المؤلفون: Comte, Fabienne, Genon-Catalot, Valentine, Larédo, Catherine

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité), Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité)

المصدر: https://hal.science/hal-04460327 ; 2024.

مصطلحات موضوعية: Invariant density, interaction function, Hermite basis, McKean-Vlasov stochastic differential equation, moment method, projection estimators, Nonparametric drift estimation, MSC 62G05-62M99-60J60, [STAT]Statistics [stat], [MATH]Mathematics [math]

Relation: hal-04460327; https://hal.science/hal-04460327; https://hal.science/hal-04460327/document; https://hal.science/hal-04460327/file/NPMoments_26_01_24.pdf

الاتاحة: https://hal.science/hal-04460327
https://hal.science/hal-04460327/document
https://hal.science/hal-04460327/file/NPMoments_26_01_24.pdf

المؤلفون: Comte, Fabienne, Genon-Catalot, Valentine, Larédo, Catherine

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité), Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité)

المصدر: https://hal.science/hal-04460327 ; 2024.

مصطلحات موضوعية: Invariant density, interaction function, Hermite basis, McKean-Vlasov stochastic differential equation, moment method, projection estimators, Nonparametric drift estimation, MSC 62G05-62M99-60J60, [STAT]Statistics [stat], [MATH]Mathematics [math]

Relation: hal-04460327; https://hal.science/hal-04460327; https://hal.science/hal-04460327v2/document; https://hal.science/hal-04460327v2/file/McKean-HalV2.pdf

الاتاحة: https://hal.science/hal-04460327
https://hal.science/hal-04460327v2/document
https://hal.science/hal-04460327v2/file/McKean-HalV2.pdf

المؤلفون: Celisse, Alain

المساهمون: Laboratoire Paul Painlevé - UMR 8524 LPP

مصطلحات موضوعية: density estimation, oracle inequality, projection estimators, concentration inequalities, Cross-validation, leave-p-out, resampling, risk estimation, model selection

وصف الملف: application/octet-stream

Relation: http://hdl.handle.net/20.500.12210/120859

الاتاحة: https://hdl.handle.net/20.500.12210/120859

المؤلفون: Marie, Nicolas

المساهمون: Modélisation aléatoire de Paris X (MODAL'X), Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS)

المصدر: 52èmes journées de statistique de la SFdS
https://hal.science/hal-04403689
52èmes journées de statistique de la SFdS, Jun 2021, Nice, France

مصطلحات موضوعية: Nonparametric estimators, Projection estimators, Model selection, Regression model, [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]

جغرافية الموضوع: Nice, France

Time: Nice, France

Relation: hal-04403689; https://hal.science/hal-04403689; https://hal.science/hal-04403689/document; https://hal.science/hal-04403689/file/Sur_une_generalisation_de_la_methode_PCO.pdf

الاتاحة: https://hal.science/hal-04403689
https://hal.science/hal-04403689/document
https://hal.science/hal-04403689/file/Sur_une_generalisation_de_la_methode_PCO.pdf

المؤلفون: Comte, Fabienne, Genon-Catalot, Valentine

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS), Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité)

المصدر: https://hal.science/hal-03696877 ; 2022.

مصطلحات موضوعية: Interacting particle systems, nonparametric inference, projection estimators, adaptive method, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]

Relation: hal-03696877; https://hal.science/hal-03696877; https://hal.science/hal-03696877v2/document; https://hal.science/hal-03696877v2/file/FinalInteractingSJS.pdf

الاتاحة: https://hal.science/hal-03696877
https://hal.science/hal-03696877v2/document
https://hal.science/hal-03696877v2/file/FinalInteractingSJS.pdf

المؤلفون: Comte, Fabienne, Genon-Catalot, Valentine

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 1387-0874.

مصطلحات موضوعية: Continuous time moving average, Gaussian processes, Model selection, Nonparametric estimation, Projection estimators, 62G05-62M09, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]

Relation: hal-02546705; https://hal.science/hal-02546705; https://hal.science/hal-02546705/document; https://hal.science/hal-02546705/file/CARMA-HAL.pdf

الاتاحة: https://hal.science/hal-02546705
https://hal.science/hal-02546705/document
https://hal.science/hal-02546705/file/CARMA-HAL.pdf
https://doi.org/10.1007/s11203-020-09228-y

المؤلفون: Comte, Fabienne, Genon-Catalot, Valentine

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS)

