Consistent procedures for multiclass classification of discrete diffusion paths

DOI10.1111/sjos.12415zbMath1450.62072OpenAlexW2890203517WikidataQ126986796 ScholiaQ126986796MaRDI QIDQ5118468

Christophe Denis, Charlotte Dion, Miguel Martinez

Publication date: 8 September 2020

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12415

zbMATH Keywords

plug-in estimatorsmulticlass classificationdrift estimationdiffusion paths

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Diffusion processes (60J60)

Related Items (5)

Nonparametric drift estimation from diffusions with correlated Brownian motions ⋮ Parameter estimation of discretely observed interacting particle systems ⋮ A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation ⋮ Nonparametric estimation for i.i.d. paths of fractional SDE ⋮ Nonparametric drift estimation for i.i.d. paths of stochastic differential equations

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