Pages that link to "Item:Q4615437"
From MaRDI portal
The following pages link to Adaptive nonparametric drift estimation of an integrated jump diffusion process (Q4615437):
Displaying 12 items.
- Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979) (← links)
- Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (Q830713) (← links)
- Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
- Adaptive drift estimation for nonparametric diffusion model. (Q1848800) (← links)
- Online drift estimation for jump-diffusion processes (Q1983620) (← links)
- Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
- Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes (Q2074283) (← links)
- Non-parametric adaptive estimation of the drift for a jump diffusion process (Q2434505) (← links)
- Statistics of stochastic differential equations on manifolds and stratified spaces. Abstracts from the workshop held October 3--9, 2021 (hybrid meeting) (Q2693045) (← links)
- Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← links)
- Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
- Optimal convergence rates for the invariant density estimation of jump-diffusion processes (Q5030241) (← links)
