Nonparametric estimation of trend for stochastic differential equations driven by multiplicative stochastic volatility
Fuente:
arXiv
Saved in:
| Main Author: | Rao, B. L. S. Prakasa |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Nonparametric estimation of linear multiplier for stochastic differential equations driven by multiplicative stochastic volatility
by: Rao, B. L. S Prakasa
Published: (2024)
by: Rao, B. L. S Prakasa
Published: (2024)
Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements
by: Strauch, Claudia, et al.
Published: (2024)
by: Strauch, Claudia, et al.
Published: (2024)
Asymptotic analysis of estimators of ergodic stochastic differential equations
by: Ganguly, Arnab
Published: (2024)
by: Ganguly, Arnab
Published: (2024)
Parameter estimation for generalized mixed fractional stochastic heat equation
by: Rao, B. L. S. Prakasa
Published: (2025)
by: Rao, B. L. S. Prakasa
Published: (2025)
Nonparametric estimation of linear multiplier for processes driven by a Hermite process
by: Rao, B. L. S. Prakasa
Published: (2026)
by: Rao, B. L. S. Prakasa
Published: (2026)
Nonparametric Bayesian inference for stochastic processes with piecewise constant priors
by: Belomestny, Denis, et al.
Published: (2023)
by: Belomestny, Denis, et al.
Published: (2023)
Multivariate change estimation for a stochastic heat equation from local measurements
by: Tiepner, Anton, et al.
Published: (2024)
by: Tiepner, Anton, et al.
Published: (2024)
Change point estimation for a stochastic heat equation
by: Reiß, Markus, et al.
Published: (2023)
by: Reiß, Markus, et al.
Published: (2023)
Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
by: Janák, Josef, et al.
Published: (2023)
by: Janák, Josef, et al.
Published: (2023)
Maximum likelihood estimation for spinal-structured trees
by: Azaïs, Romain, et al.
Published: (2021)
by: Azaïs, Romain, et al.
Published: (2021)
Nonparametric estimation of the job-size distribution for an M/G/1 queue with Poisson sampling
by: Ravner, Liron
Published: (2023)
by: Ravner, Liron
Published: (2023)
Robust estimation of a Markov chain transition matrix from multiple sample paths
by: Leskelä, Lasse, et al.
Published: (2025)
by: Leskelä, Lasse, et al.
Published: (2025)
Parameters estimation of a Threshold Chan-Karolyi-Longstaff-Sanders process from continuous and discrete observations
by: Mazzonetto, Sara, et al.
Published: (2025)
by: Mazzonetto, Sara, et al.
Published: (2025)
Adaptive Bayes estimator for stochastic differential equations with jumps under small noise asymptotics
by: Suzuki, Shuntaro, et al.
Published: (2024)
by: Suzuki, Shuntaro, et al.
Published: (2024)
On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models
by: Han, Xiyue, et al.
Published: (2025)
by: Han, Xiyue, et al.
Published: (2025)
Nonparametric learning of stochastic differential equations from sparse and noisy data
by: Ganguly, Arnab, et al.
Published: (2025)
by: Ganguly, Arnab, et al.
Published: (2025)
Minimum $L_1$-norm estimation for fractional Ornstein-Uhlenbeck type process driven by a Hermite process
by: Rao, B. L. S. Prakasa
Published: (2025)
by: Rao, B. L. S. Prakasa
Published: (2025)
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise
by: Bibinger, Markus
Published: (2023)
by: Bibinger, Markus
Published: (2023)
Worst-risk minimization in generalized structural equation models
by: Kennerberg, Philip, et al.
Published: (2023)
by: Kennerberg, Philip, et al.
Published: (2023)
Online minimum search for Brownian motion and the Cauchy process: Multiple approaches
by: Starr, Shannon, et al.
Published: (2023)
by: Starr, Shannon, et al.
Published: (2023)
Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance
by: Han, Xiyue, et al.
Published: (2023)
by: Han, Xiyue, et al.
Published: (2023)
Likelihood estimation for stochastic differential equations with mixed effects
by: Baltazar-Larios, Fernando, et al.
