المؤلفون: Comte, Fabienne, Genon-Catalot, Valentine

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0090-5364.

مصطلحات موضوعية: Diusion process, Hermite basis, Laguerre basis, model selection, non- parametric drift estimation, projection estimators, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]

Relation: hal-02083474; https://hal.science/hal-02083474; https://hal.science/hal-02083474/document; https://hal.science/hal-02083474/file/Driftiid_3.pdf

الاتاحة: https://hal.science/hal-02083474
https://hal.science/hal-02083474/document
https://hal.science/hal-02083474/file/Driftiid_3.pdf
https://doi.org/10.1214/19-AOS1933

المؤلفون: Michael Eckhoff

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.ma.utexas.edu/mp_arc/c/02/02-438.ps.gz.

مصطلحات موضوعية: eigenvalue problem, diusion process, metastability, relaxation time, potential theory

وصف الملف: application/postscript

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.13.1428; http://www.ma.utexas.edu/mp_arc/c/02/02-438.ps.gz

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.13.1428
http://www.ma.utexas.edu/mp_arc/c/02/02-438.ps.gz

المؤلفون: Valentine Genon-Catalot, Fabienne Comte

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions (INSMI)-Centre National de la Recherche Scientifique (CNRS)

المصدر: Annals of Statistics
Annals of Statistics, Institute of Mathematical Statistics, 2020, 48 (6), pp.3336-3365. ⟨10.1214/19-AOS1933⟩
Ann. Statist. 48, no. 6 (2020), 3336-3365

مصطلحات موضوعية: Statistics and Probability, Independent and identically distributed random variables, Laguerre basis, model selection, Dimension (graph theory), projection estimators, Interval (mathematics), 01 natural sciences, Combinatorics, 010104 statistics & probability, Stochastic differential equation, 62M05, Diusion process, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], Diffusion process, 62G07, 0101 mathematics, Mathematics, Hermite basis, Stochastic process, nonparametric drift estimation, Function (mathematics), Projection (relational algebra), Bounded function, non- parametric drift estimation, Statistics, Probability and Uncertainty

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dbdea4f65644c789c38ad8bedf7ea7dc
https://hal.archives-ouvertes.fr/hal-02083474

المؤلفون: Andreas Kunz

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www-m4.mathematik.tu-muenchen.de/m4/pers/kunz/pub/MxDf.ps.

مصطلحات موضوعية: absorption probability, diusion process, Dirichlet form, Dirichlet problem, eigenvalue asymptotics, extreme value theory, generator, semigroup, tail behavior, Temple's inequality, variational principle

وصف الملف: application/postscript

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.7.8147; http://www-m4.mathematik.tu-muenchen.de/m4/pers/kunz/pub/MxDf.ps

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.7.8147
http://www-m4.mathematik.tu-muenchen.de/m4/pers/kunz/pub/MxDf.ps

المؤلفون: Andreas Kunz

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www-m4.mathematik.tu-muenchen.de/m4/pers/kunz/pub/lvst.ps.

مصطلحات موضوعية: absorption probability, diusion process, Dirichlet form, Dirichlet problem, eigenvalue asymptotics, extreme value theory, generator, semigroup, tail behavior, Temple's inequality, variational principle

وصف الملف: application/postscript

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.57.7764; http://www-m4.mathematik.tu-muenchen.de/m4/pers/kunz/pub/lvst.ps

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.57.7764
http://www-m4.mathematik.tu-muenchen.de/m4/pers/kunz/pub/lvst.ps

المؤلفون: Asai, Manabu, McAleer, Michael

مصطلحات موضوعية: C32, C51, G13, Diusion process, Multivariate stochastic volatility, Long memory, Fractional Brownian motion, Generalized Method of Moments, Econometría (Economía), 5302 Econometría

وصف الملف: application/pdf

Relation: http://eprints.ucm.es/18068/; https://www.ucm.es/icae; https://hdl.handle.net/20.500.14352/41453

الاتاحة: https://hdl.handle.net/20.500.14352/41453
http://eprints.ucm.es/18068/
https://www.ucm.es/icae

المؤلفون: Donald A. Dawson, Zenghu Li, Hao Wang

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.math.utah.edu/~ejpecp/EjpVol6/paper25.pdf.

مصطلحات موضوعية: interacting-branching particle system, diusion process, mar- tingale problem

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.587.7935; http://www.math.utah.edu/~ejpecp/EjpVol6/paper25.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.587.7935
http://www.math.utah.edu/~ejpecp/EjpVol6/paper25.pdf

المؤلفون: J M. Swart

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.math.tu-berlin.de/stoch/Kolleg/Preprints/swart.ps.

مصطلحات موضوعية: diusion process

وصف الملف: application/postscript

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.31.7545; http://www.math.tu-berlin.de/stoch/Kolleg/Preprints/swart.ps

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.31.7545
http://www.math.tu-berlin.de/stoch/Kolleg/Preprints/swart.ps

المؤلفون: Song Chun Zhu

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.cis.ohio-state.edu/~szhu/mat.ps.gz.

مصطلحات موضوعية: Medial axis transform, jump-diusion process, energy minimization, Markov random eld

وصف الملف: application/postscript

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.54.7879; http://www.cis.ohio-state.edu/~szhu/mat.ps.gz

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.54.7879
http://www.cis.ohio-state.edu/~szhu/mat.ps.gz

المؤلفون: Hiroyuki Matsumoto, Marc Yor

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.math.utah.edu/~ejpecp/EcpVol4/paper3.pdf.

مصطلحات موضوعية: Diusion Process, Geometric Brownian Motion, Markov Intertwining Kernel, strict) Local Martingale, Explosion

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.509.1050; http://www.math.utah.edu/~ejpecp/EcpVol4/paper3.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.509.1050
http://www.math.utah.edu/~ejpecp/EcpVol4/paper3.pdf

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://math.bnu.edu.cn/statprob/CSPS-IMS2005/Abstracts/KlausPoetzelberger.pdf.

مصطلحات موضوعية: Key words, Boundary crossing probability, diusion process, Brownian motion, barrier option

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.624.1132; http://math.bnu.edu.cn/statprob/CSPS-IMS2005/Abstracts/KlausPoetzelberger.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.624.1132
http://math.bnu.edu.cn/statprob/CSPS-IMS2005/Abstracts/KlausPoetzelberger.pdf

المؤلفون: Thème Cog, Sophie Donnet, Adeline Samson

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://hal.inria.fr/docs/00/07/02/15/PDF/RR-5809.pdf.

مصطلحات موضوعية: Key-words, Bayesian estimation, Brownian bridge, Diusion process, Euler-Maruyama approximation, Gibbs algorithm, Incomplete data model, Maximum likelihood estimation, Non-linear mixed eects model, SAEM algorithm, Stochastic dierential equation

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.504.9896; http://hal.inria.fr/docs/00/07/02/15/PDF/RR-5809.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.504.9896
http://hal.inria.fr/docs/00/07/02/15/PDF/RR-5809.pdf