Fabienne Comte
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French statistician
Fabienne Comte's AcademicInfluence.com Rankings
Fabienne Comtemathematics Degrees
Mathematics
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Control Theory
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Probability Theory
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Statistics
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Mathematics
Fabienne Comte's Degrees
- PhD Statistics Université Paris Cité
Why Is Fabienne Comte Influential?
(Suggest an Edit or Addition)According to Wikipedia, Fabienne Comte is a French statistician known for her research on topics including statistical finance, stochastic volatility, autoregressive conditional heteroskedasticity, and deconvolution. She is a professor in the unit for mathematics and computer science at the University of Paris.
Fabienne Comte's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Long memory in continuous‐time stochastic volatility models (1998) (701)
- Asymptotic theory for multivariate GARCH processes (2003) (273)
- Long memory continuous time models (1996) (245)
- Affine fractional stochastic volatility models (2012) (127)
- Penalized contrast estimator for adaptive density deconvolution (2006) (119)
- Penalized nonparametric mean square estimation of the coefficients of diffusion processes (2007) (106)
- Data‐driven density estimation in the presence of additive noise with unknown distribution (2011) (84)
- Anisotropic adaptive kernel deconvolution (2013) (83)
- Nonparametric adaptive estimation for pure jump Lévy processes (2008) (78)
- Nonparametric estimation for pure jump Lévy processes based on high frequency data. (2009) (75)
- Estimation for L\'{e}vy processes from high frequency data within a long time interval (2011) (71)
- Adaptive estimation in autoregression or -mixing regression via model selection (2001) (68)
- Adaptive estimation of linear functionals in the convolution model and applications (2009) (61)
- A new algorithm for fixed design regression and denoising (2004) (59)
- Second‐Order Noncausality in Multivariate GARCH Processes (2000) (59)
- Adaptive Laguerre density estimation for mixed Poisson models (2015) (58)
- Adaptive functional linear regression (2011) (57)
- Adaptive estimation of mean and volatility functions in (auto-)regressive models (2002) (55)
- SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS (1996) (52)
- MODEL SELECTION FOR (AUTO-)REGRESSION WITH DEPENDENT DATA (2001) (52)
- Adaptive estimation of the spectrum of a stationary Gaussian sequence (2001) (46)
- PENALIZED CONTRAST ESTIMATION OF DENSITY AND HAZARD RATE WITH CENSORED DATA. (2005) (45)
- Adaptive estimation of the stationary density of discrete and continuous time mixing processes (2002) (42)
- Data driven density estimation in presence of unknown convolution operator (2011) (42)
- Noncausality in Continuous Time Models (1996) (40)
- Adaptive estimation of the conditional intensity of marker-dependent counting processes (2008) (37)
- Laplace deconvolution on the basis of time domain data and its application to dynamic contrast‐enhanced imaging (2014) (36)
- Discrete and continuous time cointegration (1999) (33)
- Nonparametric estimation for stochastic differential equations with random effects (2013) (32)
- Adaptive density deconvolution with dependent inputs (2006) (31)
- Nonparametric Laguerre estimation in the multiplicative censoring model (2016) (31)
- Finite sample penalization in adaptive density deconvolution (2006) (29)
- Adaptive estimation of the conditional density in presence of censoring. (2007) (27)
- Lévy Matters IV: Estimation for Discretely Observed Lévy Processes (2014) (26)
- Nonparametric density estimation in compound Poisson processes using convolution power estimators (2014) (24)
- Laguerre and Hermite bases for inverse problems (2018) (24)
- Convolution power kernels for density estimation (2012) (23)
- Penalized Projection Estimator for Volatility Density (2006) (22)
- Cumulative distribution function estimation under interval censoring case 1 (2008) (22)
- Nonparametric density and survival function estimation in the multiplicative censoring model (2016) (21)
- Nonparametric adaptive estimation for integrated diffusions (2009) (21)
- Adaptive Estimation of Hazard Rate with Censored Data (2008) (21)
