Pages that link to "Item:Q2913847"
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The following pages link to Nonparametric estimation of diffusions: a differential equations approach (Q2913847):
Displayed 24 items.
- Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation (Q259199) (← links)
- Bayesian inference with optimal maps (Q695159) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation (Q783749) (← links)
- Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
- Reversible jump MCMC for nonparametric drift estimation for diffusion processes (Q1621341) (← links)
- Rates of contraction of posterior distributions based on \(p\)-exponential priors (Q2040080) (← 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)
- Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data (Q2325338) (← links)
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
- Nonparametric Bayesian methods for one-dimensional diffusion models (Q2637400) (← links)
- Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance (Q2656071) (← links)
- On Bayesian consistency for flows observed through a passive scalar (Q2657923) (← links)
- Variational estimation of the drift for stochastic differential equations from the empirical density (Q3302795) (← links)
- A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
- Sparsity-promoting and edge-preserving maximum <i>a posteriori</i> estimators in non-parametric Bayesian inverse problems (Q4638174) (← links)
- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← links)
- Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
- Stochastic dynamic models and Chebyshev splines (Q5175766) (← links)
- Variational Inference for Stochastic Differential Equations (Q6059647) (← links)
- Flexible Bayesian inference for diffusion processesusing splines (Q6087239) (← links)
- Manifold-constrained Gaussian process inference for time-varying parameters in dynamic systems (Q6089199) (← links)