Asymptotic statistical equivalence for scalar ergodic diffusions

By Arnak S. Dalalyan, Markus Reiß. 2006

52 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/f09fba08afda1b5257d73261a9aea1affb540e9b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Kolyan Ray
2. Richard Nickl
3. Arnak S. Dalalyan
4. Evarist Gin'e

In Mathematical Physics

1. Richard Nickl
2. Laëtitia Comminges
3. Arnak S. Dalalyan
4. Kolyan Ray
5. Judith Rousseau
6. Botond Szab'o
7. Jakob Sohl

In Statistical and Nonlinear Physics

1. Richard Nickl
2. Arnak S. Dalalyan
3. Kolyan Ray

Citations in the corpus

• Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions (2018, background): “, [30], [14, 15, 50, 38, 54, 1, 2, 3]), comparably little is known about the in applications highly important multi-dimensional setting, particularly when b is modelled in a nonparametric or high-dimensional way.”
• Tight conditions for consistency of variable selection in the context of high dimensionality (2011, background): “Let f : [ 0,1 ] d → denote the unknown regression function.”