Nonparametric Drift Estimation from Diffusions with Correlated Brownian Motions

24 October 2022

Papers citing "Nonparametric Drift Estimation from Diffusions with Correlated Brownian Motions"

2 / 2 papers shown

Title
Warped Kernel Estimator for I.I.D. Paths of Diffusion Processes Nicolas Marie Amélie Rosier 25 0 0 29 Feb 2024
On a Computable Skorokhod's Integral Based Estimator of the Drift Parameter in Fractional SDE Nicolas Marie 27 3 0 13 Jan 2023