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Adaptive estimation in an autoregression and a geometrical beta-mixing regression framework
Baraud, Yannick; Comte, Fabienne; Viennet, Gabrielle - 1998
Persistent link: https://www.econbiz.de/10000984188
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Model selection for (auto-) regression with dependent data
Baraud, Yannick; Comte, Fabienne; Viennet, Gabrielle - 1999
Persistent link: https://www.econbiz.de/10001391177
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Simulation and estimation of long memory continuous time models
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000883136
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Adaptive density estimation for general ARCH models
Comte, Fabienne; Dedecker, J.; Taupin, M. L. - In: Econometric theory 24 (2008) 6, pp. 1628-1662
Persistent link: https://www.econbiz.de/10003771889
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Adaptive estimation of the dynamics of a discrete time stochastic volatility model
Comte, Fabienne; Lacour, C.; Rozenholc, Y. - In: Journal of econometrics 154 (2010) 1, pp. 42-73
Persistent link: https://www.econbiz.de/10003931786
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Estimation of convolution in the model with noise
Chesneau, Christophe; Comte, Fabienne; Mabon, Gwennae͏̈lle - 2014
Persistent link: https://www.econbiz.de/10010465131
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Regression on log-regularized periodogram : comparison with Whittle estimator and study of the non Gaussian case
Comte, Fabienne; Hardouin, C. - 1995
Persistent link: https://www.econbiz.de/10000917307
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Regression on log-regularized periodogram under assumption on bounded spectral densities : the non fractional and the fractional cases
Comte, Fabienne; Hardouin, C. - 1995
Persistent link: https://www.econbiz.de/10000912012
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Regression on log-regularized periodogram for fractional models at low frequencies
Comte, Fabienne; Hardouin, C. - 1995
Persistent link: https://www.econbiz.de/10000912857