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Comte, Fabienne

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Author ID: comte.fabienne Recent zbMATH articles by "Comte, Fabienne"
Published as: Comte, Fabienne; Comte, F.
Homepage: http://www.math-info.univ-paris5.fr/~comte/
Documents Indexed: 90 Publications since 1996, including 2 Books

Publications by Year

Citations contained in zbMATH Open

77 Publications have been cited 1,055 times in 659 Documents Cited by Year
Long memory in continuous-time stochastic volatility models. Zbl 1020.91021
Comte, Fabienne; Renault, Eric
144
1998
Asymptotic theory for multivariate GARCH processes. Zbl 1038.62077
Comte, F.; Lieberman, O.
62
2003
Long memory continuous time models. Zbl 0856.62104
Comte, F.; Renault, E.
57
1996
Penalized contrast estimator for adaptive density deconvolution. Zbl 1104.62033
Comte, Fabienne; Rozenholc, Yves; Taupin, Marie-Luce
54
2006
Data-driven density estimation in the presence of additive noise with unknown distribution. Zbl 1226.62034
Comte, F.; Lacour, C.
40
2011
Affine fractional stochastic volatility models. Zbl 1298.60067
Comte, F.; Coutin, L.; Renault, E.
39
2012
Penalized nonparametric mean square estimation of the coefficients of diffusion processes. Zbl 1127.62067
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves
34
2007
Nonparametric estimation for pure jump Lévy processes based on high frequency data. Zbl 1177.62043
Comte, F.; Genon-Catalot, V.
34
2009
Anisotropic adaptive kernel deconvolution. Zbl 1348.62121
Comte, F.; Lacour, C.
33
2013
Nonparametric adaptive estimation for pure jump Lévy processes. Zbl 1201.62042
Comte, F.; Genon-Catalot, V.
32
2010
Estimation for Lévy processes from high frequency data within a long time interval. Zbl 1215.62084
Comte, Fabienne; Genon-Catalot, Valentine
30
2011
Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection. Zbl 1012.62034
Baraud, Y.; Comte, F.; Viennet, G.
27
2001
A new algorithm for fixed design regression and denoising. Zbl 1057.62030
Comte, F.; Rozenholc, Y.
21
2004
Penalized contrast estimation of density and hazard rate with censored data. Zbl 1192.62102
Brunel, E.; Comte, F.
19
2005
Adaptive estimation of linear functionals in the convolution model and applications. Zbl 1200.62022
Butucea, C.; Comte, F.
19
2009
Adaptive Laguerre density estimation for mixed Poisson models. Zbl 1328.62228
Comte, Fabienne; Genon-Catalot, Valentine
17
2015
Model selection for (auto-)regression with dependent data. Zbl 0990.62035
Baraud, Yannick; Comte, F.; Viennet, G.
17
2001
Adaptive estimation of the conditional intensity of marker-dependent counting processes. Zbl 1271.62222
Comte, F.; Gaïffas, S.; Guilloux, A.
17
2011
Adaptive functional linear regression. Zbl 1373.62350
Comte, Fabienne; Johannes, Jan
16
2012
Adaptive density deconvolution with dependent inputs. Zbl 1282.62087
Comte, F.; Dedecker, J.; Taupin, M. L.
15
2008
Adaptive estimation of mean and volatility functions in (auto-)regressive models. Zbl 1064.62046
Comte, F.; Rozenholc, Y.
14
2002
Finite sample penalization in adaptive density deconvolution. Zbl 1131.62027
Comte, F.; Rozenholc, Y.; Taupin, M.-L.
14
2007
Adaptive estimation of the spectrum of a stationary Gaussian sequence. Zbl 0981.62075
Comte, Fabienne
12
2001
Nonparametric density estimation in presence of bias and censoring. Zbl 1203.62052
Brunel, E.; Comte, F.; Guilloux, A.
12
2009
Nonparametric adaptive estimation for integrated diffusions. Zbl 1157.62054
Comte, F.; Genon-Catalot, V.; Rozenholc, Y.
11
2009
Simulation and estimation of long memory continuous time models. Zbl 0836.62060
Comte, F.
