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The Citing articles tool gives a list of articles citing the current article.
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## Adaptive estimation of the stationary density of discrete and continuous time mixing processes

ESAIM: PS, 6 (2002) 211-238

## Adaptive density estimation under weak dependence

Irène Gannaz and Olivier Wintenberger
ESAIM: Probability and Statistics 14 151 (2010)
DOI: 10.1051/ps:2008025

## Local Hölder exponent estimation for multivariate continuous time processes

D. Blanke
Journal of Nonparametric Statistics 16 (1-2) 227 (2004)
DOI: 10.1080/10485250310001622884

## 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

## 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

## 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

## 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

## 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

## 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

## 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

## 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

## 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

## 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

## 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

## 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

## Density estimation for $\tilde{\beta}$-dependent sequences

Jérôme Dedecker and Florence Merlevède
Electronic Journal of Statistics 11 (1) (2017)
DOI: 10.1214/17-EJS1249

## 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

## 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

## 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

## 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

## 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

## 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

## 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

## 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

## 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