Fabienne Comte

3.6k total citations
96 papers, 2.1k citations indexed

About

Fabienne Comte is a scholar working on Statistics and Probability, Finance and Artificial Intelligence. According to data from OpenAlex, Fabienne Comte has authored 96 papers receiving a total of 2.1k indexed citations (citations by other indexed papers that have themselves been cited), including 71 papers in Statistics and Probability, 44 papers in Finance and 21 papers in Artificial Intelligence. Recurrent topics in Fabienne Comte's work include Statistical Methods and Inference (71 papers), Stochastic processes and financial applications (34 papers) and Financial Risk and Volatility Modeling (27 papers). Fabienne Comte is often cited by papers focused on Statistical Methods and Inference (71 papers), Stochastic processes and financial applications (34 papers) and Financial Risk and Volatility Modeling (27 papers). Fabienne Comte collaborates with scholars based in France, Germany and United States. Fabienne Comte's co-authors include Éric Renault, Valentine Genon‐Catalot, Offer Lieberman, Yves Rozenholc, Claire Lacour, Laure Coutin, Jan Johannes, Yannick Baraud, Florence Merlevède and Denis Belomestny and has published in prestigious journals such as Journal of Econometrics, Statistics in Medicine and Journal of the Royal Statistical Society Series B (Statistical Methodology).

In The Last Decade

Fabienne Comte

94 papers receiving 2.0k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Fabienne Comte France 22 1.3k 863 751 283 238 96 2.1k
Xiaofeng Shao United States 22 554 0.4× 822 1.0× 393 0.5× 263 0.9× 188 0.8× 68 1.4k
Liudas Giraitis United Kingdom 25 1.7k 1.3× 591 0.7× 1.3k 1.7× 176 0.6× 492 2.1× 84 2.4k
Nakahiro Yoshida Japan 23 1.3k 1.0× 659 0.8× 297 0.4× 175 0.6× 100 0.4× 72 1.6k
Denis Bosq France 14 775 0.6× 1.4k 1.6× 411 0.5× 571 2.0× 160 0.7× 63 2.4k
Abdulhamid A. Alzaid Saudi Arabia 13 786 0.6× 1.1k 1.3× 209 0.3× 332 1.2× 146 0.6× 54 1.6k
Jordan Stoyanov United Kingdom 16 558 0.4× 340 0.4× 317 0.4× 213 0.8× 85 0.4× 63 1.3k
Ernst Eberlein Germany 25 2.3k 1.7× 324 0.4× 998 1.3× 140 0.5× 143 0.6× 129 3.0k
Fukang Zhu China 20 852 0.6× 902 1.0× 189 0.3× 241 0.9× 132 0.6× 93 1.4k
Yi‐Ching Yao United States 12 356 0.3× 622 0.7× 295 0.4× 216 0.8× 200 0.8× 76 1.3k
Sidney I. Resnick United States 18 773 0.6× 447 0.5× 385 0.5× 192 0.7× 146 0.6× 42 1.5k

Countries citing papers authored by Fabienne Comte

Since Specialization
Citations

This map shows the geographic impact of Fabienne Comte's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Fabienne Comte with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Fabienne Comte more than expected).

Fields of papers citing papers by Fabienne Comte

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Fabienne Comte. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Fabienne Comte. The network helps show where Fabienne Comte may publish in the future.