11
1996
Lévy matters IV. Estimation for discretely observed Lévy processes. Zbl 1330.60002
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine; Masuda, Hiroki; Reiß, Markus
11
2015
Second-oder noncausality in multivariate GARCH processes. Zbl 0972.62075
Comte, Fabienne; Lieberman, Offer
10
2000
Nonparametric estimation for stochastic differential equations with random effects. Zbl 1284.62251
Comte, F.; Genon-Catalot, V.; Samson, A.
10
2013
Nonparametric Laguerre estimation in the multiplicative censoring model. Zbl 1357.62160
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
9
2016
Nonparametric density estimation in compound Poisson processes using convolution power estimators. Zbl 1282.62088
Comte, Fabienne; Duval, Céline; Genon-Catalot, Valentine
9
2014
Cumulative distribution function estimation under interval censoring case 1. Zbl 1326.62075
Brunel, Elodie; Comte, Fabienne
8
2009
Adaptive estimation of the conditional density in presence of censoring. Zbl 1193.62055
Brunel, Elodie; Comte, Fabienne; Lacour, Claire
8
2007
Laguerre and Hermite bases for inverse problems. Zbl 1395.62075
Comte, F.; Genon-Catalot, V.
8
2018
Discrete and continuous time cointegration. Zbl 1070.62523
Comte, F.
8
1999
Laplace deconvolution on the basis of time domain data and its application to dynamic contrast-enhanced imaging. Zbl 1414.62292
Comte, Fabienne; Cuenod, Charles-A.; Pensky, Marianna; Rozenholc, Yves
8
2017
Adaptive estimation of hazard rate with censored data. Zbl 1163.62075
Brunel, Elodie; Comte, Fabienne
7
2008
Penalized projection estimator for volatility density. Zbl 1164.62371
Comte, F.; Genon-Catalot, V.
7
2006
Convolution power kernels for density estimation. Zbl 1238.62041
Comte, F.; Genon-Catalot, V.
7
2012
Density deconvolution from repeated measurements without symmetry assumption on the errors. Zbl 1327.62202
Comte, Fabienne; Kappus, Johanna
7
2015
Nonparametric estimation of random-effects densities in linear mixed-effects model. Zbl 1254.62039
Comte, Fabienne; Samson, Adeline
7
2012
Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\). Zbl 1415.62013
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
6
2019
Nonparametric estimation in fractional SDE. Zbl 1433.62097
Comte, Fabienne; Marie, Nicolas
6
2019
Kernel deconvolution of stochastic volatility models. Zbl 1062.62166
Comte, Fabienne
6
2004
Adaptive estimation in circular functional linear models. Zbl 1282.62071
Comte, F.; Johannes, J.
6
2010
Adaptive estimation for stochastic damping Hamiltonian systems under partial observation. Zbl 06789122
Comte, Fabienne; Prieur, Clémentine; Samson, Adeline
6
2017
Nonparametric estimation in a multiplicative censoring model with symmetric noise. Zbl 1348.62120
Comte, F.; Dion, C.
6
2016
Adaptive estimation for Lévy processes. Zbl 1332.62280
Comte, Fabienne; Genon-Catalot, Valentine
6
2015
Nonparametric estimation for stochastic volatility models. Zbl 1223.62017
Comte, F.; Genon-Catalot, V.; Rozenholc, Y.
5
2010
Super optimal rates for nonparametric density estimation via projection estimators. Zbl 1065.62057
Comte, F.; Merlevéde, F.
5
2005
Deconvolution estimation of onset of pregnancy with replicate observations. Zbl 06298505
Comte, Fabienne; Samson, Adeline; Stirnemann, Julien J.
5
2014
Nonparametric density and survival function estimation in the multiplicative censoring model. Zbl 06833263
Brunel, Elodie; Comte, Fabienne; Genon-Catalot, Valentine
5
2016
Adaptive density estimation in the pile-up model involving measurement errors. Zbl 1295.62037
Comte, Fabienne; Rebafka, Tabea
4
2012
Adaptive estimation in a nonparametric regression model with errors-in-variables. Zbl 1133.62027
Comte, F.; Taupin, M.-L.
4
2007
Pointwise deconvolution with unknown error distribution. (Déconvolution ponctuelle avec distribution de l’erreur inconnue.) Zbl 1186.62061
Comte, Fabienne; Lacour, Claire
4
2010
Adaptive density estimation for general ARCH models. Zbl 1277.62103
Comte, F.; Dedecker, J.; Taupin, M. L.
