Pages that link to "Item:Q1757892"
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The following pages link to Non-parametric estimation of the diffusion coefficient from noisy data (Q1757892):
Displaying 15 items.
- Estimating functions for noisy observations of ergodic diffusions (Q265660) (← links)
- Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
- Estimating Kramers-Moyal coefficients in short and non-stationary data sets (Q973467) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
- Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030) (← links)
- Non-parametric drift estimation for diffusions from noisy data (Q3011077) (← links)
- A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
- Non‐parametric Kernel Estimation of the Coefficient of a Diffusion (Q4956067) (← links)
- Central limit theorems of range-based estimators for diffusion models (Q5077958) (← links)
- Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
- (Q5498151) (← links)
- On estimating the diffusion coefficient: Parametric versus nonparametric. (Q5939321) (← links)
- Optimal estimation of the rough Hurst parameter in additive noise (Q6123285) (← links)
- Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths (Q6635299) (← links)