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Non-parametric estimation of Stochastic Differential Equations from stationary time-series
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Non-parametric estimation of Stochastic Differential Equations from stationary time-series

Journal of statistical physics (J. Stat. Phys.), 2020
Xi Chen
Ilya Timofeyev
ArXiv (abs)PDFHTML

Papers citing "Non-parametric estimation of Stochastic Differential Equations from stationary time-series"

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Title
Error Bounds of the Invariant Statistics in Machine Learning of Ergodic Itô Diffusions
Error Bounds of the Invariant Statistics in Machine Learning of Ergodic Itô Diffusions
He Zhang
J. Harlim
Xiantao Li
219
7
0
21 May 2021