Pages that link to "Item:Q1962689"
From MaRDI portal
The following pages link to Efficient density estimation for ergodic diffusion processes (Q1962689):
Displaying 34 items.
- Efficient estimation for diffusions sampled at high frequency over a fixed time interval (Q527471) (← links)
- Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979) (← links)
- On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions (Q936393) (← links)
- On density estimation from ergodic processes (Q1307505) (← links)
- Some problems of nonparametric estimation by observations of ergodic diffusion process (Q1359806) (← links)
- On unbiased density estimation for ergodic diffusion (Q1380639) (← links)
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Asymptotically efficient estimation of the derivative of the invariant density (Q1810762) (← links)
- On confidence intervals for distribution function and density of ergodic diffusion process (Q1878832) (← links)
- Some problems in nonparametric inference for the stress release process related to the local time (Q1926010) (← links)
- On the asymptotic variance of the continuous-time kernel density estimator (Q1962167) (← links)
- Adaptive invariant density estimation for ergodic diffusions over anisotropic classes (Q1990588) (← links)
- Sup-norm adaptive drift estimation for multivariate nonreversible diffusions (Q2112825) (← links)
- Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion (Q2194048) (← links)
- Piecewise linear density estimation for sampled data (Q2261898) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes (Q2475266) (← links)
- Super optimal rates for nonparametric density estimation via projection estimators (Q2485852) (← links)
- Adaptive sampling schemes for density estimation (Q2498749) (← links)
- Donsker theorems for diffusions: necessary and sufficient conditions (Q2569224) (← links)
- Invariant density estimation for a reflected diffusion using an Euler scheme (Q2628125) (← links)
- Estimation for the invariant law of an ergodic diffusion process based on high-frequency data (Q3106432) (← links)
- On Empirical Processes for Ergodic Diffusions and Rates of Convergence of <i>M</i>‐estimators (Q4455950) (← links)
- Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes (Q4551596) (← links)
- Root n consistent and optimal density estimators for moving average processes (Q4828227) (← links)
- Optimal convergence rates for the invariant density estimation of jump-diffusion processes (Q5030241) (← links)
- Efficiency of a Class of Unbiased Estimators for the Invariant Distribution Function of a Diffusion Process (Q5190593) (← links)
- UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
- Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes (Q5407018) (← links)
- Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes (Q5697359) (← links)
- Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780) (← links)
- On efficient estimation of invariant density for ergodic diffusion processes (Q5933640) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
