Pages that link to "Item:Q866947"

The following pages link to Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947):

Displaying 33 items.

• Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
• Minimal conditions for consistent variable selection in high dimension (Q533994) (← links)
• Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (Q830713) (← links)
• Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise (Q901300) (← links)
• Asymptotic equivalence for nonparametric regression with multivariate and random design (Q939669) (← links)
• Adaptive invariant density estimation for ergodic diffusions over anisotropic classes (Q1990588) (← links)
• Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (Q1996772) (← links)
• Minimax estimation of smooth optimal transport maps (Q2039809) (← links)
• Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
• Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes (Q2074283) (← links)
• Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
• Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations (Q2080286) (← links)
• Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations (Q2083863) (← links)
• Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
• Nonparametric Bayesian inference for reversible multidimensional diffusions (Q2105199) (← links)
• Gaussianization machines for non-Gaussian function estimation models (Q2194580) (← 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)
• Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities (Q2291968) (← links)
• Curve registration by nonparametric goodness-of-fit testing (Q2348101) (← links)
• Sharp adaptive drift estimation for ergodic diffusions: the multivariate case (Q2348295) (← links)
• Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
• Statistical convergence of Markov experiments to diffusion limits (Q2448706) (← links)
• Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments (Q2510830) (← links)
• Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions (Q2634903) (← links)
• Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise (Q2786493) (← links)
• Level sets and drift estimation for reflected Brownian motion with drift (Q4986361) (← links)
• Le cam theory on the comparison of statistical models (Q5043133) (← links)
• ON THE CONVERGENCE RATE OF POTENTIALS OF BRENIER MAPS (Q5071690) (← 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)
• Drift estimation for a multi-dimensional diffusion process using deep neural networks (Q6123258) (← links)
• Donsker theorems for occupation measures of multi-dimensional periodic diffusions (Q6177610) (← links)