Pages that link to "Item:Q1766134"
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The following pages link to Nonparametric estimation of scalar diffusions based on low frequency data (Q1766134):
Displaying 50 items.
- Spectral estimation for diffusions with random sampling times (Q311984) (← links)
- Robust model selection for a semimartingale continuous time regression from discrete data (Q468742) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318) (← links)
- Parameter estimation for rough differential equations (Q651024) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Frame-constrained total variation regularization for white noise regression (Q820796) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494) (← links)
- Goodness of fit test for small diffusions by discrete time observations (Q907094) (← links)
- Clustering of discretely observed diffusion processes (Q962291) (← links)
- Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731) (← links)
- Parameter estimation in SDEs via the Fokker-Planck equation: likelihood function and adjoint based gradient computation (Q1650494) (← links)
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
- Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (Q1708989) (← links)
- De-risking strategy: longevity spread buy-in (Q1742716) (← 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)
- Adaptive invariant density estimation for ergodic diffusions over anisotropic classes (Q1990588) (← links)
- Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
- Spectral thresholding for the estimation of Markov chain transition operators (Q2074325) (← links)
- Nonparametric Bayesian inference for reversible multidimensional diffusions (Q2105199) (← links)
- Relative perturbation bounds with applications to empirical covariance operators (Q2111217) (← links)
- Sup-norm adaptive drift estimation for multivariate nonreversible diffusions (Q2112825) (← links)
- Adaptive efficient analysis for big data ergodic diffusion models (Q2137741) (← links)
- Weak convergence of marked empirical processes in a Hilbert space and its applications (Q2209836) (← links)
- Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations (Q2257496) (← links)
- Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data (Q2325338) (← links)
- A trajectory-free framework for analysing multiscale systems (Q2357652) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← 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)
- Statistical estimation of a growth-fragmentation model observed on a genealogical tree (Q2515516) (← links)
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315) (← links)
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model (Q2630149) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- Maximum penalized quasi-likelihood estimation of the diffusion function (Q2866380) (← links)
- NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS (Q2886970) (← 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)
- Level sets and drift estimation for reflected Brownian motion with drift (Q4986361) (← links)
- NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION (Q5012627) (← links)
- Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780) (← links)
- Singular Dynamic Mode Decomposition (Q6076402) (← links)
- Flexible Bayesian inference for diffusion processesusing splines (Q6087239) (← links)
- Nonparametric learning for impulse control problems -- exploration vs. exploitation (Q6104004) (← links)
