Pages that link to "Item:Q1593591"

The following pages link to Adaptive estimation in diffusion processes. (Q1593591):

Displaying 48 items.

• Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
• Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
• Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model (Q504180) (← links)
• Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
• Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979) (← links)
• Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
• Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
• Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494) (← links)
• Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
• Nonparametric estimation of scalar diffusions based on low frequency data (Q1766134) (← links)
• Adaptive estimation for affine stochastic delay differential equations (Q1767483) (← links)
• Adaptive wavelet estimation of the diffusion coefficient under additive error measurements (Q1930660) (← links)
• Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
• On nonparametric estimation in nonlinear AR(1)-models (Q1962160) (← links)
• A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
• Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (Q1996772) (← links)
• Drift estimation on non compact support for diffusion models (Q2021393) (← links)
• Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
• Nonparametric estimation of jump diffusion models (Q2024442) (← links)
• Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
• Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models (Q2111244) (← links)
• Sup-norm adaptive drift estimation for multivariate nonreversible diffusions (Q2112825) (← links)
• Adaptive efficient analysis for big data ergodic diffusion models (Q2137741) (← links)
• On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
• A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
• Statistical estimation in a randomly structured branching population (Q2280026) (← links)
• Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data (Q2325338) (← links)
• Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (Q2412765) (← links)
• Nonparametric estimation for stochastic volatility models (Q2430253) (← links)
• Non-parametric adaptive estimation of the drift for a jump diffusion process (Q2434505) (← links)
• Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
• Wavelet estimation of the diffusion coefficient in time dependent diffusion models (Q2475318) (← links)
• Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments (Q2510830) (← links)
• Maximum penalized quasi-likelihood estimation of the diffusion function (Q2866380) (← links)
• Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245) (← links)
• Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187) (← links)
• Central limit theorems of range-based estimators for diffusion models (Q5077958) (← links)
• Evidential inference for diffusion-type processes (Q5222325) (← links)
• Penalized nonparametric drift estimation for a multidimensional diffusion process (Q5299463) (← links)
• Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780) (← links)
• Thresholding algorithms, maxisets and well-concentrated bases (Q5936975) (← links)
• Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754) (← links)
• Nadaraya–Watson estimator for I.I.D. paths of diffusion processes (Q6073418) (← links)
• Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
• Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations (Q6115250) (← links)
• Drift estimation for a multi-dimensional diffusion process using deep neural networks (Q6123258) (← links)
• Adaptive estimation of intensity in a doubly stochastic Poisson process (Q6140338) (← links)