Pages that link to "Item:Q1996772"

The following pages link to Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (Q1996772):

Displaying 23 items.

• Non-parametric estimation of stochastic differential equations from stationary time-series (Q824289) (← links)
• A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
• Drift estimation on non compact support for diffusion models (Q2021393) (← links)
• Nonparametric estimation for interacting particle systems: McKean-Vlasov models (Q2073184) (← links)
• Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
• Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models (Q2111244) (← links)
• On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
• Learning interaction kernels in stochastic systems of interacting particles from multiple trajectories (Q2162118) (← links)
• Nonparametric estimation for i.i.d. paths of fractional SDE (Q2243559) (← links)
• Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations (Q2257496) (← links)
• Variational estimation of the drift for stochastic differential equations from the empirical density (Q3302795) (← links)
• Estimation of the drift function for Ito processes and a class of semimartingales via histogram sieve (Q3414637) (← links)
• (Q5455125) (← links)
• Nonparametric drift estimation from diffusions with correlated Brownian motions (Q6051079) (← links)
• Nadaraya–Watson estimator for I.I.D. paths of diffusion processes (Q6073418) (← links)
• Parameter estimation of discretely observed interacting particle systems (Q6116557) (← links)
• Nonparametric adaptive estimation for interacting particle systems (Q6140337) (← links)
• Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective (Q6145601) (← links)
• On a projection least squares estimator for jump diffusion processes (Q6197119) (← links)
• On a calculable Skorokhod’s integral based projection estimator of the drift function in fractional SDE (Q6493984) (← links)
• Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients (Q6554970) (← 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)