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:
Fabienne Comte, Florence Merlevède
ESAIM: PS, 6 (2002) 211-238
Published online: 2002-11-15
This article has been cited by the following article(s):
Adaptive density estimation under weak dependence
Irène Gannaz and Olivier Wintenberger
ESAIM: Probability and Statistics 14 151 (2010)
DOI: 10.1051/ps:2008025
See this article
Local Hölder exponent estimation for multivariate continuous time processes
D. Blanke
Journal of Nonparametric Statistics 16 (1-2) 227 (2004)
DOI: 10.1080/10485250310001622884
See this article
Super optimal rates for nonparametric density estimation via projection estimators
F. Comte and F. Merlevède
Stochastic Processes and their Applications 115 (5) 797 (2005)
DOI: 10.1016/j.spa.2004.12.004
See this article
Pointwise adaptive estimation of the marginal density of a weakly dependent process
Karine Bertin and Nicolas Klutchnikoff
Journal of Statistical Planning and Inference 187 115 (2017)
DOI: 10.1016/j.jspi.2017.03.003
See this article
Adaptive sampling schemes for density estimation
Delphine Blanke
Journal of Statistical Planning and Inference 136 (9) 2898 (2006)
DOI: 10.1016/j.jspi.2004.12.005
See this article
Adaptive estimation of the stationary density of discrete and continuous time mixing processes
Fabienne Comte and Florence Merlevède
ESAIM: Probability and Statistics 6 211 (2002)
DOI: 10.1051/ps:2002012
See this article
Nonparametric estimation of the derivatives of the stationary density for stationary processes
Emeline Schmisser
ESAIM: Probability and Statistics 17 33 (2013)
DOI: 10.1051/ps/2011102
See this article
Estimation adaptative de la densité avec données échantillonnées
Delphine Blanke
Comptes Rendus Mathematique 337 (10) 675 (2003)
DOI: 10.1016/j.crma.2003.09.027
See this article
Adaptive nonparametric estimation in the presence of dependence
Nicolas Asin and Jan Johannes
Journal of Nonparametric Statistics 29 (4) 694 (2017)
DOI: 10.1080/10485252.2017.1367788
See this article
Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
Fabienne Comte, Clémentine Prieur and Adeline Samson
Stochastic Processes and their Applications 127 (11) 3689 (2017)
DOI: 10.1016/j.spa.2017.03.011
See this article
Adaptive estimation of the dynamics of a discrete time stochastic volatility model
F. Comte, C. Lacour and Y. Rozenholc
Journal of Econometrics 154 (1) 59 (2010)
DOI: 10.1016/j.jeconom.2009.07.001
See this article
Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
Salim Bouzebda and Sultana Didi
Revista Matemática Complutense 34 (3) 811 (2021)
DOI: 10.1007/s13163-020-00368-6
See this article
Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes
Chiara Amorino
Electronic Journal of Statistics 15 (2) (2021)
DOI: 10.1214/21-EJS1913
See this article
Adaptive density estimation of stationary β-mixing and τ-mixing processes
M. Lerasle
Mathematical Methods of Statistics 18 (1) 59 (2009)
DOI: 10.3103/S1066530709010049
See this article
Density estimation for $\tilde{\beta}$-dependent sequences
Jérôme Dedecker and Florence Merlevède
Electronic Journal of Statistics 11 (1) (2017)
DOI: 10.1214/17-EJS1249
See this article
Inhomogeneous and anisotropic conditional density estimation from dependent data
Nathalie Akakpo and Claire Lacour
Electronic Journal of Statistics 5 (none) (2011)
DOI: 10.1214/11-EJS653
See this article
Non parametric estimation of the diffusion coefficients of a diffusion with jumps
Émeline Schmisser
Stochastic Processes and their Applications 129 (12) 5364 (2019)
DOI: 10.1016/j.spa.2019.03.003
See this article
Optimal model selection for density estimation of stationary data under various mixing conditions
Matthieu Lerasle
The Annals of Statistics 39 (4) (2011)
DOI: 10.1214/11-AOS888
See this article
Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes
Chiara Amorino and Arnaud Gloter
Journal of Statistical Planning and Inference 213 106 (2021)
DOI: 10.1016/j.jspi.2020.11.006
See this article
Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
Salim Bouzebda and Sultana Didi
Communications in Statistics - Theory and Methods 51 (12) 3886 (2022)
DOI: 10.1080/03610926.2020.1805466
See this article
Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion
Karine Bertin, Nicolas Klutchnikoff, Fabien Panloup and Maylis Varvenne
Statistical Inference for Stochastic Processes 23 (2) 271 (2020)
DOI: 10.1007/s11203-020-09218-0
See this article
On the nonparametric inference of coefficients of self-exciting jump-diffusion
Chiara Amorino, Charlotte Dion-Blanc, Arnaud Gloter and Sarah Lemler
Electronic Journal of Statistics 16 (1) (2022)
DOI: 10.1214/22-EJS2019
See this article
Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations
Sylvain Delattre, Arnaud Gloter and Nakahiro Yoshida
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 58 (4) (2022)
DOI: 10.1214/21-AIHP1237
See this article
Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
Niklas Dexheimer, Claudia Strauch and Lukas Trottner
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 58 (4) (2022)
DOI: 10.1214/21-AIHP1235
See this article
Wavelet Density and Regression Estimators for Continuous Time Functional Stationary and Ergodic Processes
Sultana Didi and Salim Bouzebda
Mathematics 10 (22) 4356 (2022)
DOI: 10.3390/math10224356
See this article