Adaptive nonparametric drift estimation for multivariate jump diffusions under sup-norm risk

29 September 2023

Papers citing "Adaptive nonparametric drift estimation for multivariate jump diffusions under sup-norm risk"

4 / 4 papers shown

Title
Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations Niklas Dexheimer Claudia Strauch 44 3 0 27 Sep 2021
Mixing it up: A general framework for Markovian statistics Niklas Dexheimer Claudia Strauch Lukas Trottner 67 9 0 31 Oct 2020
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes H. Mai 57 44 0 12 Mar 2014
Bandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimality A. Goldenshluger O. Lepski 379 245 0 06 Sep 2010