Nonparametric estimation models of the drift vector and the diffusion matrix
From MaRDI portal
Publication:2886897
zbMATH Open1248.62134MaRDI QIDQ2886897FDOQ2886897
Publication date: 1 June 2012
Published in: Chinese Annals of Mathematics. Series A (Search for Journal in Brave)
Recommendations
- Adaptive drift estimation for nonparametric diffusion model.
- Drift estimation on non compact support for diffusion models
- Fully Nonparametric Estimation of Scalar Diffusion Models
- On the functional estimation of multivariate diffusion processes
- Nonparametric sequential estimation of the drift in diffusion processes via model selection
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Markov processes: estimation; hidden Markov models (62M05)
Cited In (10)
- Nonparametric state estimation of diffusion processes
- Title not available (Why is that?)
- Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
- Drift estimation on non compact support for diffusion models
- On the functional estimation of multivariate diffusion processes
- Adaptive drift estimation for nonparametric diffusion model.
- Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes
- Estimation of a diffusion matrix by condensing random sampling
- From regression function to diffusion drift estimation in nonparametric setting
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
This page was built for publication: Nonparametric estimation models of the drift vector and the diffusion matrix
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2886897)
