On the nonparametric inference of coefficients of self-exciting jump-diffusion

24 November 2020

Papers citing "On the nonparametric inference of coefficients of self-exciting jump-diffusion"

4 / 4 papers shown

Title
On a Projection Least Squares Estimator for Jump Diffusion Processes H. Halconruy Nicolas Marie 24 1 0 24 Oct 2022
Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity Chiara Amorino A. Gloter 34 3 0 02 Mar 2022
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes Chiara Amorino A. Gloter 16 7 0 06 Oct 2021
Neuronal Network Inference and Membrane Potential Model using Multivariate Hawkes Processes Anna Bonnet Charlotte Dion-Blanc François Gindraud Sarah Lemler 22 8 0 02 Aug 2021