4
2008
Estimation of the jump size density in a mixed compound Poisson process. Zbl 1419.62073
Comte, Fabienne; Duval, Celine; Genon-Catalot, Valentine; Kappus, Johanna
4
2015
Nonparametric estimation. (Estimation non-paramétrique.) Zbl 1357.62005
Comte, Fabienne
4
2015
Adaptive estimation of the dynamics of a discrete time stochastic volatility model. Zbl 1431.62139
Comte, F.; Lacour, C.; Rozenholc, Y.
4
2010
Fast nonparametric estimation for convolutions of densities. Zbl 1348.62119
Chesneau, Christophe; Comte, Fabienne; Navarro, Fabien
4
2013
Nonparametric weighted estimators for biased data. Zbl 1353.62036
Comte, Fabienne; Rebafka, Tabea
4
2016
Bandwidth selection for the Wolverton-Wagner estimator. Zbl 1437.62131
Comte, Fabienne; Marie, Nicolas
4
2020
Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables. Zbl 1005.62036
Comte, F.; Taupin, M.-L.
3
2001
Minimax estimation of the conditional cumulative distribution function. Zbl 1213.62063
Brunel, Elodie; Comte, Fabienne; Lacour, Claire
3
2010
Regression function estimation as a partly inverse problem. Zbl 1445.62079
Comte, F.; Genon-Catalot, V.
3
2020
Nonparametric estimation for survival data with censoring indicators missing at random. Zbl 1279.62206
Brunel, E.; Comte, F.; Guilloux, A.
3
2013
Estimation strategies for censored lifetimes with a Lexis-diagram type model. Zbl 1198.62132
Brunel, Elodie; Comte, Fabienne; Guilloux, Agathe
2
2008
Multiplicative Kalman filtering. Zbl 1274.62549
Comte, Fabienne; Genon-Catalot, Valentine; Kessler, Mathieu
2
2011
Nonparametric drift estimation for i.i.d. paths of stochastic differential equations. Zbl 1465.62069
Comte, Fabienne; Genon-Catalot, Valentine
2
2020
Correction to: “Nonparametric Laguerre estimation in the multiplicative censoring model”. Zbl 1379.62027
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
2
2017
Regression function estimation on non compact support in an heteroscesdastic model. Zbl 1436.62136
Comte, F.; Genon-Catalot, V.
2
2020
Nonparametric estimation of the intensity function of a recurrent event process. Zbl 1379.62023
Bouaziz, Olivier; Comte, Fabienne; Guilloux, Agathe
1
2013
Nonparametric survival function estimation for data subject to interval censoring case 2. Zbl 1432.62069
Bouaziz, Olivier; Brunel, Elodie; Comte, Fabienne
1
2019
Adaptive estimation of the hazard rate with multiplicative censoring. Zbl 1356.62046
Chagny, G.; Comte, F.; Roche, A.
1
2017
Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data. Zbl 1375.62021
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves
1
2012
Hazard estimation with censoring and measurement error: application to length of pregnancy. Zbl 1404.62031
Comte, Fabienne; Samson, Adeline; Stirnemann, Julien J.
1
2018
On a Nadaraya-Watson estimator with two bandwidths. Zbl 1471.62324
Comte, Fabienne; Marie, Nicolas
1
2021
On a Nadaraya-Watson estimator with two bandwidths. Zbl 1471.62324
Comte, Fabienne; Marie, Nicolas
1
2021
Bandwidth selection for the Wolverton-Wagner estimator. Zbl 1437.62131
Comte, Fabienne; Marie, Nicolas
4
2020
Regression function estimation as a partly inverse problem. Zbl 1445.62079
Comte, F.; Genon-Catalot, V.
3
2020
Nonparametric drift estimation for i.i.d. paths of stochastic differential equations. Zbl 1465.62069
Comte, Fabienne; Genon-Catalot, Valentine
2
2020
Regression function estimation on non compact support in an heteroscesdastic model. Zbl 1436.62136
Comte, F.; Genon-Catalot, V.
2
2020
Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\). Zbl 1415.62013
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
6
2019
Nonparametric estimation in fractional SDE. Zbl 1433.62097
Comte, Fabienne; Marie, Nicolas
6
2019
Nonparametric survival function estimation for data subject to interval censoring case 2. Zbl 1432.62069
Bouaziz, Olivier; Brunel, Elodie; Comte, Fabienne
1
2019
Laguerre and Hermite bases for inverse problems. Zbl 1395.62075
Comte, F.; Genon-Catalot, V.
