Pages that link to "Item:Q1301751"
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The following pages link to \(L_p\) estimation of the diffusion coefficient (Q1301751):
Displaying 32 items.
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- A \texttt{Matlab} program to calculate translational and rotational diffusion coefficients of a single particle (Q537023) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Minimax estimation of the diffusion coefficient through irregular samplings (Q1359760) (← links)
- Estimating diffusion coefficients from count data: Einstein-Smoluchowski theory revisited (Q1384407) (← links)
- Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (Q1708989) (← links)
- Estimation of the diffusion coefficient from crossings (Q1962691) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- Smoothing and occupation measures of stochastic processes (Q2458949) (← links)
- Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (Q2565928) (← links)
- On a set of data for the membrane potential in a neuron (Q2643360) (← links)
- Simultaneous confidence statements about the diffusion coefficient of an Itô-process with application to spot volatility estimation (Q2789186) (← links)
- Some remarks on estimation of diffusion coefficients for jump-diffusions from finite samples (Q2844151) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- Maximum penalized quasi-likelihood estimation of the diffusion function (Q2866380) (← links)
- (Q3460918) (← links)
- Estimating the concentration of the Langevin distribution (Q3481071) (← links)
- NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS (Q3632415) (← links)
- Multiresolution approximation for volatility processes (Q4646772) (← links)
- On estimating the diffusion coefficient (Q4723090) (← links)
- (Q4845232) (← links)
- Central limit theorems of range-based estimators for diffusion models (Q5077958) (← links)
- (Q5688941) (← links)
- Estimating the diffusion coefficient for diffusions driven by fBm (Q5933677) (← links)
- Thresholding algorithms, maxisets and well-concentrated bases (Q5936975) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
- Nonparametric plug-in classifier for multiclass classification of S.D.E. paths (Q6608186) (← links)
- Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths (Q6635299) (← links)