L_p estimation of the diffusion coefficient

Nonparametric regression and quantile regression (62G08) Markov processes: estimation; hidden Markov models (62M05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Cited In (28)

Prediction-based estimation for diffusion models with high-frequency data
Thresholding algorithms, maxisets and well-concentrated bases
A \texttt{Matlab} program to calculate translational and rotational diffusion coefficients of a single particle
On estimating the diffusion coefficient
Multiresolution approximation for volatility processes
Estimation of the diffusion coefficient from crossings
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Nonparametric plug-in classifier for multiclass classification of S.D.E. paths
Non parametric estimation of the diffusion coefficients of a diffusion with jumps
On a set of data for the membrane potential in a neuron
Estimating diffusion coefficients from count data: Einstein-Smoluchowski theory revisited
NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS
Central limit theorems of range-based estimators for diffusion models
Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths
ANOVA for diffusions and Itō processes
Estimating the diffusion coefficient for diffusions driven by fBm
Title not available (Why is that?)
Spot volatility estimation using delta sequences
Nonparametric estimation of jump diffusion models
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Estimating the concentration of the Langevin distribution
Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications
Maximum penalized quasi-likelihood estimation of the diffusion function
Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies
A Mathematical Theory of Financial Bubbles
Smoothing and occupation measures of stochastic processes

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