Misspecified diffusion models with high-frequency observations and an application to neural networks

26 December 2019

Papers citing "Misspecified diffusion models with high-frequency observations and an application to neural networks"

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Title
Parametric estimation of stochastic differential equations via online gradient descent Shogo H. Nakakita 26 3 0 17 Oct 2022
Drift estimation for a multi-dimensional diffusion process using deep neural networks Akihiro Oga Yuta Koike DiffM 21 5 0 26 Dec 2021