Published: (2024)
by: Baltazar-Larios, Fernando, et al.
Published: (2024)
Estimation of on- and off-time distributions in a dynamic Erdős-Rényi random graph
by: Mandjes, Michel, et al.
Published: (2024)
by: Mandjes, Michel, et al.
Published: (2024)
Convergence of the extended Kalman filter with small and state-dependent noise
by: Njiasse, Ibrahim Mbouandi, et al.
Published: (2025)
by: Njiasse, Ibrahim Mbouandi, et al.
Published: (2025)
Two step estimations via the Dantzig selector for models of stochastic processes with high-dimensional parameters
by: Fujimori, Kou, et al.
Published: (2024)
by: Fujimori, Kou, et al.
Published: (2024)
Statistical inference for a multiscale stochastic model of enzyme kinetics via propagation of chaos
by: Ganguly, Arnab, et al.
Published: (2024)
by: Ganguly, Arnab, et al.
Published: (2024)
Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
by: Čoupek, Petr, et al.
Published: (2024)
by: Čoupek, Petr, et al.
Published: (2024)
Learning to reflect: A unifying approach for data-driven stochastic control strategies
by: Christensen, Sören, et al.
Published: (2021)
by: Christensen, Sören, et al.
Published: (2021)
Depth Patterns and their Applications in Animal Tracking
by: Betken, Annika, et al.
Published: (2024)
by: Betken, Annika, et al.
Published: (2024)
Consistency of MLE in partially observed diffusion models on a torus
by: Ekren, Ibrahim, et al.
Published: (2024)
by: Ekren, Ibrahim, et al.
Published: (2024)
Aliasing Effects for Samples of Spin Random Fields on the Sphere
by: Durastanti, Claudio
Published: (2024)
by: Durastanti, Claudio
Published: (2024)
Best-possible bounds on the set of copulas with a given value of Gini's gamma
by: Úbeda-Flores, Manuel
Published: (2025)
by: Úbeda-Flores, Manuel
Published: (2025)
Minimax properties of gamma kernel density estimators under $L^p$ loss and $β$-Hölder smoothness of the target
by: Ouimet, Frédéric
Published: (2026)
by: Ouimet, Frédéric
Published: (2026)
Nonparametric Diffusivity Estimation for the Stochastic Heat Equation from Noisy Observations
by: Pasemann, Gregor, et al.
Published: (2024)
by: Pasemann, Gregor, et al.
Published: (2024)
Comparison results for positive supermodular dependent Markov tree distributions
by: Ansari, Jonathan, et al.
Published: (2024)
by: Ansari, Jonathan, et al.
Published: (2024)
Learning stochastic multiscale models through normalizing flows
by: Saha, Anan, et al.
Published: (2026)
by: Saha, Anan, et al.
Published: (2026)
Parameter Estimation for Partially Observed Affine and Polynomial Processes
by: Kallsen, Jan, et al.
Published: (2025)
by: Kallsen, Jan, et al.
Published: (2025)
Nonparametric estimation of the jump rate in mean field interacting systems of neurons
by: Duarte, Aline, et al.
Published: (2025)
by: Duarte, Aline, et al.
Published: (2025)
On bivariate lower semilinear copulas and the star product
by: Maislinger, Lea, et al.
Published: (2024)
by: Maislinger, Lea, et al.
Published: (2024)
A Simplified Condition For Quantile Regression
by: Peng, Liang, et al.
Published: (2025)
by: Peng, Liang, et al.
Published: (2025)
Similar Items
-
Nonparametric estimation of linear multiplier for stochastic differential equations driven by multiplicative stochastic volatility
by: Rao, B. L. S Prakasa
Published: (2024) -
Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements
by: Strauch, Claudia, et al.
Published: (2024) -
Asymptotic analysis of estimators of ergodic stochastic differential equations
by: Ganguly, Arnab
Published: (2024) -
Parameter estimation for generalized mixed fractional stochastic heat equation
by: Rao, B. L. S. Prakasa
Published: (2025) -
Nonparametric estimation of linear multiplier for processes driven by a Hermite process
by: Rao, B. L. S. Prakasa
Published: (2026)