Pages that link to "Item:Q817979"
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The following pages link to Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979):
Displayed 22 items.
- Minimal conditions for consistent variable selection in high dimension (Q533994) (← links)
- Nonparametric Bayesian inference for ergodic diffusions (Q730843) (← links)
- Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (Q731698) (← links)
- Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
- A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
- Drift estimation on non compact support for diffusion models (Q2021393) (← links)
- Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
- Adaptive efficient analysis for big data ergodic diffusion models (Q2137741) (← links)
- A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
- Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions (Q2196225) (← links)
- Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data (Q2325338) (← links)
- Sharp adaptive drift estimation for ergodic diffusions: the multivariate case (Q2348295) (← links)
- Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826) (← links)
- Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (Q2412765) (← links)
- Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
- Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions (Q2634903) (← links)
- Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245) (← links)
- Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (Q3021188) (← links)
- A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
- Level sets and drift estimation for reflected Brownian motion with drift (Q4986361) (← links)