Spectral estimation for diffusions with random sampling times

2 March 2015

Papers citing "Spectral estimation for diffusions with random sampling times"

2 / 2 papers shown

Title
Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes Denis Belomestny Mathias Trabs 33 12 0 15 Oct 2015
Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift Jakob Sohl Mathias Trabs 33 14 0 22 Dec 2014