Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes

Non parametric estimation of the diffusion coefficients of a diffusion with jumps

(2019) Émeline Schmisser   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Adaptive invariant density estimation for ergodic diffusions over anisotropic classes

(2018) Claudia Strauch   ANNALS OF STATISTICS

Heat kernels for non-symmetric diffusion operators with jumps

(2017) Zhen-Qing Chen et al.   JOURNAL OF DIFFERENTIAL EQUATIONS

Adaptive estimation for stochastic damping Hamiltonian systems under partial observation

(2017) Fabienne Comte et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Anisotropic adaptive kernel deconvolution

(2013) F. Comte et al.   ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES

Multivariate density estimation under sup-norm loss: Oracle approach, adaptation and independence structure

(2013) Oleg Lepski   ANNALS OF STATISTICS

The Morris–Lecar neuron model embeds a leaky integrate-and-fire model

(2012) Susanne Ditlevsen et al.   JOURNAL OF MATHEMATICAL BIOLOGY

Bandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimality

(2011) Alexander Goldenshluger et al.   ANNALS OF STATISTICS

Nonparametric estimation of the derivatives of the stationary density for stationary processes

(2011) Emeline Schmisser   ESAIM-Probability and Statistics