- Nonparametric density estimation in presence of bias and censoring (2009) (21)
- Density deconvolution from repeated measurements without symmetry assumption on the errors (2014) (20)
- Deconvolution Estimation of Onset of Pregnancy with Replicate Observations (2014) (20)
- Nonparametric estimation of random-effects densities in linear mixed-effects model (2012) (20)
- Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (2020) (19)
- Nonparametric Estimation of the Regression Function in an Errors-in-Variables Model (2005) (19)
- Kernel deconvolution of stochastic volatility models (2004) (18)
- Adaptive estimation for stochastic damping Hamiltonian systems under partial observation (2017) (18)
- Nonparametric estimation in a multiplicative censoring model with symmetric noise (2016) (18)
- ADAPTIVE NONPARAMETRIC REGRESSION ESTIMATION IN PRESENCE OF RIGHT CENSORING. (2006) (18)
- Regression function estimation as a partly inverse problem (2020) (17)
- Non‐parametric estimation for pure jump irregularly sampled or noisy Lévy processes (2010) (17)
- Estimation non-paramétrique (2015) (16)
- Laplace deconvolution and its application to Dynamic Contrast Enhanced imaging (2012) (14)
- Nonparametric estimation in fractional SDE (2018) (14)
- Nonparametric estimation for a stochastic volatility model (2007) (13)
- Sobolev-Hermite versus Sobolev nonparametric density estimation on $${\mathbb {R}}$$R (2019) (13)
- Drift estimation on non compact support for diffusion models (2021) (13)
- Density estimation of a biomedical variable subject to measurement error using an auxiliary set of replicate observations (2012) (13)
- Minimax estimation of the conditional cumulative distribution function (2010) (12)
- Bandwidth selection for the Wolverton–Wagner estimator (2019) (12)
- Fast nonparametric estimation for convolutions of densities (2013) (12)
- ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS (2006) (12)
- Adaptive estimation in circular functional linear models (2009) (12)
- Pointwise deconvolution with unknown error distribution (2010) (11)
- Adaptive Estimation for Lévy Processes (2015) (11)
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model (2010) (9)
- ADAPTIVE ESTIMATION IN A NONPARAMETRIC REGRESSION MODEL WITH ERRORS-IN-VARIABLES (2007) (9)
- Estimation of the Jump Size Density in a Mixed Compound Poisson Process (2015) (9)
- REGRESSION FUNCTION ESTIMATION ON NON COMPACT SUPPORT AS A PARTLY INVERSE PROBLEM (2018) (9)
- Adaptive density estimation in the pile-up model involving measurement errors (2010) (9)
- Nonparametric estimation for survival data with censoring indicators missing at random (2013) (8)
- Sobolev-Hermite versus Sobolev nonparametric density estimation on R\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\ (2017) (8)
- Adaptive Estimation in an Autoregression and a Geometrical b -Mixing Regression Framework (1998) (7)
- Intermediate-dose versus low-dose low-molecular-weight heparin in pregnant and post-partum women with a history of venous thromboembolism (Highlow study): an open-label, multicentre, randomised, controlled trial (2022) (6)
- Spectral cut-off regularisation for density estimation under multiplicative measurement errors (2020) (6)
- Super optimal rates for nonparametric density estimation via projection estimators (2005) (6)
- Estimation Strategies for Censored Lifetimes with a Lexis‐Diagram Type Model (2008) (6)
- NONPARAMETRIC ESTIMATION FOR A DISCRETELY OBSERVED INTEGRATED DIFFUSION MODEL (2006) (6)
- Nonparametric weighted estimators for biased data (2016) (5)
- Penalized nonparametric mean square (2007) (5)
- NONPARAMETRIC ESTIMATION OF THE INTENSITY FUNCTION OF A RECURRENT EVENT PROCESS (2013) (5)
- Spline regression for hazard rate estimation when data are censored and measured with error (2017) (5)
- Deconvolution with estimated characteristic function of the errors. (2008) (5)
- Regression function estimation on non compact support in an heteroscesdastic model (2020) (5)
- Hazard estimation for censored data contaminated with additive measurement error: application to length of pregnancy (2015) (5)
- Nonparametric estimation for I.I.D. paths of fractional SDE (2020) (5)
- Laguerre deconvolution with unknown matrix operator (2017) (4)
- Nonparametric survival function estimation for data subject to interval censoring case 2 (2019) (4)
