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On a Nadaraya-Watson Estimator with Two Bandwidths
v1v2 (latest)

On a Nadaraya-Watson Estimator with Two Bandwidths

26 January 2020
Fabienne Comte
Nicolas Marie
ArXiv (abs)PDFHTML

Papers citing "On a Nadaraya-Watson Estimator with Two Bandwidths"

4 / 4 papers shown
Title
Warped Kernel Estimator for I.I.D. Paths of Diffusion Processes
Warped Kernel Estimator for I.I.D. Paths of Diffusion Processes
Nicolas Marie
Amélie Rosier
52
0
0
29 Feb 2024
Nadaraya-Watson Estimator for I.I.D. Paths of Diffusion Processes
Nadaraya-Watson Estimator for I.I.D. Paths of Diffusion Processes
Nicolas Marie
Amélie Rosier
60
20
0
14 May 2021
On the nonparametric inference of coefficients of self-exciting
  jump-diffusion
On the nonparametric inference of coefficients of self-exciting jump-diffusion
Chiara Amorino
Charlotte Dion
A. Gloter
Sarah Lemler
64
5
0
24 Nov 2020
Kernel Selection in Nonparametric Regression
Kernel Selection in Nonparametric Regression
H. Halconruy
Nicolas Marie
48
4
0
13 Jun 2020
1