Pages that link to "Item:Q1848800"

The following pages link to Adaptive drift estimation for nonparametric diffusion model. (Q1848800):

Displaying 16 items.

• Nonparametric Bayesian inference for ergodic diffusions (Q730843) (← links)
• Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979) (← links)
• Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (Q995842) (← 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)
• Sup-norm adaptive drift estimation for multivariate nonreversible diffusions (Q2112825) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826) (← links)
• Nonparametric inference for fractional diffusion (Q2448715) (← 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)
• A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
• Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes (Q5697359) (← links)
• Flexible Bayesian inference for diffusion processesusing splines (Q6087239) (← links)
• Drift estimation for a multi-dimensional diffusion process using deep neural networks (Q6123258) (← links)