On the minimum distance estimation of the density for a diffusion process
Sign Up to like & getrecommendations! Published in 2025 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2025.2559114
Abstract: Abstract This article focused on investigating the parameter estimation of a stochastic differential equation of type diffusion, driven by small white noise, based on continuous time observations. A non parametric estimator is involved in the… read more here.
Keywords: estimation density; minimum distance; estimation; distance estimation ... See more keywords
Estimation of a density using an improved surrogate model
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DOI: 10.1214/20-ejs1774
Abstract: Quantification of uncertainty of a technical system is often based on a surrogate model of a corresponding simulation model. In any application the simulation model will not describe the reality perfectly, and consequently also the… read more here.
Keywords: density using; estimation density; improved surrogate; model ... See more keywords