Fabienne Comte

According to our database, Fabienne Comte authored at least 6 papers between 2010 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2026

Estimating the intensity of a filtered Poisson point process on Rd.

Rémy Abergel, Fabienne Comte, Céline Duval, Camille Pouchol

J. Multivar. Anal., 2026

2025

New results for drift estimation in inhomogeneous stochastic differential equations.

Fabienne Comte, Valentine Genon-Catalot

J. Multivar. Anal., 2025

2024

Nonparametric Estimation for Independent and Identically Distributed Stochastic Differential Equations with Space-Time Dependent Coefficients.

Fabienne Comte, Valentine Genon-Catalot

SIAM/ASA J. Uncertain. Quantification, 2024

2023

Nonparametric drift estimation from diffusions with correlated Brownian motions.

Fabienne Comte, Nicolas Marie

J. Multivar. Anal., 2023

2015

Density deconvolution from repeated measurements without symmetry assumption on the errors.

Fabienne Comte, Johanna Kappus

J. Multivar. Anal., 2015

2010

Nonparametric estimation for a stochastic volatility model.

Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc

Finance Stochastics, 2010