8
2018
Hazard estimation with censoring and measurement error: application to length of pregnancy. Zbl 1404.62031
Comte, Fabienne; Samson, Adeline; Stirnemann, Julien J.
1
2018
Laplace deconvolution on the basis of time domain data and its application to dynamic contrast-enhanced imaging. Zbl 1414.62292
Comte, Fabienne; Cuenod, Charles-A.; Pensky, Marianna; Rozenholc, Yves
8
2017
Adaptive estimation for stochastic damping Hamiltonian systems under partial observation. Zbl 06789122
Comte, Fabienne; Prieur, Clémentine; Samson, Adeline
6
2017
Correction to: “Nonparametric Laguerre estimation in the multiplicative censoring model”. Zbl 1379.62027
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
2
2017
Adaptive estimation of the hazard rate with multiplicative censoring. Zbl 1356.62046
Chagny, G.; Comte, F.; Roche, A.
1
2017
Nonparametric Laguerre estimation in the multiplicative censoring model. Zbl 1357.62160
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine
9
2016
Nonparametric estimation in a multiplicative censoring model with symmetric noise. Zbl 1348.62120
Comte, F.; Dion, C.
6
2016
Nonparametric density and survival function estimation in the multiplicative censoring model. Zbl 06833263
Brunel, Elodie; Comte, Fabienne; Genon-Catalot, Valentine
5
2016
Nonparametric weighted estimators for biased data. Zbl 1353.62036
Comte, Fabienne; Rebafka, Tabea
4
2016
Adaptive Laguerre density estimation for mixed Poisson models. Zbl 1328.62228
Comte, Fabienne; Genon-Catalot, Valentine
17
2015
Lévy matters IV. Estimation for discretely observed Lévy processes. Zbl 1330.60002
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine; Masuda, Hiroki; Reiß, Markus
11
2015
Density deconvolution from repeated measurements without symmetry assumption on the errors. Zbl 1327.62202
Comte, Fabienne; Kappus, Johanna
7
2015
Adaptive estimation for Lévy processes. Zbl 1332.62280
Comte, Fabienne; Genon-Catalot, Valentine
6
2015
Estimation of the jump size density in a mixed compound Poisson process. Zbl 1419.62073
Comte, Fabienne; Duval, Celine; Genon-Catalot, Valentine; Kappus, Johanna
4
2015
Nonparametric estimation. (Estimation non-paramétrique.) Zbl 1357.62005
Comte, Fabienne
4
2015
Nonparametric density estimation in compound Poisson processes using convolution power estimators. Zbl 1282.62088
Comte, Fabienne; Duval, Céline; Genon-Catalot, Valentine
9
2014
Deconvolution estimation of onset of pregnancy with replicate observations. Zbl 06298505
Comte, Fabienne; Samson, Adeline; Stirnemann, Julien J.
5
2014
Anisotropic adaptive kernel deconvolution. Zbl 1348.62121
Comte, F.; Lacour, C.
33
2013
Nonparametric estimation for stochastic differential equations with random effects. Zbl 1284.62251
Comte, F.; Genon-Catalot, V.; Samson, A.
10
2013
Fast nonparametric estimation for convolutions of densities. Zbl 1348.62119
Chesneau, Christophe; Comte, Fabienne; Navarro, Fabien
4
2013
Nonparametric estimation for survival data with censoring indicators missing at random. Zbl 1279.62206
Brunel, E.; Comte, F.; Guilloux, A.
3
2013
Nonparametric estimation of the intensity function of a recurrent event process. Zbl 1379.62023
Bouaziz, Olivier; Comte, Fabienne; Guilloux, Agathe
1
2013
Affine fractional stochastic volatility models. Zbl 1298.60067
Comte, F.; Coutin, L.; Renault, E.
39
2012
Adaptive functional linear regression. Zbl 1373.62350
Comte, Fabienne; Johannes, Jan
16
2012
Convolution power kernels for density estimation. Zbl 1238.62041
Comte, F.; Genon-Catalot, V.
