| Long memory in continuous‐time stochastic volatility models F Comte, E Renault Mathematical finance 8 (4), 291-323, 1998 | 958 | 1998 |
| Asymptotic theory for multivariate GARCH processes F Comte, O Lieberman Journal of Multivariate Analysis 84 (1), 61-84, 2003 | 389 | 2003 |
| Long memory continuous time models F Comte, E Renault Journal of Econometrics 73 (1), 101-149, 1996 | 332 | 1996 |
| Affine fractional stochastic volatility models F Comte, L Coutin, E Renault Annals of Finance 8, 337-378, 2012 | 213 | 2012 |
| Penalized contrast estimator for adaptive density deconvolution F Comte, Y Rozenholc, ML Taupin Canadian Journal of Statistics 34 (3), 431-452, 2006 | 157 | 2006 |
| Penalized nonparametric mean square estimation of the coefficients of diffusion processes F Comte, V Genon-Catalot, Y Rozenholc | 152 | 2007 |
| Anisotropic adaptive kernel deconvolution F Comte, C Lacour Annales de l'IHP Probabilités et statistiques 49 (2), 569-609, 2013 | 111 | 2013 |
| Data-driven density estimation in the presence of additive noise with unknown distribution F Comte, C Lacour Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2011 | 97 | 2011 |
| Second‐order noncausality in multivariate GARCH processes F Comte, O Lieberman Journal of time series analysis 21 (5), 535-557, 2000 | 88 | 2000 |
| Adaptive estimation in autoregression or-mixing regression via model selection Y Baraud, F Comte, G Viennet The Annals of Statistics 29 (3), 839-875, 2001 | 83 | 2001 |
| Simulation and estimation of long memory continuous time models F Comte Journal of Time Series Analysis 17 (1), 19-36, 1996 | 79 | 1996 |
| Nonparametric estimation for pure jump Lévy processes based on high frequency data F Comte, V Genon-Catalot Stochastic Processes and their Applications 119 (12), 4088-4123, 2009 | 74 | 2009 |
| Estimation for Lévy processes from high frequency data within a long time interval F Comte, V Genon-Catalot | 71 | 2011 |
| Nonparametric adaptive estimation for pure jump Lévy processes F Comte, V Genon-Catalot Annales de l'IHP Probabilités et statistiques 46 (3), 595-617, 2010 | 67 | 2010 |
| Model selection for (auto-) regression with dependent data Y Baraud, F Comte, G Viennet ESAIM: Probability and Statistics 5, 33-49, 2001 | 67 | 2001 |
| Adaptive estimation of linear functionals in the convolution model and applications C Butucea, F Comte | 66 | 2009 |
| A new algorithm for fixed design regression and denoising F Comte, Y Rozenholc Annals of the Institute of Statistical Mathematics 56, 449-473, 2004 | 61 | 2004 |
| Noncausality in continuous time models F Comte, E Renault Econometric theory 12 (2), 215-256, 1996 | 59 | 1996 |
| Adaptive Laguerre density estimation for mixed Poisson models F Comte, V Genon-Catalot | 58 | 2015 |
| Adaptive estimation of mean and volatility functions in (auto-) regressive models F Comte, Y Rozenholc Stochastic Processes and their Applications 97 (1), 111-145, 2002 | 58 | 2002 |
