scientific article; zbMATH DE number 5910820

MaRDI QIDQ3007435zbMATH OpenFDO

Authors J.-Y. Brua

Publication date 22 June 2011

Mathematics Subject Classification ID

Diffusion processes (60J60) Nonparametric regression and quantile regression (62G08) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• Parametric estimation for non recurrent diffusion processes
• Diffusion approximation for nonparametric autoregression
• Fully Nonparametric Estimation of Scalar Diffusion Models
• Nonparametric estimation of diffusions: a differential equations approach
• From regression function to diffusion drift estimation in nonparametric setting
• A new nonparametric estimation for diffusion function
• Nonparametric estimation for some nonlinear models
• Nonparametric estimation of jump diffusion models

Cited in

(6)

• Diffusion approximation for nonparametric autoregression
• Diffusion approximation of statistical experiments with persistent non-linear regression and equilibrium
• From regression function to diffusion drift estimation in nonparametric setting
• scientific article; zbMATH DE number 6402099 (Why is no real title available?)
• Parametric estimation for non recurrent diffusion processes
• Parametric estimation from approximate data: non-Gaussian diffusions

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3007435)