Fabienne Comte

Statistics and Probability · 2000–2020

A researcher in the Science corpus: 14 papers; trusts 62 researchers and is trusted by 48 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 68 citations into it; #1,356 of 12,932 by trust here, #2,069 by citations
• Finance — 45 citations into it; #898 of 10,518 by trust here, #1,846 by citations
• Artificial Intelligence — 22 citations into it; #12,477 of 35,345 by trust here, #25,040 by citations
• Management Science and Operations Research — 15 citations into it; #10,665 of 11,946 by trust here, #11,360 by citations
• Mathematical Physics — 15 citations into it
• Control and Systems Engineering — 9 citations into it
• Applied Mathematics — 8 citations into it
• Economics and Econometrics — 8 citations into it; #6,556 of 23,481 by trust here, #12,781 by citations

Whom Fabienne Comte trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tim Bollerslev
2. David L. Donoho
3. Y. Baraud
4. Cristina Butucea
5. Jean Jacod
6. James O. Ramsay
7. Peter Hall
8. Ronald A. DeVore
9. Ingrid Daubechies
10. Aurore Delaigle

Who trusts Fabienne Comte overall

1. Christian M. Hafner
2. Christian Francq
3. Peter Hall
4. Jing Lei
5. Helmut Herwartz
6. Jean-Michel Zakoian
7. Annastiina Silvennoinen
8. Mika Meitz
9. Jean‐Marc Bardet
10. Pentti Saikkonen

Papers from Fabienne Comte's perspective

Ordered by how strongly the researchers Fabienne Comte trusts endorse each paper. Same corpus, a different order for every researcher.

1. Some Comments on Cp
2. Ideal spatial adaptation by wavelet shrinkage
3. Spline Models for Observational Data
4. Generalized autoregressive conditional heteroskedasticity
5. Minimax estimation via wavelet shrinkage
6. Estimating the Dimension of a Model
7. Probability in Banach Spaces: Isoperimetry and Processes
8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
9. Ten Lectures on Wavelets
10. Regression Shrinkage and Selection via the Lasso

Their papers

• Asymptotic theory for multivariate GARCH processes (2003) — 283 citations
• Affine fractional stochastic volatility models (2012) — 152 citations
• Adaptive functional linear regression (2011) — 59 citations
• Penalized contrast estimator for adaptive density deconvolution (2006) — 125 citations
• Adaptive estimation of linear functionals in the convolution model and applications (2009) — 60 citations
• Second‐Order Noncausality in Multivariate GARCH Processes (2000) — 60 citations
• Adaptive estimation of mean and volatility functions in (auto-)regressive models (2002) — 52 citations
• Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (2020) — 48 citations
• Adaptive Laguerre density estimation for mixed Poisson models (2015) — 61 citations
• Data‐driven density estimation in the presence of additive noise with unknown distribution (2011) — 86 citations
• Estimation for L\'{e}vy processes from high frequency data within a long time interval (2011) — 74 citations
• Nonparametric estimation for pure jump Lévy processes based on high frequency data. (2009) — 80 citations
• Penalized nonparametric mean square estimation of the coefficients of diffusion processes (2007) — 117 citations
• Adaptive estimation of the spectrum of a stationary Gaussian sequence (2001) — 47 citations