Pages that link to "Item:Q2021393"
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The following pages link to Drift estimation on non compact support for diffusion models (Q2021393):
Displaying 15 items.
- A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
- Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (Q1996772) (← 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)
- Regression function estimation on non compact support in an heteroscesdastic model (Q2303034) (← links)
- Sharp adaptive drift estimation for ergodic diffusions: the multivariate case (Q2348295) (← links)
- Nonparametric estimation models of the drift vector and the diffusion matrix (Q2886897) (← links)
- Non-parametric drift estimation for diffusions from noisy data (Q3011077) (← links)
- Nonparametric drift estimation from diffusions with correlated Brownian motions (Q6051079) (← links)
- Nadaraya–Watson estimator for I.I.D. paths of diffusion processes (Q6073418) (← links)
- Drift estimation for a multi-dimensional diffusion process using deep neural networks (Q6123258) (← links)
- Nonparametric plug-in classifier for multiclass classification of S.D.E. paths (Q6608186) (← links)
- Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths (Q6635299) (← links)
- Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions (Q6663952) (← links)
