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All issues ESAIM: PS, 5 (2001) 33-49 Article references

Articles citing this article

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Cited article:

Nonparametric Estimation for Independent and Identically Distributed Stochastic Differential Equations with Space-Time Dependent Coefficients

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Finance and Stochastics 27 (1) 97 (2023)
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Nonparametric adaptive estimation for interacting particle systems

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Scandinavian Journal of Statistics 50 (4) 1716 (2023)
https://doi.org/10.1111/sjos.12661

Data-driven model selection for same-realization predictions in autoregressive processes

Kare Kamila
Annals of the Institute of Statistical Mathematics 75 (4) 567 (2023)
https://doi.org/10.1007/s10463-022-00855-1

A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation

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Bernoulli 27 (4) (2021)
https://doi.org/10.3150/21-BEJ1327

Nonparametric drift estimation for i.i.d. paths of stochastic differential equations

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The Annals of Statistics 48 (6) (2020)
https://doi.org/10.1214/19-AOS1933

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

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Statistical Inference for Stochastic Processes 23 (3) 489 (2020)
https://doi.org/10.1007/s11203-020-09213-5

Estimating composite functions by model selection

Yannick Baraud and Lucien Birgé
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 50 (1) (2014)
https://doi.org/10.1214/12-AIHP516

Statistical Methods for Stochastic Differential Equations

Statistical Methods for Stochastic Differential Equations 133 (2012)
https://doi.org/10.1201/b12126-6

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)
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A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression

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Bernoulli 16 (4) (2010)
https://doi.org/10.3150/09-BEJ245

Adaptive estimation for Hawkes processes; application to genome analysis

Patricia Reynaud-Bouret and Sophie Schbath
The Annals of Statistics 38 (5) (2010)
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Nonparametric adaptive estimation for integrated diffusions

F. Comte, V. Genon-Catalot and Y. Rozenholc
Stochastic Processes and their Applications 119 (3) 811 (2009)
https://doi.org/10.1016/j.spa.2008.04.009

Penalized nonparametric mean square estimation of the coefficients of diffusion processes

Fabienne Comte, Valentine Genon-Catalot and Yves Rozenholc
Bernoulli 13 (2) (2007)
https://doi.org/10.3150/07-BEJ5173

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)
https://doi.org/10.1007/BF02530536