Drift estimation for rough processes under small noise asymptotic : trajectory fitting method
Fuente:
arXiv
Saved in:
| Main Authors: | Gloter, Arnaud, Yoshida, Nakahiro |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Quasi-likelihood analysis for adaptive estimation of a degenerate diffusion process
by: Gloter, Arnaud, et al.
Published: (2024)
by: Gloter, Arnaud, et al.
Published: (2024)
Statistical inference for highly correlated stationary point processes and noisy bivariate Neyman-Scott processes
by: Shiotani, Takaaki, et al.
Published: (2024)
by: Shiotani, Takaaki, et al.
Published: (2024)
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime
by: Amorino, Chiara, et al.
Published: (2022)
by: Amorino, Chiara, et al.
Published: (2022)
Log-rank test with coarsened exact matching
by: Baba, Tomoya, et al.
Published: (2024)
by: Baba, Tomoya, et al.
Published: (2024)
Minimax rate for multivariate data under componentwise local differential privacy constraints
by: Amorino, Chiara, et al.
Published: (2023)
by: Amorino, Chiara, et al.
Published: (2023)
Deep learning of point processes for modeling high-frequency data
by: Gyotoku, Yoshihiro, et al.
Published: (2025)
by: Gyotoku, Yoshihiro, et al.
Published: (2025)
The maximum likelihood type estimator of SDEs with fractional Brownian motion under small noise asymptotics in the rough case
by: Nakajima, Shohei
Published: (2024)
by: Nakajima, Shohei
Published: (2024)
Evolving privacy: drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP
by: Amorino, Chiara, et al.
Published: (2024)
by: Amorino, Chiara, et al.
Published: (2024)
Maximum likelihood estimation of mean functions for Gaussian processes under small noise asymptotics
by: Kobayashi, Mitsuki, et al.
Published: (2025)
by: Kobayashi, Mitsuki, et al.
Published: (2025)
On the role of symmetry for staircase mechanisms in local differential privacy efficiency across different privacy regimes
by: Amorino, Chiara, et al.
Published: (2026)
by: Amorino, Chiara, et al.
Published: (2026)
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes
by: Chiara Amorino, et al.
Published: (2024)
by: Chiara Amorino, et al.
Published: (2024)
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)
Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity
by: Amorino, Chiara, et al.
Published: (2024)
by: Amorino, Chiara, et al.
Published: (2024)
On the effect of noise on fitting linear regression models
by: Ullah, Insha, et al.
Published: (2024)
by: Ullah, Insha, et al.
Published: (2024)
Drift estimation for a partially observed mixed fractional Ornstein--Uhlenbeck process
by: Cai, Chunhao
Published: (2025)
by: Cai, Chunhao
Published: (2025)
Factorization by extremal privacy mechanisms: new insights into efficiency
by: Amorino, Chiara, et al.
Published: (2025)
by: Amorino, Chiara, et al.
Published: (2025)
Nonparametric density estimation for the small jumps of Lévy processes
by: Duval, Céline, et al.
Published: (2024)
by: Duval, Céline, et al.
Published: (2024)
A GMM approach to estimate the roughness of stochastic volatility
by: Bolko, Anine E., et al.
Published: (2020)
by: Bolko, Anine E., et al.
Published: (2020)
Signal-to-noise ratio aware minimaxity and higher-order asymptotics
by: Guo, Yilin, et al.
Published: (2022)
by: Guo, Yilin, et al.
Published: (2022)
Curvature-driven manifold fitting under unbounded isotropic noise
by: Li, Ruowei, et al.
Published: (2026)
by: Li, Ruowei, et al.
Published: (2026)
Local asymptotic normality for mixed fractional Ornstein-Uhlenbeck process under high-frequency observation
by: Cai, Chunhao, et al.
Published: (2026)
by: Cai, Chunhao, et al.
