International audienceIn this paper we construct a kernel estimator of a periodic signal when the observation follows the model d zeta(t) = f (t)dt + sigma(t)dW(t), where f, sigma : R -> R are continuous periodic and {W-t, t >= 0} is a Brownian motion. We state its consistency as well as the asymptotic normalit
We consider the problem of estimating the period of an unknown periodic function observed in additiv...
Abstract: Problem statement: In this study, we construct the estimation for a periodic component of ...
We consider the problem of detecting and quantifying the periodic component of a function given nois...
We consider the problem of frequency estimation of the periodic signal multiplied by a Gaussian proc...
. Motivated by applications to brightness data on periodic variable stars, we study nonparametric me...
We investigate a nonparametric regression model including a periodic component, a smooth trend funct...
Journal PaperCurrent theories of a time-varying spectrum of a nonstationary process all involve, eit...
This paper deals with the parametric inference for integrated signals embedded in an additive Gaussi...
International audienceExtending the ideas of [7], this paper aims at providing a kernel based non-pa...
In this thesis, we consider a drift estimation problem of a certain class of stochastic periodic pro...
We consider nonparametric estimation of the shape of a periodic function with unknown period θ obser...
Godambe's (1985) theorem on optimal estimating equations for stochastic processes is applied to nonp...
International audienceThe paper considers the problem of estimating a periodic function in a continu...
International audienceThis paper deals with the parametric inference for integrated continuous time ...
Parameter estimation for a periodic signal in colored noise of unknown power spectral density is exa...
We consider the problem of estimating the period of an unknown periodic function observed in additiv...
Abstract: Problem statement: In this study, we construct the estimation for a periodic component of ...
We consider the problem of detecting and quantifying the periodic component of a function given nois...
We consider the problem of frequency estimation of the periodic signal multiplied by a Gaussian proc...
. Motivated by applications to brightness data on periodic variable stars, we study nonparametric me...
We investigate a nonparametric regression model including a periodic component, a smooth trend funct...
Journal PaperCurrent theories of a time-varying spectrum of a nonstationary process all involve, eit...
This paper deals with the parametric inference for integrated signals embedded in an additive Gaussi...
International audienceExtending the ideas of [7], this paper aims at providing a kernel based non-pa...
In this thesis, we consider a drift estimation problem of a certain class of stochastic periodic pro...
We consider nonparametric estimation of the shape of a periodic function with unknown period θ obser...
Godambe's (1985) theorem on optimal estimating equations for stochastic processes is applied to nonp...
International audienceThe paper considers the problem of estimating a periodic function in a continu...
International audienceThis paper deals with the parametric inference for integrated continuous time ...
Parameter estimation for a periodic signal in colored noise of unknown power spectral density is exa...
We consider the problem of estimating the period of an unknown periodic function observed in additiv...
Abstract: Problem statement: In this study, we construct the estimation for a periodic component of ...
We consider the problem of detecting and quantifying the periodic component of a function given nois...
DOI
Add to ORKG