Pages that link to "Item:Q1996772"
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The following pages link to Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (Q1996772):
Displayed 13 items.
- A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
- Nonparametric estimation for interacting particle systems: McKean-Vlasov models (Q2073184) (← 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)
- On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
- Learning interaction kernels in stochastic systems of interacting particles from multiple trajectories (Q2162118) (← links)
- Nonparametric estimation for i.i.d. paths of fractional SDE (Q2243559) (← links)
- Nonparametric drift estimation from diffusions with correlated Brownian motions (Q6051079) (← links)
- Nadaraya–Watson estimator for I.I.D. paths of diffusion processes (Q6073418) (← links)
- Parameter estimation of discretely observed interacting particle systems (Q6116557) (← links)
- Nonparametric adaptive estimation for interacting particle systems (Q6140337) (← links)
- Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective (Q6145601) (← links)
- On a projection least squares estimator for jump diffusion processes (Q6197119) (← links)