Published: (2026)
On determinantal point processes with nonsymmetric kernels
by: Arnaud, Poinas
Published: (2024)
by: Arnaud, Poinas
Published: (2024)
Adaptive tail index estimation: minimal assumptions and non-asymptotic guarantees
by: Lederer, Johannes, et al.
Published: (2025)
by: Lederer, Johannes, et al.
Published: (2025)
Smooth and rough paths in mean derivative estimation for functional data
by: Berger, Max, et al.
Published: (2025)
by: Berger, Max, et al.
Published: (2025)
Spatial confounding under infill asymptotics
by: Bolin, David, et al.
Published: (2024)
by: Bolin, David, et al.
Published: (2024)
Scale estimation and rate-unbiasedness for Gaussian processes under smoothness misspecification
by: Karvonen, Toni, et al.
Published: (2021)
by: Karvonen, Toni, et al.
Published: (2021)
On goodness-of-fit testing for self-exciting point processes
by: Kling, José C. F., et al.
Published: (2024)
by: Kling, José C. F., et al.
Published: (2024)
Finite sample rates for logistic regression with small noise or few samples
by: Kuchelmeister, Felix, et al.
Published: (2023)
by: Kuchelmeister, Felix, et al.
Published: (2023)
A non-asymptotic upper bound in prediction for the PLS estimator
by: Castelli, Luca, et al.
Published: (2024)
by: Castelli, Luca, et al.
Published: (2024)
Consistency of the bootstrap for asymptotically linear estimators based on machine learning
by: Tang, Zhou, et al.
Published: (2024)
by: Tang, Zhou, et al.
Published: (2024)
Tests for white noise via asymptotically independent U-statistics in high-dimensions
by: Xu, Yuanya
Published: (2026)
by: Xu, Yuanya
Published: (2026)
Trend estimation for time series with polynomial-tailed noise
by: Neumann, Michael H., et al.
Published: (2025)
by: Neumann, Michael H., et al.
Published: (2025)
Optimal experimental design for parameter estimation in the presence of observation noise
by: Qi, Jie, et al.
Published: (2025)
by: Qi, Jie, et al.
Published: (2025)
Local moment matching with Erlang mixtures under automatic roughness penalization
by: Laverny, Oskar, et al.
Published: (2024)
by: Laverny, Oskar, et al.
Published: (2024)
On the asymptotic properties of product-PCA under the high-dimensional setting
by: Hung, Hung, et al.
Published: (2024)
by: Hung, Hung, et al.
Published: (2024)
The noise barrier and the large signal bias of the Lasso and other convex estimators
by: Bellec, Pierre C
Published: (2018)
by: Bellec, Pierre C
Published: (2018)
Z-estimation system: a modular approach to asymptotic analysis
by: Hu, Jie Kate
Published: (2024)
by: Hu, Jie Kate
Published: (2024)
A new kernel estimator of hazard ratio and its asymptotic mean squared error
by: Moriyama, Taku, et al.
Published: (2016)
by: Moriyama, Taku, et al.
Published: (2016)
Second-order PACF asymptotics and discrimination between fractional Gaussian noise and $\FARIMA(0,d,0)$
by: Cai, Chunhao
Published: (2026)
by: Cai, Chunhao
Published: (2026)
Uniform mean estimation for monotonic processes
by: Clerico, Eugenio, et al.
Published: (2025)
by: Clerico, Eugenio, et al.
Published: (2025)
Similar Items
-
Quasi-likelihood analysis for adaptive estimation of a degenerate diffusion process
by: Gloter, Arnaud, et al.
Published: (2024) -
Statistical inference for highly correlated stationary point processes and noisy bivariate Neyman-Scott processes
by: Shiotani, Takaaki, et al.
Published: (2024) -
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime
by: Amorino, Chiara, et al.
Published: (2022) -
Log-rank test with coarsened exact matching
by: Baba, Tomoya, et al.
Published: (2024) -
Minimax rate for multivariate data under componentwise local differential privacy constraints
by: Amorino, Chiara, et al.
Published: (2023)