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- scientific article; zbMATH DE number 219861 (Why is no real title available?)
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Cited in
(62)- Nadaraya–Watson estimator for I.I.D. paths of diffusion processes
- On nonparametric estimation in nonlinear AR(1)-models
- Statistical estimation in a randomly structured branching population
- Adaptive estimation of intensity in a doubly stochastic Poisson process
- Non-parametric adaptive estimation of the drift for a jump diffusion process
- Nonparametric estimation for stochastic volatility models
- Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
- A general drift estimation procedure for stochastic differential equations with additive fractional noise
- Adaptive efficient analysis for big data ergodic diffusion models
- Wavelet estimation of the diffusion coefficient in time dependent diffusion models
- Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity
- Adaptive estimation for affine stochastic delay differential equations
- Evidential inference for diffusion-type processes
- Estimating the diffusion coefficient function for a diversified world stock index
- Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data
- Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
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- Nonparametric estimation of scalar diffusions based on low frequency data
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
- Prediction-based estimation for diffusion models with high-frequency data
- A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation
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- Adaptive estimation for degenerate diffusion processes
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- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
- Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
- Nonparametric drift estimation for i.i.d. paths of stochastic differential equations
- Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process
- Nonparametric state estimation of diffusion processes
- Penalized nonparametric mean square estimation of the coefficients of diffusion processes
- Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
- Central limit theorems of range-based estimators for diffusion models
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models
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- Adaptive LASSO-type estimation for multivariate diffusion processes
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- Nonparametric estimation of jump diffusion models
- Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients
- Nonparametric estimation of diffusion coefficient under linear growth condition
- Nonparametric plug-in classifier for multiclass classification of S.D.E. paths
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- Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions
- Drift estimation for a multi-dimensional diffusion process using deep neural networks
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