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07/11/2023
On a Calculable Skorokhod's Integral Based Projection Estimator of the Drift Function in Fractional SDE
This paper deals with a Skorokhod's integral based projection type estim...
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01/13/2023
On a Computable Skorokhod's Integral Based Estimator of the Drift Parameter in Fractional SDE
This paper deals with a Skorokhod's integral based least squares type es...
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10/24/2022
Nonparametric Drift Estimation from Diffusions with Correlated Brownian Motions
In the present paper, we consider that N diffusion processes X^1,…,X^N a...
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10/24/2022
On a Projection Least Squares Estimator for Jump Diffusion Processes
This paper deals with a projection least squares estimator of the drift ...
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10/29/2021
Nonparametric Estimation for I.I.D. Paths of a Martingale Driven Model with Application to Non-Autonomous Fractional SDE
This paper deals with a projection least square estimator of the functio...
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06/24/2021
On a Projection Estimator of the Regression Function Derivative
In this paper, we study the estimation of the derivative of a regression...
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05/14/2021
Nadaraya-Watson Estimator for I.I.D. Paths of Diffusion Processes
This paper deals with a nonparametric Nadaraya-Watson estimator b of the...
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04/02/2021
Projection Estimators of the Stationary Density of a Differential Equation Driven by the Fractional Brownian Motion
The paper deals with projection estimators of the density of the station...
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02/15/2021
Tight Risk Bound for High Dimensional Time Series Completion
Initially designed for independent datas, low-rank matrix completion was...
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06/13/2020
Kernel Selection in Nonparametric Regression
In the regression model Y = b(X) +ε, where X has a density f, this paper...
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04/04/2020
Nonparametric Estimation for I.I.D. Paths of Fractional SDE
This paper deals with nonparametric projection estimators of the drift f...
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01/26/2020
On a Nadaraya-Watson Estimator with Two Bandwidths
In a regression model, we write the Nadaraya-Watson estimator of the reg...
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07/22/2019
Nonparametric Estimation of the Trend in Reflected Fractional SDE
This paper deals with the consistency, a rate of convergence and the asy...
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03/13/2019
Matrix factorization for multivariate time series analysis
Matrix factorization is a powerful data analysis tool. It has been used ...
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02/02/2019