The following pages link to Chiara Amorino (Q830712):
Displaying 9 items.
- Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (Q830713) (← links)
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
- Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes (Q2074283) (← links)
- On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
- Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes (Q2196535) (← links)
- Optimal convergence rates for the invariant density estimation of jump-diffusion processes (Q5030241) (← links)
- Contrast function estimation for the drift parameter of ergodic jump diffusion process (Q5118460) (← links)
- Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780) (← links)
- Parameter estimation of discretely observed interacting particle systems (Q6116557) (← links)
