Cover Image

Nonparametric Estimation for I.I.D. Paths of a Martingale Driven Model with Application to Non-Autonomous Financial Models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Marie, Nicolas
Format:	Preprint
Published:	2021
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Nonparametric Estimation for I.I.D. Paths of Fractional SDE
by: Comte, Fabienne, et al.
Published: (2020)

Warped Kernel Estimator for I.I.D. Paths of Diffusion Processes
by: Marie, Nicolas, et al.
Published: (2024)

Nonparametric Estimation in SDE Models Involving an Explanatory Process
by: Comte, Fabienne, et al.
Published: (2025)

Nonparametric Estimation from Correlated Copies of a Drifted Process
by: Marie, Nicolas
Published: (2025)

On a Strictly Decreasing Nonparametric Estimator of the Drift Function for Recurrent Diffusion Processes
by: Marie, Nicolas
Published: (2026)

Clustering risk in Non-parametric Hidden Markov and I.I.D. Models
by: Gassiat, Elisabeth, et al.
Published: (2023)

Nonparametric Estimation of the Transition Density Function for Diffusion Processes
by: Comte, Fabienne, et al.
Published: (2024)

Nonparametric Drift Estimation from Diffusions with Correlated Brownian Motions
by: Comte, Fabienne, et al.
Published: (2022)

Learning Properties of Quantum States Without the I.I.D. Assumption
by: Fawzi, Omar, et al.
Published: (2024)

Nonparametric Estimation For Censored Circular Data
by: Conanec, Nicolas
Published: (2025)

Projection Estimators of the Stationary Density of a Differential Equation Driven by the Fractional Brownian Motion
by: Marie, Nicolas
Published: (2021)

Identifiability and Estimation in High-Dimensional Nonparametric Latent Structure Models
by: Lyu, Yichen, et al.
Published: (2025)

Bayesian Quantile Estimation and Regression with Martingale Posteriors
by: Fong, Edwin, et al.
Published: (2024)

Multifunction Estimation in a Time-Discretized Skorokhod Reflection Problem
by: Marie, Nicolas
Published: (2024)

A Martingale Approach To Fluctuations of Rank Estimators in Sensitivity Analysis
by: Chhaibi, Reda, et al.
Published: (2026)

Fixed-Point Estimation of the Drift Parameter in Stochastic Differential Equations Driven by Rough Multiplicative Fractional Noise
by: Amorino, Chiara, et al.
Published: (2025)

A Martingale Approach to Large-$θ$ Ewens-Pitman Model
by: Ribeiro, Rodrigo
Published: (2025)

Inference for Deep Neural Network Estimators in Generalized Nonparametric Models
by: Meng, Xuran, et al.
Published: (2025)

On a Computable Skorokhod's Integral Based Estimator of the Drift Parameter in Fractional SDE
by: Marie, Nicolas
Published: (2023)

On a Projection Least Squares Estimator for Jump Diffusion Processes
by: Halconruy, Hélène, et al.
Published: (2022)

On a Calculable Skorokhod's Integral Based Projection Estimator of the Drift Function in Fractional SDE
by: Marie, Nicolas
Published: (2023)

Asymptotic Equivalence for Nonparametric Generalized Linear Models
by: Grama, Ion, et al.
Published: (2024)

Nonparametric Estimation via Partial Derivatives
by: Dai, Xiaowu
Published: (2022)

Mean Estimation in Banach Spaces Under Infinite Variance and Martingale Dependence
by: Whitehouse, Justin, et al.
Published: (2024)

Nonparametric goodness of fit tests for Pareto type-I distribution with complete and censored data
by: Vishnu, Avhad Ganesh, et al.
Published: (2024)

Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators
by: Cattaneo, Matias D., et al.
Published: (2024)

On Efficient and Scalable Computation of the Nonparametric Maximum Likelihood Estimator in Mixture Models
by: Zhang, Yangjing, et al.
Published: (2022)

Nadaraya-Watson Type Estimator of the Transition Density Function for Diffusion Processes
by: Marie, Nicolas, et al.
Published: (2025)

Matrix Moment and Concentration Inequalities for Martingales and Ergodic Markov Chains with Applications in Statistical Learning
by: Peng, Yang, et al.
Published: (2025)

Nonparametric optimal density estimation for censored circular data
by: Conanec, Nicolas, et al.
Published: (2025)

Separate Exchangeability as Modeling Principle in Bayesian Nonparametrics
by: Rebaudo, Giovanni, et al.
Published: (2021)

Bayesian Predictive Inference Beyond Martingales
by: Battiston, Marco, et al.
Published: (2025)

Model-free Estimation of Latent Structure via Multiscale Nonparametric Maximum Likelihood
by: Aragam, Bryon, et al.
Published: (2024)

Nonparametric Estimation of Mediation Effects with A General Treatment
by: Huang, Lukang, et al.
Published: (2022)

A New Look at the Visual Performance of Nonparametric Hazard Rate Estimators
by: Gefeller, Olaf, et al.
Published: (2026)

Nonparametric Jackknife Instrumental Variable Estimation and Confounding Robust Surrogate Indices
by: Bibaut, Aurélien, et al.
Published: (2024)

Principled Estimation and Prediction with Competing Risks: a Bayesian Nonparametric Approach
by: Del Sole, Claudio, et al.
Published: (2026)

A Martingale Kernel Two-Sample Test
by: Chatterjee, Anirban, et al.
Published: (2025)

Moment Martingale Posteriors for Semiparametric Predictive Bayes
by: Yung, Yiu Yin, et al.
Published: (2025)

Uniform Convergence Rate of the Nonparametric Estimator for Integrated Diffusion Processes
by: Ji, Shaolin, et al.
Published: (2024)