Pages that link to "Item:Q817979"

The following pages link to Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979):

Displaying 32 items.

• Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297) (← links)
• Minimal conditions for consistent variable selection in high dimension (Q533994) (← links)
• Nonparametric Bayesian inference for ergodic diffusions (Q730843) (← links)
• Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (Q731698) (← links)
• Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
• Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← 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)
• Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
• Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
• Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
• Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models (Q2111244) (← links)
• Sup-norm adaptive drift estimation for multivariate nonreversible diffusions (Q2112825) (← links)
• Adaptive efficient analysis for big data ergodic diffusion models (Q2137741) (← links)
• A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
• Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions (Q2196225) (← links)
• Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data (Q2325338) (← links)
• Sharp adaptive drift estimation for ergodic diffusions: the multivariate case (Q2348295) (← links)
• Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826) (← links)
• Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (Q2412765) (← links)
• Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
• Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions (Q2634903) (← links)
• Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245) (← links)
• Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (Q3021188) (← links)
• A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
• Level sets and drift estimation for reflected Brownian motion with drift (Q4986361) (← links)
• Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data (Q6052530) (← links)
• Nadaraya–Watson estimator for I.I.D. paths of diffusion processes (Q6073418) (← links)
• Re-thinking high-dimensional mathematical statistics. Abstracts from the workshop held May 15--21, 2022 (Q6115552) (← links)
• Drift estimation for a multi-dimensional diffusion process using deep neural networks (Q6123258) (← links)
• Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions (Q6608683) (← links)
• Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions (Q6663952) (← links)