:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Bayraktar, Elise, Clément, Emmanuelle
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory
Online Access:	https://arxiv.org/abs/2407.21411
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Estimation of a pure-jump stable Cox-Ingersoll-Ross process
by: Bayraktar, Elise, et al.
Published: (2023)

Truncated sequential guaranteed estimation for the Cox-Ingersoll-Ross models
by: Alaya, Mohamed Ben, et al.
Published: (2025)

Efficient estimation of jump parameters for stochastic differential equations driven by L{é}vy processes
by: Bayraktar, Elise, et al.
Published: (2025)

Efficient estimation of stable Levy process with symmetric jumps
by: Brouste, Alexandre, et al.
Published: (2018)

Efficient estimation of partially linear additive Cox models and variance estimation under shape restrictions
by: Lang, Junjun, et al.
Published: (2024)

Nonparametric density estimation for the small jumps of Lévy processes
by: Duval, Céline, et al.
Published: (2024)

Existence results for the Cox-Ingersoll-Ross model with variable exponent diffusion
by: Avci, Mustafa
Published: (2025)

Likelihood confidence intervals for misspecified Cox models
by: Shao, Yongwu, et al.
Published: (2025)

Semiparametric fiducial inference for Cox models
by: Cui, Yifan, et al.
Published: (2024)

Cox reduction and confidence sets of models: a theoretical elucidation
by: Lewis, R. M., et al.
Published: (2023)

Local estimation of transition rates of jump processes through discretization
by: Bladt, Martin, et al.
Published: (2026)

The Normal-Generalised Gamma-Pareto process: A novel pure-jump Lévy process with flexible tail and jump-activity properties
by: Ayed, Fadhel, et al.
Published: (2020)

On estimation of skewed stable linear regression
by: Kawamo, Eitaro, et al.
Published: (2024)

LAD estimation of locally stable SDE
by: Kulyk, Oleksii M., et al.
Published: (2026)

A non-asymptotic upper bound in prediction for the PLS estimator
by: Castelli, Luca, et al.
Published: (2024)

Privacy enhanced collaborative inference in the Cox proportional hazards model for distributed data
by: Hu, Mengtong, et al.
Published: (2024)

Ergodicity and Law-of-large numbers for the Volterra Cox-Ingersoll-Ross process
by: Alaya, Mohamed Ben, et al.
Published: (2024)

Volatility of Volatility and Leverage Effect from Options
by: Chong, Carsten H., et al.
Published: (2023)

Subgroup Discovery with the Cox Model
by: Izzo, Zachary, et al.
Published: (2025)

Distributional regression: CRPS-error bounds for model fitting, model selection and convex aggregation
by: Dombry, Clément, et al.
Published: (2024)

A Modern Theory for High-dimensional Cox Regression Models
by: Ye, Hanxuan, et al.
Published: (2022)

Generalization bounds for score-based generative models: a synthetic proof
by: Stéphanovitch, Arthur, et al.
Published: (2025)

Predictive information criterion for jump diffusion processes
by: Uehara, Yuma
Published: (2025)

Estimation of Integrated Volatility Functionals with Kernel Spot Volatility Estimators
by: Figueroa-López, José E., et al.
Published: (2024)

Nonparametric inference for spot volatility in pure-jump semimartingales
by: Yan, Chengxin, et al.
Published: (2026)

Entropies of Cox-Ingersoll-Ross and Bessel processes as functions of time and of related parameters
by: Kucha, Ivan, et al.
Published: (2025)

On the Realized Joint Laplace Transform of Volatilities with Application to Test the Volatility Dependence
by: Feng, XinWei, et al.
Published: (2025)

Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions
by: Di Noia, Antonio, et al.
Published: (2022)

Non-parametric estimates for graphon mean-field particle systems
by: Bayraktar, Erhan, et al.
Published: (2024)

On hypoellipticity of degenerate operators in testing and detection problems
by: Bayraktar, Erhan, et al.
Published: (2025)

Volatility estimation from a view point of entropy
by: Akahori, Jirô, et al.
Published: (2024)

QBIC of SEM for jump-diffusion processes based on high-frequency data
by: Kusano, Shogo, et al.
Published: (2026)

Cox processes driven by transformed Gaussian processes on linear networks -- A review and new contributions
by: Møller, Jesper, et al.
Published: (2022)

Staleness Factors and Volatility Estimation at High Frequencies
by: Kong, Xinbing, et al.
Published: (2024)

Optimal Cox regression under federated differential privacy: coefficients and cumulative hazards
by: Hung, Elly K. H., et al.
Published: (2025)

Observable asymptotics of regularized Cox regression models with standard Gaussian designs: a statistical mechanics approach
by: Massa, Emanuele, et al.
Published: (2024)

Statistical inference in SEM for diffusion processes with jumps based on high-frequency data
by: Kusano, Shogo, et al.
Published: (2025)

A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks
by: Aouri, Atika, et al.
Published: (2025)

Minimax testing in a statistical inverse problem with unknown operator
by: Marteau, Clément, et al.
Published: (2025)

Efficient estimation of Cox model with random change point
by: Xuerong Chen, et al.
Published: (2024)