- Hazard estimation with censoring and measurement error: application to length of pregnancy (2018) (4)
- Laguerre estimation for k-monotone densities observed with noise (2016) (4)
- Multiplicative Kalman filtering (2011) (4)
- On a Nadaraya-Watson estimator with two bandwidths (2020) (4)
- Option Hedging and Implicit Volatilities. Non Causality in Continuous Time Varma Models (1993) (3)
- Optimal Adaptive Estimation on R or R + of the Derivatives of a Density (2021) (3)
- Linear functional estimation under multiplicative measurement errors (2021) (2)
- Model selection for additive regression models in the presence of censoring. (2008) (2)
- Non parametric estimation of the coefficients of ergodic diffusion processes based on high frequency data (2012) (2)
- Estimation/Imputation Strategies for Missing Data in Survival Analysis (2014) (2)
- Conditional mean residual life estimation (2011) (2)
- Nonparametric estimation for i.i.d. Gaussian continuous time moving average models (2020) (2)
- Estimation of convolution in the model with noise (2015) (2)
- NON COMPACT ESTIMATION OF THE CONDITIONAL DENSITY FROM DIRECT OR NOISY DATA (2022) (1)
- Nonparametric density and survival function estimation in the multiplicative censoring model (2016) (1)
- Nonparametric Drift Estimation from Diffusions with Correlated Brownian Motions (2022) (1)
- Laguerre basis for inverse problems (2017) (1)
- Density estimation for nonnegative random variables (2011) (1)
- Censored data and measurement error (2015) (1)
- Statistical Inference for Renewal Processes (2018) (1)
- Adaptive estimation of the hazard rate with multiplicative censoring (2017) (1)
- Laguerre estimation under constraint at a single point (2017) (1)
- From regression function to diffusion drift estimation in nonparametric setting (2020) (0)
- Nonparametric density estimation for mixed Poisson processes (2013) (0)
- Hazard estimation with censoring and measurement error: application to length of pregnancy (2017) (0)
- Global correction of projection estimators under local constraint (2020) (0)
- Nonparametric estimation for i.i.d. Gaussian continuous time moving average models (2020) (0)
- SPLINE REGRESSION FOR HAZARD RATE ESTIMATION (2017) (0)
- Adaptive estimation methods for pure jump Lévy processes in high frequency setting (2014) (0)
- SPLINE REGRESSION FOR HAZARD RATE ESTIMATION (2017) (0)
- COMPARISON OF SOME RECENT METHODS IN ADAPTIVE DENSITY ESTIMATION FOR BIASED DATA (2015) (0)
- Discussion of “Hypothesis testing by convex optimization” (2015) (0)
- Laguerre deconvolution with unknown matrix operator (2017) (0)
- Hazard regression with noncompactly supported bases (2021) (0)
- Projection estimators under constraint at a single point (2020) (0)
- Foreword (2020) (0)
- Nonparametric estimation of the interarrival distribution of a renewal process (2016) (0)
- Model Selection for Additive Regression in the Presence of Right‐Censoring (2010) (0)
- CHAPTER 5 Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data (2017) (0)
- Kernel estimation for Lévy driven stochastic convolutions (2021) (0)
- Optimal Adaptive Estimation on $${\mathbb{R}}$$ or $${\mathbb{R}}^{{+}}$$of the Derivatives of a Density (2020) (0)
- Should we estimate a product of density functions by a product of estimators? (2023) (0)
- Regression function estimation on non compact support in an heteroscesdastic model (2019) (0)
- Regression function estimation as a partly inverse problem (2019) (0)
- Long Range Dependence (2010) (0)
- On a projection estimator of the regression function derivative (2021) (0)
- Affine fractional stochastic volatility models (2010) (0)
- Hazard regression with non compactly supported bases (2020) (0)
- Série des Documents de Travail n ° 2014-39 Estimation of Convolution In The Model with Noise C . CHESNEAU 1 (2014) (0)
- Nonparametric density estimation in compound Poisson processes using convolution power estimators (2013) (0)
- Regression with non compactly supported bases (2018) (0)
- Lv??y Matters IV (2015) (0)
- Nonparametric estimation in fractional SDE (2019) (0)
- Linear functional estimation under multiplicative measurement error (2023) (0)
- Discussion on the paper ”Hypotheses testing by convex optimization” by A. Goldenschluger, A. Juditsky and A. (2018) (0)
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