Pages that link to "Item:Q5299463"

The following pages link to Penalized nonparametric drift estimation for a multidimensional diffusion process (Q5299463):

Displaying 13 items.

• Bidimensional random effect estimation in mixed stochastic differential model (Q300772) (← links)
• A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
• Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
• Nonparametric Bayesian inference for reversible multidimensional diffusions (Q2105199) (← links)
• Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions (Q2196225) (← links)
• Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations (Q2257496) (← links)
• Adaptive estimation for stochastic damping Hamiltonian systems under partial observation (Q2409000) (← links)
• Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (Q2412765) (← 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)
• A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
• Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780) (← links)
• Drift estimation for a multi-dimensional diffusion process using deep neural networks (Q6123258) (← links)