Pages that link to "Item:Q995842"
From MaRDI portal
The following pages link to Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (Q995842):
Displaying 12 items.
- Kernel-based regression of drift and diffusion coefficients of stochastic processes (Q665358) (← links)
- Uniform concentration inequality for ergodic diffusion processes (Q886111) (← links)
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494) (← links)
- Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes (Q1856452) (← links)
- Adaptive efficient analysis for big data ergodic diffusion models (Q2137741) (← links)
- Asymptotically efficient estimates for nonparametric regression models (Q2493807) (← links)
- Sequential robust estimation for nonparametric autoregressive models (Q2958401) (← links)
- Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (Q3021188) (← links)
- Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models (Q3603643) (← links)
- Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes (Q4551596) (← links)
- ADAPTIVE ESTIMATION IN A HETEROSCEDASTIC NONPARAMETRIC REGRESSION (Q5046322) (← links)
- Sequential model selection method for nonparametric autoregression (Q5215360) (← links)
