Adaptive estimation of the spectrum of a stationary Gaussian sequence

By Fabienne Comte. 2001

47 citations recorded by the source corpus.

Subfields: Applied Mathematics, Computer Vision and Pattern Recognition, Finance

View Paper: https://www.semanticscholar.org/paper/ae351aa0ff5696e603ab29d56bdc753c04916aae

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Fabienne Comte
2. Valentine Genon-Catalot

In Computer Vision and Pattern Recognition

1. Fabienne Comte
2. Valentine Genon-Catalot

In Finance

1. Fabienne Comte
2. Valentine Genon-Catalot
3. Yves Rozenholc
4. Christian M. Hafner
5. Helmut Herwartz
6. Christian Francq
7. Jean-Michel Zakoian
8. Pentti Saikkonen

Citations in the corpus

• Penalized nonparametric mean square estimation of the coefficients of diffusion processes (2007, background): “Then the estimator b̂m of b is such that E(‖b̂m − bA‖ 2 n) ≤ 7π1‖bm − bA‖ 2 +K E(σ(2)(X0))Dm n∆ +K ∆ + K” n∆ , (15) where bA = b1IA and K,K ′ and K” are some positive constants.”