scholarly journals Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions

2008 ◽  
Vol 44 (4) ◽  
pp. 771-786 ◽  
Author(s):  
D. Loukianova ◽  
O. Loukianov
Keyword(s):  
One Dimensional ◽  
Additive Functionals ◽  
Deterministic Equivalent ◽  
Drift Estimation ◽  
Parametric Drift ◽  
Non Parametric

Online and Non-Parametric Drift Detection Methods Based on Hoeffding’s Bounds

2015 ◽  
Vol 27 (3) ◽  
pp. 810-823 ◽  
Author(s):  
Isvani Frias-Blanco ◽  
Jose del Campo-Avila ◽  
Gonzalo Ramos-Jimenez ◽  
Rafael Morales-Bueno ◽  
Agustin Ortiz-Diaz ◽  
...  
Keyword(s):  
Detection Methods ◽  
Parametric Drift ◽  
Non Parametric

scholarly journals Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process

2011 ◽  
Vol 15 ◽  
pp. 197-216 ◽  
Author(s):  
Eva Löcherbach ◽  
Dasha Loukianova ◽  
Oleg Loukianov
Keyword(s):  
Diffusion Process ◽  
One Dimensional ◽  
Drift Estimation ◽  
Dimensional Diffusion

scholarly journals Posterior contraction rates for non-parametric state and drift estimation

2020 ◽  
Vol 2 (3) ◽  
pp. 333-349
Author(s):  
Sebastian Reich ◽  
◽  
Paul J. Rozdeba
Keyword(s):  
Drift Estimation ◽  
Non Parametric
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