Penalized nonparametric drift estimation for a multidimensional diffusion process
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Cited in
(16)- Non-parametric adaptive estimation of the drift for a jump diffusion process
- Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity
- A two-step estimation of diffusion processes using noisy observations
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions
- Nonparametric Bayesian inference for reversible multidimensional diffusions
- A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation
- Adaptive estimation for degenerate diffusion processes
- Drift estimation on non compact support for diffusion models
- Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
- 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 Bayesian drift estimation for multidimensional stochastic differential equations
- Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process
- Drift estimation for a multi-dimensional diffusion process using deep neural networks
- Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
- Bidimensional random effect estimation in mixed stochastic differential model
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