Drift estimation for a multi-dimensional diffusion process using deep neural networks (Q6123258): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2023.104240
@@ Property / DOI: 10.1016/j.spa.2023.104240 / rank @@
-Normal rank
@@ Property / cites work @@
+ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES
+Normal rank
@@ Property / cites work @@
+Inequalities for a Pair of Processes Stopped at a Random Time
+Normal rank
@@ Property / cites work @@
+On deep learning as a remedy for the curse of dimensionality in nonparametric regression
+Normal rank
@@ Property / cites work @@
+A deep network construction that adapts to intrinsic dimensionality beyond the domain
+Normal rank
@@ Property / cites work @@
+Drift estimation on non compact support for diffusion models
+Normal rank
@@ Property / cites work @@
+Penalized nonparametric mean square estimation of the coefficients of diffusion processes
+Normal rank
@@ Property / cites work @@
+Sharp adaptive estimation of the drift function for ergodic diffusions
+Normal rank
@@ Property / cites work @@
+Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
+Normal rank
@@ Property / cites work @@
+Mixing Conditions for Markov Chains
@@ Property / cites work: Mixing Conditions for Markov Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Data driven time scale in Gaussian quasi-likelihood inference
+Normal rank
@@ Property / cites work @@
+Deep Neural Network Approximation Theory
@@ Property / cites work: Deep Neural Network Approximation Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of scalar diffusions based on low frequency data
+Normal rank
@@ Property / cites work @@
+Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
+Normal rank
@@ Property / cites work @@
+On the minimax optimality and superiority of deep neural network learning over sparse parameter spaces
+Normal rank
@@ Property / cites work @@
+Adaptive estimation in diffusion processes.
@@ Property / cites work: Adaptive estimation in diffusion processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodic behavior of Markov processes. With applications to limit theorems
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+Generalization bounds for non-stationary mixing processes
+Normal rank
@@ Property / cites work @@
+Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
+Normal rank
@@ Property / cites work @@
+Q4522393
@@ Property / cites work: Q4522393 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Q5148959
@@ Property / cites work: Q5148959 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
+Normal rank
@@ Property / cites work @@
+Misspecified diffusion models with high-frequency observations and an application to neural networks
+Normal rank
@@ Property / cites work @@
+Nonconvex Sparse Regularization for Deep Neural Networks and Its Optimality
+Normal rank
@@ Property / cites work @@
+Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.
+Normal rank
@@ Property / cites work @@
+Comparison theorem and estimates for transition probability densities of diffusion processes
+Normal rank
@@ Property / cites work @@
+Nonparametric regression using deep neural networks with ReLU activation function
+Normal rank
@@ Property / cites work @@
+Penalized nonparametric drift estimation for a multidimensional diffusion process
+Normal rank
@@ Property / cites work @@
+Non parametric estimation of the diffusion coefficients of a diffusion with jumps
+Normal rank
@@ Property / cites work @@
+Adaptive drift estimation for nonparametric diffusion model.
+Normal rank
@@ Property / cites work @@
+Sharp adaptive drift estimation for ergodic diffusions: the multivariate case
+Normal rank
@@ Property / cites work @@
+Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions
+Normal rank
@@ Property / cites work @@
+Multidimensional diffusion processes.
@@ Property / cites work: Multidimensional diffusion processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization for deep learning: an overview
@@ Property / cites work: Optimization for deep learning: an overview / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation error analysis of deep learning on the regression problem on the variable exponent Besov space
+Normal rank
@@ Property / cites work @@
+Introduction to nonparametric estimation
@@ Property / cites work: Introduction to nonparametric estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+High-Dimensional Probability
@@ Property / cites work: High-Dimensional Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Some Limit Theorems for Random Functions. I
@@ Property / cites work: Some Limit Theorems for Random Functions. I / rank @@
+Normal rank
@@ Property / cites work @@
+Rates of convergence for empirical processes of stationary mixing sequences
+Normal rank
@@ Property / DOI @@
+.1016/J.SPA.2023.104240
@@ Property / DOI: 10.1016/J.SPA.2023.104240 / rank @@
+Normal rank