Nicolas Marie is an associate professor in the Modal’X department at Paris Nanterre University. He received his PhD in probability in 2012, and his habilitation in statistics and probability in 2019. First, in the rough paths theory framework, he focused on constrained fractional diffusions. Then, since 2017, Nicolas Marie contributes to investigate the copies-based statistical inference for diffusions and fractional diffusions.

• Introduction.- Nonparametric regression: a detailed reminder.- The projection least squares estimator of the drift function.- Going further with the projection least squares method: diffusions with jumps and fractional diffusions.- The Nadaraya-Watson estimator of the drift function.

Nicolas Marie is an associate professor in the Modal’X department at Paris Nanterre University. He received his PhD in probability in 2012, and his habilitation in statistics and probability in 2019. First, in the rough paths theory framework, he focused on constrained fractional diffusions. Then, since 2017, Nicolas Marie contributes to investigate the copies-based statistical inference for diffusions and fractional diffusions.

• Introduction.- Nonparametric regression: a detailed reminder.- The projection least squares estimator of the drift function.- Going further with the projection least squares method: diffusions with jumps and fractional diffusions.- The Nadaraya-Watson estimator of the drift function.

Nicolas Marie is an associate professor in the Modal’X department at Paris Nanterre University. He received his PhD in probability in 2012, and his habilitation in statistics and probability in 2019. First, in the rough paths theory framework, he focused on constrained fractional diffusions. Then, since 2017, Nicolas Marie contributes to investigate the copies-based statistical inference for diffusions and fractional diffusions.

• Introduction.- Nonparametric regression: a detailed reminder.- The projection least squares estimator of the drift function.- Going further with the projection least squares method: diffusions with jumps and fractional diffusions.- The Nadaraya-Watson estimator of the drift function.