المصدر: EISSN: 2196-7040 ; Statistics & Risk Modeling with Applications in Finance and Insurance ; https://hal.science/hal-03140184 ; Statistics & Risk Modeling with Applications in Finance and Insurance, 2021, 38 (1-2), pp.1-24. ⟨10.1515/strm-2021-0007⟩

مصطلحات موضوعية: Stochastic convolution, Projection estimators, Continuous time moving average, Lévy processes, Model selection, Nonparametric estimation, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]

Relation: hal-03140184; https://hal.science/hal-03140184; https://hal.science/hal-03140184v3/document; https://hal.science/hal-03140184v3/file/CARMA-Levy-RevS%26R.pdf

الاتاحة: https://hal.science/hal-03140184
https://hal.science/hal-03140184v3/document
https://hal.science/hal-03140184v3/file/CARMA-Levy-RevS%26R.pdf
https://doi.org/10.1515/strm-2021-0007

المؤلفون: Wegkamp, Marten H.

المصدر: The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 1999 Jun 01. 27(2), 409-420.

URL الوصول: https://www.jstor.org/stable/3315649

المؤلفون: Comte, Fabienne, Genon-Catalot, Valentine

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0090-5364.

مصطلحات موضوعية: Diusion process, Hermite basis, Laguerre basis, model selection, non- parametric drift estimation, projection estimators, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]

Relation: hal-02083474; https://hal.science/hal-02083474; https://hal.science/hal-02083474/document; https://hal.science/hal-02083474/file/Driftiid_3.pdf

الاتاحة: https://hal.science/hal-02083474
https://hal.science/hal-02083474/document
https://hal.science/hal-02083474/file/Driftiid_3.pdf
https://doi.org/10.1214/19-AOS1933

المؤلفون: Roche, Angelina

مصطلحات موضوعية: Functional data analysis, Lasso, Model selection, multivariate functional linear model, projection estimators, Variable selection, Probabilités et mathématiques appliquées

Time: 519

وصف الملف: application/pdf

Relation: Electronic Journal of Statistics; 17; 2023-11; Institute of Mathematical Statistics; non; oui; https://basepub.dauphine.psl.eu/handle/123456789/25317; https://hal.science/hal-01725351

الاتاحة: https://basepub.dauphine.psl.eu/handle/123456789/25317
https://hal.science/hal-01725351

المؤلفون: Reynaud-Bouret, Patricia

المصدر: Bernoulli, 2006 Aug 01. 12(4), 633-661.

URL الوصول: https://www.jstor.org/stable/25464828

المؤلفون: Belomestny, Denis, Schoenmakers, John G.M.

مصطلحات موضوعية: Mckean-Vlasov equations, particle systems, projection estimators, explicit solutions

Time: 510

وصف الملف: application/pdf

الاتاحة: https://doi.org/10.34657/3031
https://oa.tib.eu/renate/handle/123456789/2340

المؤلفون: Valentine Genon-Catalot, Fabienne Comte

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions (INSMI)-Centre National de la Recherche Scientifique (CNRS)

المصدر: Statistics & Risk Modeling with Applications in Finance and Insurance
Statistics & Risk Modeling with Applications in Finance and Insurance, De Gruyter, 2021, 38 (1-2), pp.1-24. ⟨10.1515/strm-2021-0007⟩

مصطلحات موضوعية: Statistics and Probability, Discrete mathematics, 010102 general mathematics, Kernel density estimation, Model selection, 01 natural sciences, Moving-average model, Lévy process, Projection (linear algebra), Convolution, Projection estimators, 010104 statistics & probability, Square-integrable function, Kernel (image processing), Lévy processes, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], Modeling and Simulation, Stochastic convolution, Continuous time moving average, 0101 mathematics, Statistics, Probability and Uncertainty, Martingale (probability theory), Nonparametric estimation, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::af4286f4c6fef27063d6977890850843
https://hal.archives-ouvertes.fr/hal-03140184

المؤلفون: Fabienne Comte, Valentine Genon-Catalot

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions (INSMI)-Centre National de la Recherche Scientifique (CNRS)

المصدر: Statistical Inference for Stochastic Processes
Statistical Inference for Stochastic Processes, Springer Verlag, 2021, 24 (1), pp.149-177. ⟨10.1007/s11203-020-09228-y⟩

مصطلحات موضوعية: Statistics and Probability, Gaussian, Dimension (graph theory), Gaussian processes, Model selection, 01 natural sciences, Projection estimators, 010104 statistics & probability, symbols.namesake, Wiener process, Moving average, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], 0502 economics and business, Continuous time moving average, 0101 mathematics, Gaussian process, 050205 econometrics, Mathematics, Discrete mathematics, 05 social sciences, Moving-average model, 62G05-62M09, Projection (relational algebra), Square-integrable function, symbols, Nonparametric estimation

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::788823d3ab94e43646d2207fb4c88140
https://hal.archives-ouvertes.fr/hal-02546705

المؤلفون: Comte, Fabienne, Genon-Catalot, Valentine

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0304-4149.

