
Econometric Theory 32 (4) 1023 (2016)
DOI: 10.1017/S0266466615000055
See this article

Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process

Charlotte Dion and Sarah Lemler
Statistical Inference for Stochastic Processes 23 (3) 489 (2020)
DOI: 10.1007/s11203-020-09213-5
See this article