Consistent procedures for multiclass classification of discrete diffusion paths
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Publication:5118468
DOI10.1111/SJOS.12415zbMATH Open1450.62072OpenAlexW2890203517WikidataQ126986796 ScholiaQ126986796MaRDI QIDQ5118468FDOQ5118468
Christophe Denis, Charlotte Dion, Miguel Martinez
Publication date: 8 September 2020
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12415
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Classification and discrimination; cluster analysis (statistical aspects) (62H30) Diffusion processes (60J60)
Cited In (8)
- Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients
- A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation
- Nonparametric drift estimation for i.i.d. paths of stochastic differential equations
- Nonparametric estimation for i.i.d. paths of fractional SDE
- Nonparametric drift estimation from diffusions with correlated Brownian motions
- Nonparametric plug-in classifier for multiclass classification of S.D.E. paths
- Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths
- Parameter estimation of discretely observed interacting particle systems
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