Pages that link to "Item:Q3931282"
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The following pages link to Recursive Estimation in Diffusion Model (Q3931282):
Displaying 13 items.
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (Q995842) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Super optimal rates for nonparametric density estimation via projection estimators (Q2485852) (← links)
- Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (Q2565928) (← links)
- On the rate of convergence of recursive kernel estimates of probability densities (Q3822986) (← links)
- Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data (Q4235727) (← links)
- A family of minimax rates for density estimators in continuous time (Q4526870) (← links)
- Optimal convergence rates for the invariant density estimation of jump-diffusion processes (Q5030241) (← links)
- Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes (Q5697359) (← links)
- Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective (Q6145601) (← links)
