Bec, Mélina; Lacour, Claire Adaptive pointwise estimation for pure jump Lévy processes. (English) Zbl 1327.62237 Stat. Inference Stoch. Process. 18, No. 3, 229-256 (2015). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 62G07 60G51 60J75 62J20 PDFBibTeX XMLCite \textit{M. Bec} and \textit{C. Lacour}, Stat. Inference Stoch. Process. 18, No. 3, 229--256 (2015; Zbl 1327.62237) Full Text: DOI arXiv
Comte, F.; Lacour, C. Data-driven density estimation in the presence of additive noise with unknown distribution. (English) Zbl 1226.62034 J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 4, 601-627 (2011). MSC: 62G07 65C60 62J05 PDFBibTeX XMLCite \textit{F. Comte} and \textit{C. Lacour}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 4, 601--627 (2011; Zbl 1226.62034) Full Text: DOI HAL
Comte, F.; Lacour, C.; Rozenholc, Y. Adaptive estimation of the dynamics of a discrete time stochastic volatility model. (English) Zbl 1431.62139 J. Econom. 154, No. 1, 59-73 (2010). MSC: 62G07 62G08 62M05 62M10 62G20 62P05 PDFBibTeX XMLCite \textit{F. Comte} et al., J. Econom. 154, No. 1, 59--73 (2010; Zbl 1431.62139) Full Text: DOI HAL