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2210.13173
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Nonparametric Drift Estimation from Diffusions with Correlated Brownian Motions
24 October 2022
Fabienne Comte
Nicolas Marie
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Papers citing
"Nonparametric Drift Estimation from Diffusions with Correlated Brownian Motions"
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Title
Warped Kernel Estimator for I.I.D. Paths of Diffusion Processes
Nicolas Marie
Amélie Rosier
52
0
0
29 Feb 2024
On a Computable Skorokhod's Integral Based Estimator of the Drift Parameter in Fractional SDE
Nicolas Marie
52
3
0
13 Jan 2023
1