Co-authorship network of co-authors of Fabienne Comte

This figure shows the co-authorship network connecting the top 25 collaborators of Fabienne Comte. A scholar is included among the top collaborators of Fabienne Comte based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Fabienne Comte. Fabienne Comte is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Comte, Fabienne, et al.. (2025). Quadratic functional estimation from observations with multiplicative measurement error. Annals of the Institute of Statistical Mathematics. 78(1). 1–41. 1 indexed citations
2.
Comte, Fabienne, Valentine Genon‐Catalot, & Catherine Larédo. (2025). Nonparametric moment method for scalar McKean–Vlasov stochastic differential equations. ESAIM Probability and Statistics. 29. 400–449.
3.
Comte, Fabienne & Valentine Genon‐Catalot. (2025). New results for drift estimation in inhomogeneous stochastic differential equations. Journal of Multivariate Analysis. 208. 105415–105415. 1 indexed citations
4.
Comte, Fabienne & Valentine Genon‐Catalot. (2024). Nonparametric Estimation for Independent and Identically Distributed Stochastic Differential Equations with Space-Time Dependent Coefficients. SIAM/ASA Journal on Uncertainty Quantification. 12(2). 377–410. 2 indexed citations
5.
Comte, Fabienne, et al.. (2023). Nonparametric drift estimation from diffusions with correlated Brownian motions. Journal of Multivariate Analysis. 198. 105222–105222. 3 indexed citations
6.
Comte, Fabienne & Valentine Genon‐Catalot. (2021). Drift estimation on non compact support for diffusion models. Stochastic Processes and their Applications. 134. 174–207. 10 indexed citations
7.
Comte, Fabienne, et al.. (2020). Spectral cut-off regularisation for density estimation under\n multiplicative measurement errors. arXiv (Cornell University). 5 indexed citations
8.
Comte, Fabienne, et al.. (2019). Bandwidth selection for the Wolverton–Wagner estimator. Journal of Statistical Planning and Inference. 207. 198–214. 8 indexed citations
9.
Comte, Fabienne, et al.. (2019). Nonparametric estimation in fractional SDE. Statistical Inference for Stochastic Processes. 22(3). 359–382. 7 indexed citations
10.
Belomestny, Denis, Fabienne Comte, & Valentine Genon‐Catalot. (2017). Correction to: Nonparametric Laguerre estimation in the multiplicative censoring model. Electronic Journal of Statistics. 11(2). 1 indexed citations
11.
Comte, Fabienne, Clémentine Prieur, & Adeline Samson. (2017). Adaptive estimation for stochastic damping Hamiltonian systems under partial observation. Stochastic Processes and their Applications. 127(11). 3689–3718. 10 indexed citations
12.
Comte, Fabienne, Céline Duval, & Valentine Genon‐Catalot. (2013). Nonparametric density estimation in compound Poisson processes using convolution power estimators. Metrika. 77(1). 163–183. 15 indexed citations
13.
Comte, Fabienne, Valentine Genon‐Catalot, & Anne‐Laure Samson. (2013). Nonparametric estimation for stochastic differential equations with random effects. Stochastic Processes and their Applications. 123(7). 2522–2551. 18 indexed citations
14.
Chesneau, Christophe, et al.. (2013). Fast nonparametric estimation for convolutions of densities. Canadian Journal of Statistics. 41(4). 617–636. 6 indexed citations
15.
Comte, Fabienne & Jan Johannes. (2010). Adaptive estimation in circular functional linear models. Mathematical Methods of Statistics. 19(1). 42–63. 8 indexed citations
16.
Comte, Fabienne, et al.. (2008). Adaptive density deconvolution with dependent inputs. Mathematical Methods of Statistics. 17(2). 87–112. 14 indexed citations
17.
Comte, Fabienne, et al.. (2007). Finite sample penalization in adaptive density deconvolution. Journal of Statistical Computation and Simulation. 77(11). 977–1000. 12 indexed citations
18.
Comte, Fabienne & Florence Merlevède. (2005). Super optimal rates for nonparametric density estimation via projection estimators. Stochastic Processes and their Applications. 115(5). 797–826. 10 indexed citations
19.
Comte, Fabienne & Offer Lieberman. (2003). Asymptotic theory for multivariate GARCH processes. Journal of Multivariate Analysis. 84(1). 61–84. 179 indexed citations
20.
Comte, Fabienne & Yves Rozenholc. (2002). Adaptive estimation of mean and volatility functions in (auto-)regressive models. Stochastic Processes and their Applications. 97(1). 111–145. 21 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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