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pro vyhledávání: '"MARIE, Nicolas"'
Autor:
Marie, Nicolas
This paper deals with sufficient conditions on the distribution of the random variable $H$, in the model $X =\Pi_C(H)$, for the convex hull $\widehat C_N$ of $N$ independent copies of $X$ to be a consistent estimator - with or without rate of converg
Externí odkaz:
http://arxiv.org/abs/2407.05011
Autor:
Comte, Fabienne, Marie, Nicolas
We assume that we observe $N$ independent copies of a diffusion process on a time-interval $[0,2T]$. For a given time $t$, we estimate the transition density $p_t(x,y)$, namely the conditional density of $X_{t + s}$ given $X_s = x$, under conditions
Externí odkaz:
http://arxiv.org/abs/2404.00157
Autor:
Marie, Nicolas, Rosier, Amélie
This paper deals with a nonparametric warped kernel estimator $\widehat b$ of the drift function computed from independent continuous observations of a diffusion process. A risk bound on $\widehat b$ is established. The paper also deals with an exten
Externí odkaz:
http://arxiv.org/abs/2403.00186
Autor:
Marie, Nicolas
This paper deals with a Skorokhod's integral based projection type estimator $\widehat b_m$ of the drift function $b_0$ computed from $N\in\mathbb N^*$ independent copies $X^1,\dots,X^N$ of the solution $X$ of $dX_t = b_0(X_t)dt +\sigma dB_t$, where
Externí odkaz:
http://arxiv.org/abs/2307.04949
Autor:
Marie, Nicolas
This paper deals with a Skorokhod's integral based least squares type estimator $\widehat\theta_N$ of the drift parameter $\theta_0$ computed from $N\in\mathbb N^*$ (possibly dependent) copies $X^1,\dots,X^N$ of the solution $X$ of $dX_t =\theta_0b(X
Externí odkaz:
http://arxiv.org/abs/2301.05341
Autor:
Alexander Vugler, James O’connell, Mai Anh Nguyen, Dietmar Weitz, Thomas Leeuw, Elizabeth Hickford, Alexander Verbitsky, Xiaoyou Ying, Markus Rehberg, Bruce Carrington, Mark Merriman, Andrew Moss, Jean-Marie Nicolas, Phil Stanley, Sara Wright, Tim Bourne, Yann Foricher, Zhaoning Zhu, Daniel Brookings, Helen Horsley, Jag Heer, Laurent Schio, Matthias Herrmann, Srinivas Rao, Markus Kohlmann, Peter Florian
Publikováno v:
Frontiers in Pharmacology, Vol 15 (2024)
Externí odkaz:
https://doaj.org/article/7c28a2cfd57b43f5bbbad3d413464f30
Autor:
Comte, Fabienne, Marie, Nicolas
Publikováno v:
Journal of Multivariate Analysis 198, 23 pages, 2023
In the present paper, we consider that $N$ diffusion processes $X^1,\dots,X^N$ are observed on $[0,T]$, where $T$ is fixed and $N$ grows to infinity. Contrary to most of the recent works, we no longer assume that the processes are independent. The de
Externí odkaz:
http://arxiv.org/abs/2210.13173