7
2012
Nonparametric estimation of random-effects densities in linear mixed-effects model. Zbl 1254.62039
Comte, Fabienne; Samson, Adeline
7
2012
Adaptive density estimation in the pile-up model involving measurement errors. Zbl 1295.62037
Comte, Fabienne; Rebafka, Tabea
4
2012
Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data. Zbl 1375.62021
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves
1
2012
Data-driven density estimation in the presence of additive noise with unknown distribution. Zbl 1226.62034
Comte, F.; Lacour, C.
40
2011
Estimation for Lévy processes from high frequency data within a long time interval. Zbl 1215.62084
Comte, Fabienne; Genon-Catalot, Valentine
30
2011
Adaptive estimation of the conditional intensity of marker-dependent counting processes. Zbl 1271.62222
Comte, F.; Gaïffas, S.; Guilloux, A.
17
2011
Multiplicative Kalman filtering. Zbl 1274.62549
Comte, Fabienne; Genon-Catalot, Valentine; Kessler, Mathieu
2
2011
Nonparametric adaptive estimation for pure jump Lévy processes. Zbl 1201.62042
Comte, F.; Genon-Catalot, V.
32
2010
Adaptive estimation in circular functional linear models. Zbl 1282.62071
Comte, F.; Johannes, J.
6
2010
Nonparametric estimation for stochastic volatility models. Zbl 1223.62017
Comte, F.; Genon-Catalot, V.; Rozenholc, Y.
5
2010
Pointwise deconvolution with unknown error distribution. (Déconvolution ponctuelle avec distribution de l’erreur inconnue.) Zbl 1186.62061
Comte, Fabienne; Lacour, Claire
4
2010
Adaptive estimation of the dynamics of a discrete time stochastic volatility model. Zbl 1431.62139
Comte, F.; Lacour, C.; Rozenholc, Y.
4
2010
Minimax estimation of the conditional cumulative distribution function. Zbl 1213.62063
Brunel, Elodie; Comte, Fabienne; Lacour, Claire
3
2010
Nonparametric estimation for pure jump Lévy processes based on high frequency data. Zbl 1177.62043
Comte, F.; Genon-Catalot, V.
34
2009
Adaptive estimation of linear functionals in the convolution model and applications. Zbl 1200.62022
Butucea, C.; Comte, F.
19
2009
Nonparametric density estimation in presence of bias and censoring. Zbl 1203.62052
Brunel, E.; Comte, F.; Guilloux, A.
12
2009
Nonparametric adaptive estimation for integrated diffusions. Zbl 1157.62054
Comte, F.; Genon-Catalot, V.; Rozenholc, Y.
11
2009
Cumulative distribution function estimation under interval censoring case 1. Zbl 1326.62075
Brunel, Elodie; Comte, Fabienne
8
2009
Adaptive density deconvolution with dependent inputs. Zbl 1282.62087
Comte, F.; Dedecker, J.; Taupin, M. L.
15
2008
Adaptive estimation of hazard rate with censored data. Zbl 1163.62075
Brunel, Elodie; Comte, Fabienne
7
2008
Adaptive density estimation for general ARCH models. Zbl 1277.62103
Comte, F.; Dedecker, J.; Taupin, M. L.
4
2008
Estimation strategies for censored lifetimes with a Lexis-diagram type model. Zbl 1198.62132
Brunel, Elodie; Comte, Fabienne; Guilloux, Agathe
2
2008
Penalized nonparametric mean square estimation of the coefficients of diffusion processes. Zbl 1127.62067
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves
34
2007
Finite sample penalization in adaptive density deconvolution. Zbl 1131.62027
Comte, F.; Rozenholc, Y.; Taupin, M.-L.
14
2007
Adaptive estimation of the conditional density in presence of censoring. Zbl 1193.62055
Brunel, Elodie; Comte, Fabienne; Lacour, Claire
8
2007
Adaptive estimation in a nonparametric regression model with errors-in-variables. Zbl 1133.62027
Comte, F.; Taupin, M.-L.
4
2007
Penalized contrast estimator for adaptive density deconvolution. Zbl 1104.62033
Comte, Fabienne; Rozenholc, Yves; Taupin, Marie-Luce
54
2006
Penalized projection estimator for volatility density. Zbl 1164.62371
Comte, F.; Genon-Catalot, V.
7
2006
Penalized contrast estimation of density and hazard rate with censored data. Zbl 1192.62102
Brunel, E.; Comte, F.
