Pages that link to "Item:Q824289"
From MaRDI portal
The following pages link to Non-parametric estimation of stochastic differential equations from stationary time-series (Q824289):
Displaying 9 items.
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Parametric estimation of stationary stochastic processes under indirect observability (Q637529) (← links)
- Estimation of space-dependent diffusions and potential landscapes from non-equilibrium data (Q691017) (← links)
- A robust nonparametric framework for reconstruction of stochastic differential equation models (Q1619315) (← links)
- Nonparametric inference for ergodic, stationary time series (Q1922412) (← links)
- Nonparametric estimation of second-order stochastic differential equations (Q2886970) (← links)
- On parameter identification in stochastic differential equations by penalized maximum likelihood (Q2924857) (← links)
- Stochastic equicontinuity in nonlinear time series models (Q5093227) (← links)
- On higher order drift and diffusion estimates for stochastic SINDy (Q6592244) (← links)
