Pages that link to "Item:Q955152"
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The following pages link to Stein estimation for the drift of Gaussian processes using the Malliavin calculus (Q955152):
Displaying 16 items.
- Stein estimation of the intensity of a spatial homogeneous Poisson point process (Q303954) (← links)
- Remarks on parameter estimation for the drift of fractional Brownian sheet (Q361246) (← links)
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes (Q730432) (← links)
- Stein's method on Wiener chaos (Q839413) (← links)
- Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275) (← links)
- Drift estimation with non-Gaussian noise using Malliavin calculus (Q902228) (← links)
- Estimation of the drift of fractional Brownian motion (Q923871) (← links)
- Stein estimation for the drift of Gaussian processes using the Malliavin calculus (Q955152) (← links)
- Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations (Q2128624) (← links)
- Statistical Inference and Malliavin Calculus (Q2904869) (← links)
- A Note on the Comparison of the Stein Estimator and the James-Stein Estimator (Q3458076) (← links)
- Maximum likelihood estimation for Gaussian process with nonlinear drift (Q4968181) (← links)
- Estimation of the drift of a Gaussian process under balanced loss function (Q5046809) (← links)
- Efficient and superefficient estimators of filtered Poisson process intensities (Q5078368) (← links)
- Estimators for the Drift of Subfractional Brownian Motion (Q5419669) (← links)