19
2005
Super optimal rates for nonparametric density estimation via projection estimators. Zbl 1065.62057
Comte, F.; Merlevéde, F.
5
2005
A new algorithm for fixed design regression and denoising. Zbl 1057.62030
Comte, F.; Rozenholc, Y.
21
2004
Kernel deconvolution of stochastic volatility models. Zbl 1062.62166
Comte, Fabienne
6
2004
Asymptotic theory for multivariate GARCH processes. Zbl 1038.62077
Comte, F.; Lieberman, O.
62
2003
Adaptive estimation of mean and volatility functions in (auto-)regressive models. Zbl 1064.62046
Comte, F.; Rozenholc, Y.
14
2002
Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection. Zbl 1012.62034
Baraud, Y.; Comte, F.; Viennet, G.
27
2001
Model selection for (auto-)regression with dependent data. Zbl 0990.62035
Baraud, Yannick; Comte, F.; Viennet, G.
17
2001
Adaptive estimation of the spectrum of a stationary Gaussian sequence. Zbl 0981.62075
Comte, Fabienne
12
2001
Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables. Zbl 1005.62036
Comte, F.; Taupin, M.-L.
3
2001
Second-oder noncausality in multivariate GARCH processes. Zbl 0972.62075
Comte, Fabienne; Lieberman, Offer
10
2000
Discrete and continuous time cointegration. Zbl 1070.62523
Comte, F.
8
1999
Long memory in continuous-time stochastic volatility models. Zbl 1020.91021
Comte, Fabienne; Renault, Eric
144
1998
Long memory continuous time models. Zbl 0856.62104
Comte, F.; Renault, E.
57
1996
Simulation and estimation of long memory continuous time models. Zbl 0836.62060
Comte, F.
11
1996
all top 5

Cited by 793 Authors

