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Adaptive non-parametric estimation in the presence of dependence

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  • Asin, Nicolas
  • Johannes, Jan

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  • Asin, Nicolas & Johannes, Jan, 2016. "Adaptive non-parametric estimation in the presence of dependence," LIDAM Discussion Papers ISBA 2016007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2016007
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    References listed on IDEAS

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    1. Comte, Fabienne & Johannes, Jan, 2012. "Adaptive functional linear regression," LIDAM Reprints ISBA 2012031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Comte, F. & Rozenholc, Y., 2002. "Adaptive estimation of mean and volatility functions in (auto-)regressive models," Stochastic Processes and their Applications, Elsevier, vol. 97(1), pages 111-145, January.
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    Cited by:

    1. Comte, Fabienne & Prieur, Clémentine & Samson, Adeline, 2017. "Adaptive estimation for stochastic damping Hamiltonian systems under partial observation," Stochastic Processes and their Applications, Elsevier, vol. 127(11), pages 3689-3718.

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