EconBase
← All authors

Fabien Navarro

Center for Research in Economics and Statistics (from arXiv:1906.07695, 2019) · ORCID · OpenAlex

16 papers in scope · 16 published · 1 on the econ.EM arXiv · 70 citations · h-index 5 (over the papers listed here)

Papers

(1 of 16)

Kernel Smoothing Conditional Particle Filter With Ancestor Sampling
published2024 · IEEE Transactions on Signal Processing · 1 citations
with Salima El Kolei
IEEE Transactions on Signal Processing
Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
published2022 · Statistical Papers · first circulated 2019
with Christophe Chesneau, Salima El Kolei
Statistical Papers
Contrast estimation for noisy observations of diffusion processes via closed-form density expansions
published2021 · Statistical Inference for Stochastic Processes
with Salima El Kolei
Statistical Inference for Stochastic Processes
Finite Sample Improvement of Akaike’s Information Criterion
published2021 · IEEE Transactions on Information Theory · 2 citations
with Adrien Saumard
IEEE Transactions on Information Theory
Data-driven thresholding in denoising with Spectral Graph Wavelet Transform
published2020 · Journal of Computational and Applied Mathematics · 20 citations
with Basile de Loynes, Baptiste Olivier
Journal of Computational and Applied Mathematics
Nonparametric estimation in a regression model with additive and multiplicative noise
published2020 · Journal of Computational and Applied Mathematics · 13 citations · first circulated 2019
with Christophe Chesneau, Salima El Kolei, Junke Kou
Paper profile Journal of Computational and Applied Mathematics arXiv:1906.07695
Linear Wavelet Estimation in Regression with Additive and Multiplicative Noise
published2020 · Springer proceedings in mathematics & statistics · 1 citations
with Christophe Chesneau, Junke Kou
Springer proceedings in mathematics & statistics
Efficiency of the V -Fold Model Selection for Localized Bases
published2018 · Springer proceedings in mathematics & statistics · 2 citations · first circulated 2017
with Adrien Saumard
Springer proceedings in mathematics & statistics
Linear wavelet estimation of the derivatives of a regression function based on biased data
published2016 · Communication in Statistics-Theory and Methods · 5 citations
with Yogendra P. Chaubey, Christophe Chesneau
Communication in Statistics-Theory and Methods
A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density
published2015 · Statistics & Probability Letters · 1 citations
with Ingo Bulla, Christophe Chesneau, Tanya Mark
Statistics & Probability Letters
Estimation of convolution in the model with noise
published2015 · Journal of nonparametric statistics · 2 citations
with Christophe Chesneau, Fabienne Comte, G. Mabon, Gwennaëlle Mabon
Journal of nonparametric statistics
Average Derivative Estimation from Biased Data
published2014 · ISRN Probability and Statistics · 1 citations
with Christophe Chesneau, Maher Kachour
ISRN Probability and Statistics
Fast nonparametric estimation for convolutions of densities
published2013 · Canadian Journal of Statistics · 10 citations
with Christophe Chesneau, Fabienne Comte
Canadian Journal of Statistics
On a Plug-In Wavelet Estimator for Convolutions of Densities
published2013 · Journal of Statistical Theory and Practice · 4 citations
with Christophe Chesneau
Journal of Statistical Theory and Practice
On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
published2013 · Sankhya A · 2 citations
with Christophe Chesneau, Maher Kachour
Sankhya A
Block thresholding for wavelet-based estimation of function derivatives from a heteroscedastic multichannel convolution model
published2013 · Electronic Journal of Statistics · 6 citations
with Christophe Chesneau, Jalal Fadili, Taoufik Sassi
Electronic Journal of Statistics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.