In this paper we propose a novel method to construct confidence intervals in a class of linear inverse problems. First, point estimators are obtained via a spectral cut-off method depending on a regularisation parameter », that determines the bias of the estimator. Next, the proposed confidence...

This survey is devoted to the statistical analysis of duration models and point processes. The first section introduces specific concepts and definitions for single-spell duration models. Section two is devoted to the presentation of conditional duration models which incorporate the effects of...