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2011.12387
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On the nonparametric inference of coefficients of self-exciting jump-diffusion
Electronic Journal of Statistics (EJS), 2020
24 November 2020
Chiara Amorino
Charlotte Dion
A. Gloter
Sarah Lemler
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Papers citing
"On the nonparametric inference of coefficients of self-exciting jump-diffusion"
5 / 5 papers shown
On a Projection Least Squares Estimator for Jump Diffusion Processes
Annals of the Institute of Statistical Mathematics (AISM), 2022
H. Halconruy
Nicolas Marie
248
3
0
24 Oct 2022
Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity
Statistics (Berlin) (SB), 2022
Chiara Amorino
A. Gloter
506
5
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
375
8
0
06 Oct 2021
Neuronal Network Inference and Membrane Potential Model using Multivariate Hawkes Processes
Anna Bonnet
Charlotte Dion-Blanc
François Gindraud
Sarah Lemler
240
15
0
02 Aug 2021
Optimal convergence rates for the invariant density estimation of jump-diffusion processes
Chiara Amorino
Eulalia Nualart
274
10
0
21 Jan 2021
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