Numdam - Citations

Liste des citations dans Numdam pour : Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient

ESAIM: Probability and Statistics, Tome 4 (2000), pp. 205-227.

Funke, Benedikt ; Schmisser, Émeline

Adaptive nonparametric drift estimation of an integrated jump diffusion process

ESAIM: Probability and Statistics, Tome 22 (2018), pp. 236-260.

Schmisser, Emeline

Nonparametric estimation of the derivatives of the stationary density for stationary processes

ESAIM: Probability and Statistics, Tome 17 (2013), pp. 33-69.

Gloter, Arnaud ; Gobet, Emmanuel

LAMN property for hidden processes : the case of integrated diffusions

Annales de l'I.H.P. Probabilités et statistiques, Tome 44 (2008) no. 1, pp. 104-128.