61 Comte, Fabienne
24 Genon-Catalot, Valentine
14 Chesneau, Christophe
14 Lacour, Claire
11 Rozenholc, Yves
10 Brunel, Élodie
9 Duval, Céline
9 Hafner, Christian Matthias
9 Taupin, Marie-Luce
8 Chagny, Gaëlle
8 Samson, Adeline
8 Todorov, Viktor
7 Alòs, Elisa
7 Belomestny, Denis
7 Guilloux, Agathe
7 Kappus, Johanna
7 Pensky, Marianna
6 Bertin, Karine
6 Leonenko, Nikolai N.
6 Roche, Angelina
6 Schmisser, Emeline
6 Trabs, Mathias
5 Bollerslev, Tim
5 Butucea, Cristina
5 Dedecker, Jérôme
5 Funahashi, Hideharu
5 Hoffmann, Marc R.
5 Jacquier, Antoine
5 Johannes, Jan
5 Li, Zhi
5 Mabon, Gwennaëlle
5 Marie, Nicolas
5 Phuong, Cao Xuan
5 Reiß, Markus
5 Tauchen, George E.
5 Tsai, Henghsiu
5 Viens, Frederi G.
5 Zhang, Zhimin
4 Akakpo, Nathalie
4 Benhaddou, Rida
4 Chronopoulou, Alexandra
4 Corsi, Fulvio
4 Francq, Christian
4 Gloter, Arnaud
4 Gugushvili, Shota
4 Iglesias, Emma M.
4 Kato, Kengo
4 Klutchnikoff, Nicolas
4 Lemler, Sarah
4 Mariucci, Ester
4 McAleer, Michael
4 Mykland, Per Aslak
4 Navarro, Fabien
4 Otsu, Taisuke
4 Rásonyi, Miklós
4 Rosenbaum, Mathieu
4 Sart, Mathieu
4 Spreij, Peter
4 Vetter, Mathias
4 Wu, Cong
3 Aït-Sahalia, Yacine
3 Andersen, Torben G.
3 Baraud, Yannick
3 Barndorff-Nielsen, Ole Eiler
3 Caporin, Massimiliano
3 Chan, Kung-Sik
3 Dalalyan, Arnak S.
3 Dattner, Itai
3 Dion, Charlotte
3 El Kolei, Salima
3 Gaïffas, Stéphane
3 Gao, Jiti
3 Garnier, Josselin
3 Goldenshluger, Alexander
3 Gulisashvili, Archil
3 Jacod, Jean
3 Jiménez-Gamero, María Dolores
3 Kijima, Masaaki
3 Kroll, Martin H.
3 Kurisu, Daisuke
3 León, José Rafael R.
3 Lepskiĭ, Oleg Vital’evich
3 Li, Jia
3 Lieberman, Offer
3 Liu, Youming
3 Meddahi, Nour
3 Michel, Bertrand
3 Nourdin, Ivan
3 Nualart, David
3 Panloup, Fabien
3 Pergamenshchikov, Sergeĭ Markovich
3 Phillips, Garry D. A.
3 Plancade, Sandra
3 Preminger, Arie
3 Prieur, Clémentine
3 Rebafka, Tabea
3 Renault, Eric
3 Reynaud-Bouret, Patricia
3 Rivoirard, Vincent
3 Rombouts, Jeroen V. K.
...and 693 more Authors
all top 5

Cited in 126 Serials

47 Journal of Econometrics
34 Stochastic Processes and their Applications
34 Electronic Journal of Statistics
31 Econometric Theory
30 The Annals of Statistics
30 Journal of Statistical Planning and Inference
26 Bernoulli
21 Journal of Multivariate Analysis
20 Mathematical Methods of Statistics
19 Statistical Inference for Stochastic Processes
18 Journal of Nonparametric Statistics
15 Statistics & Probability Letters
15 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
12 Quantitative Finance
11 Scandinavian Journal of Statistics
10 Statistics
10 Communications in Statistics. Theory and Methods
10 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
9 Metrika
9 Journal of Applied Probability
9 Computational Statistics and Data Analysis
8 Journal of Time Series Analysis
8 SIAM Journal on Financial Mathematics
7 Annals of the Institute of Statistical Mathematics
7 Annals of Finance
6 Journal of Computational and Applied Mathematics
6 Journal of the Royal Statistical Society. Series B. Statistical Methodology
5 Journal of the American Statistical Association
5 The Annals of Applied Probability
5 Test
5 Finance and Stochastics
5 International Journal of Theoretical and Applied Finance
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
5 Advances in Difference Equations
4 Mathematics and Computers in Simulation
4 Insurance Mathematics & Economics
4 Econometric Reviews
4 Communications in Statistics. Simulation and Computation
4 The Econometrics Journal
4 Decisions in Economics and Finance
4 Stochastics
4 Journal of the Korean Statistical Society
4 Statistics and Computing
3 Advances in Applied Probability
3 Physica A
3 Stochastic Analysis and Applications
3 Probability Theory and Related Fields
3 Economics Letters
3 Journal of Statistical Computation and Simulation
3 Applied Mathematical Finance
3 Journal of Time Series Econometrics
2 The Canadian Journal of Statistics
2 Mathematical Biosciences
2 Chaos, Solitons and Fractals
2 Journal of Functional Analysis
2 Acta Applicandae Mathematicae
2 Statistical Science
2 Journal of Theoretical Probability
2 Machine Learning
2 Theory of Probability and Mathematical Statistics
2 Applied and Computational Harmonic Analysis
2 Lifetime Data Analysis
2 The Journal of Fourier Analysis and Applications
2 Mathematical Finance
2 Vietnam Journal of Mathematics
2 Abstract and Applied Analysis
2 Methodology and Computing in Applied Probability
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Frontiers of Mathematics in China
2 Mathematics and Financial Economics
2 Science China. Mathematics
2 Sankhyā. Series A
2 Sankhyā. Series B
2 Modern Stochastics. Theory and Applications
2 Japanese Journal of Statistics and Data Science
1 Applicable Analysis
1 Journal of the Franklin Institute
1 Journal of Mathematical Analysis and Applications
1 Journal of Statistical Physics
1 Lithuanian Mathematical Journal
1 The Annals of Probability
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 International Journal of Mathematics and Mathematical Sciences
1 Mathematics of Operations Research
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Signal Processing
1 Multidimensional Systems and Signal Processing
1 SIAM Journal on Mathematical Analysis
1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
1 Computational Economics
1 Journal of Mathematical Sciences (New York)
1 Statistica Sinica
1 Advances in Computational Mathematics
1 Monte Carlo Methods and Applications
1 Electronic Journal of Probability
1 Electronic Communications in Probability
1 Mathematical Problems in Engineering
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Far East Journal of Theoretical Statistics
...and 26 more Serials

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