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10/24/2022
Nonparametric Drift Estimation from Diffusions with Correlated Brownian Motions
In the present paper, we consider that N diffusion processes X^1,…,X^N a...
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11/29/2021
Linear functional estimation under multiplicative measurement errors
We study the non-parametric estimation of the value θ(f ) of a linear fu...
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06/24/2021
On a Projection Estimator of the Regression Function Derivative
In this paper, we study the estimation of the derivative of a regression...
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09/22/2020
Spectral cut-off regularisation for density estimation under multiplicative measurement errors
We study the non-parametric estimation of an unknown density f with supp...
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04/04/2020
Nonparametric Estimation for I.I.D. Paths of Fractional SDE
This paper deals with nonparametric projection estimators of the drift f...
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01/26/2020
On a Nadaraya-Watson Estimator with Two Bandwidths
In a regression model, we write the Nadaraya-Watson estimator of the reg...
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02/02/2019