From nonparametric regression to statistical inference for non-ergodic diffusion processes

DOI10.1007/978-3-031-95638-6MaRDI QIDQ6949000zbMATH OpenFDO

Authors Nicolas Marie

Publication date 5 August 2025

Published in Frontiers in Probability and the Statistical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-95638-6

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) General nonlinear regression (62J02) Inference from stochastic processes (62Mxx)

Cited in

(4)

• Nonparametric estimation from correlated copies of a drifted process
• Nonparametric estimation in SDE models involving an explanatory process
• Non-parametric estimation for stochastic reaction-diffusion equations with spatial ergodicity
• Nonparametric drift estimation for i.i.d. paths of censored stochastic differential equations

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