Mixing it up: A general framework for Markovian statistics

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Mixing it up: A general framework for Markovian statistics

31 October 2020

Niklas Dexheimer

Claudia Strauch

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Papers citing "Mixing it up: A general framework for Markovian statistics"

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Title
Statistical algorithms for low-frequency diffusion data: A PDE approach Matteo Giordano Sven Wang 74 4 0 02 May 2024
Data-driven rules for multidimensional reflection problems Soren Christensen Asbjorn Holk Thomsen Lukas Trottner 71 4 0 11 Nov 2023
Adaptive nonparametric drift estimation for multivariate jump diffusions under sup-norm risk Linqi Zhou 47 0 0 29 Sep 2023
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime Chiara Amorino A. Gloter 68 2 0 05 Aug 2022
Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations Niklas Dexheimer Claudia Strauch 74 3 0 27 Sep 2021
Learning to reflect: A unifying approach for data-driven stochastic control strategies Soren Christensen Claudia Strauch Lukas Trottner 62 10 0 23 Apr 2021
Optimal convergence rates for the invariant density estimation of jump-diffusion processes Chiara Amorino Eulalia Nualart 56 8 0 21 Jan 2021