مصطلحات موضوعية: Adaptive nonparametric estimation. High frequency data. Lévy processes. Projection estimators, AMS 62G05-62M05-60G51, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]

Relation: hal-00358184; https://hal.science/hal-00358184; https://hal.science/hal-00358184/document; https://hal.science/hal-00358184/file/LevyHFComteGenon.pdf

الاتاحة: https://hal.science/hal-00358184
https://hal.science/hal-00358184/document
https://hal.science/hal-00358184/file/LevyHFComteGenon.pdf
https://doi.org/10.1016/j.spa.2009.09.013

المؤلفون: Alain Celisse

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://arxiv.org/pdf/0811.0802v1.pdf.

مصطلحات موضوعية: Density estimation, cross-validation, model selection, leave-p-out, random penalty, oracle inequality, projection estimators, adaptivity in the minimax sense, Hölder, Besov

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.247.4433; http://arxiv.org/pdf/0811.0802v1.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.247.4433
http://arxiv.org/pdf/0811.0802v1.pdf

المؤلفون: Lacour, Claire

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0304-4149.

مصطلحات موضوعية: Adaptive estimation, Markov Chain, Stationary density, Transition density, Model selection, Penalized contrast, Projection estimators, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/math/0611645; hal-00115457; https://hal.science/hal-00115457; https://hal.science/hal-00115457v2/document; https://hal.science/hal-00115457v2/file/densitestatdeuxiemerev.pdf; ARXIV: math/0611645

الاتاحة: https://hal.science/hal-00115457
https://hal.science/hal-00115457v2/document
https://hal.science/hal-00115457v2/file/densitestatdeuxiemerev.pdf
https://doi.org/10.1016/j.spa.2007.04.013

المؤلفون: Claire Lacour

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://arxiv.org/pdf/math/0611645v2.pdf.

مصطلحات موضوعية: Key words, Adaptive estimation, Markov Chain, Stationary density, Transition density, Model selection, Penalized contrast, Projection estimators

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.241.3304; http://arxiv.org/pdf/math/0611645v2.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.241.3304
http://arxiv.org/pdf/math/0611645v2.pdf

المؤلفون: Comte, Fabienne, Taupin, Marie-Luce

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS), Laboratoire de Mathématiques d'Orsay (LM-Orsay), Université Paris-Sud - Paris 11 (UP11)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 1017-0405.

مصطلحات موضوعية: Adaptive estimation, Errors-in-variables, Density deconvolution, Minimax estimation, Nonparametric regression, Projection estimators, MSC 2000 Primary 62G08, 62G07. Secondary 62G05, 62G20, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/math.ST/0511111; hal-00013248; https://hal.science/hal-00013248; https://hal.science/hal-00013248/document; https://hal.science/hal-00013248/file/comtetaupin.pdf; ARXIV: math.ST/0511111

الاتاحة: https://hal.science/hal-00013248
https://hal.science/hal-00013248/document
https://hal.science/hal-00013248/file/comtetaupin.pdf

المؤلفون: Valentine Genon-Catalot, Fabienne Comte

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions (INSMI)-Centre National de la Recherche Scientifique (CNRS)

المصدر: Annals of Statistics
Annals of Statistics, Institute of Mathematical Statistics, 2020, 48 (6), pp.3336-3365. ⟨10.1214/19-AOS1933⟩
Ann. Statist. 48, no. 6 (2020), 3336-3365

مصطلحات موضوعية: Statistics and Probability, Independent and identically distributed random variables, Laguerre basis, model selection, Dimension (graph theory), projection estimators, Interval (mathematics), 01 natural sciences, Combinatorics, 010104 statistics & probability, Stochastic differential equation, 62M05, Diusion process, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], Diffusion process, 62G07, 0101 mathematics, Mathematics, Hermite basis, Stochastic process, nonparametric drift estimation, Function (mathematics), Projection (relational algebra), Bounded function, non- parametric drift estimation, Statistics, Probability and Uncertainty

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dbdea4f65644c789c38ad8bedf7ea7dc
https://hal.archives-ouvertes.fr/hal-02083474