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Fused sparsity and robust estimation for linear models with unknown variance
International audience -
Adaptive estimation of mean and volatility functions in (auto)-regressive models
International audience -
Variance estimation for fractional Brownian motions with fixed Hurst parameters
International audience -
Self normalized central limit theorem for some mixing processes
We prove a self normalized central limit theorem for a new mixing class of processes introduced in Kacem et al. (2013). This class is larger than the classical...
