Pages that link to "Item:Q2023465"
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The following pages link to Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465):
Displaying 6 items.
- Reversible jump MCMC for nonparametric drift estimation for diffusion processes (Q1621341) (← links)
- Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes (Q2074283) (← links)
- On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
- Adaptive nonparametric drift estimation of an integrated jump diffusion process (Q4615437) (← links)
- Exponential ergodicity for diffusions with jumps driven by a Hawkes process (Q4989959) (← links)
- Optimal convergence rates for the invariant density estimation of jump-diffusion processes (Q5030241) (← links)
