Pages that link to "Item:Q2465276"

The following pages link to Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276):

Displaying 50 items.

• Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
• Bidimensional random effect estimation in mixed stochastic differential model (Q300772) (← links)
• Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
• Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model (Q504180) (← links)
• Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times (Q537130) (← links)
• Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
• Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
• Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
• Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315) (← links)
• Non-parametric estimation of the diffusion coefficient from noisy data (Q1757892) (← links)
• Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
• Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes (Q1983611) (← links)
• A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
• Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (Q1996772) (← links)
• Drift estimation on non compact support for diffusion models (Q2021393) (← links)
• Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
• Nonparametric estimation of jump diffusion models (Q2024442) (← links)
• Adaptive estimation for degenerate diffusion processes (Q2044342) (← 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)
• A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
• Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations (Q2257496) (← links)
• Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030) (← links)
• Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data (Q2325338) (← 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)
• Nonparametric estimation for stochastic volatility models (Q2430253) (← links)
• Non-parametric adaptive estimation of the drift for a jump diffusion process (Q2434505) (← links)
• Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments (Q2510830) (← links)
• Nonparametric Bayesian methods for one-dimensional diffusion models (Q2637400) (← links)
• Maximum penalized quasi-likelihood estimation of the diffusion function (Q2866380) (← links)
• Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245) (← links)
• Adaptive nonparametric drift estimation of an integrated jump diffusion process (Q4615437) (← links)
• A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
• Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← 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)
• Nonparametric drift estimation from diffusions with correlated Brownian motions (Q6051079) (← links)
• Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data (Q6052530) (← links)
• Nadaraya–Watson estimator for I.I.D. paths of diffusion processes (Q6073418) (← links)
• Flexible Bayesian inference for diffusion processesusing splines (Q6087239) (← links)
• Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations (Q6115250) (← links)
• Drift estimation for a multi-dimensional diffusion process using deep neural networks (Q6123258) (← links)
• Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients (Q6554970) (← links)
• On higher order drift and diffusion estimates for stochastic SINDy (Q6592244) (← links)
• Nonparametric plug-in classifier for multiclass classification of S.D.E. paths (Q6608186) (← links)
• Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths (Q6635299) (← links)
• Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions (Q6663952) (← links)