Search results
From MaRDI portal
- Non-parametric adaptive estimation of the drift for a jump diffusion process 2014-02-06 Paper Penalized nonparametric drift estimation for a multidimensional...10 bytes (16 words) - 20:13, 13 December 2023
- precision operators for Bayesian nonparametric drift estimation in SDEs 2013-01-24 Paper Nonparametric estimation of diffusions: a differential equations approach...10 bytes (16 words) - 04:16, 13 December 2023
- Publication Type Local volatility under rough volatility 2024-01-31 Paper Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete...10 bytes (16 words) - 14:21, 28 January 2024
- On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes 2024-01-16 Paper Sup-norm adaptive drift estimation for multivariate nonreversible...10 bytes (16 words) - 21:48, 24 September 2023
- risk, valuation uncertainty & venture characteristics 2021-12-01 Paper Drift estimation of generalized security price processes from high frequency derivative...10 bytes (18 words) - 16:07, 11 December 2023
- ergodic jump diffusions 2020-12-15 Paper Jump filtering and efficient drift estimation for Lévy-driven SDEs 2018-09-14 Paper Maximum likelihood estimator...10 bytes (16 words) - 02:29, 11 December 2023
- multiscale Langevin dynamics in weighted Sobolev spaces 2023-05-11 Paper Drift estimation of multiscale diffusions based on filtered data 2023-02-16 Paper Eigenfunction...10 bytes (16 words) - 01:22, 25 September 2023
- models 2021-07-15 Paper Drift estimation on non compact support for diffusion models 2021-04-27 Paper Nonparametric drift estimation for i.i.d. paths of stochastic...10 bytes (16 words) - 20:58, 8 December 2023
- for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind 2021-12-27 Paper Ergodicity and drift parameter estimation for infinite-dimensional...10 bytes (18 words) - 23:50, 24 September 2023
- Publication Date of Publication Type Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process 2023-07-11 Paper Parameter identification...10 bytes (16 words) - 15:16, 6 October 2023
- Publication Date of Publication Type Level sets and drift estimation for reflected Brownian motion with drift 2021-04-27 Paper...10 bytes (16 words) - 21:28, 26 December 2023
- Optimization of Morphological Filters for Electrocardiogram Baseline Drift Estimation 2021-03-19 Paper...10 bytes (16 words) - 21:15, 27 December 2023
- Publication Date of Publication Type Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails 2021-05-03 Paper...10 bytes (16 words) - 22:49, 24 September 2023
- Type Change point testing for the drift parameters of a periodic mean reversion process 2014-05-23 Paper Drift estimation for a periodic mean reversion process...10 bytes (16 words) - 08:37, 7 October 2023
- Adaptive Robust Control in Continuous Time 2021-10-22 Paper Online drift estimation for jump-diffusion processes 2021-09-10 Paper...10 bytes (16 words) - 01:44, 7 October 2023
- Optimization of Morphological Filters for Electrocardiogram Baseline Drift Estimation 2021-03-19 Paper Induction of multiclass multifeature split decision...10 bytes (16 words) - 11:56, 7 October 2023
- Publication Date of Publication Type Random drift estimation for laser gyroscopes using filters based on the error equations of inertial navigation systems...10 bytes (18 words) - 14:29, 28 January 2024
- SMOOTH DENSITY SPATIAL QUANTILE REGRESSION 2021-10-06 Paper Baseline drift estimation for air quality data using quantile trend filtering 2020-08-26 Paper...10 bytes (18 words) - 13:56, 24 September 2023
- Publication Date of Publication Type Sup-norm adaptive drift estimation for multivariate nonreversible diffusions 2023-01-12 Paper Concentration of scalar...10 bytes (18 words) - 23:19, 24 September 2023
- fluorescence microscopy: towards quantitative nanoscopy 2021-01-12 Paper Drift Estimation in Sparse Sequential Dynamic Imaging, With Application to Nanoscale...10 bytes (16 words) - 02:11, 7 October 2023
