ERD

Periodic Reporting for period 3 - STAMFORD (Statistical Methods For High Dimensional Diffusions)

Project: STAMFORD

Updated at: 15-06-2024

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Project acronym STAMFORD

Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the async...

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Power variations for fractional type infinitely divisible random fields

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Asymptotic theory for quadratic variation of harmonizable fractional stable processes

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Semiparametric estimation of McKean-Vlasov SDEs

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate...

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Semiparametric estimation of McKean-Vlasov SDEs

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Optimal convergence rates for the invariant density estimation of jump-diffusion processes

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Parameter estimation of discretely observed interacting particle systems

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

High-dimensional estimation of quadratic variation based on penalized realized variance

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

On Lasso estimator for the drift function in diffusion models

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Quantitative and stable limits of high-frequency statistics of Levy processes: a Stein's method approach

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Estimation of mixed fractional stable processes using high-frequency data

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

High-dimensional estimation of quadratic variation based on penalized realized variance

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Minimax rate for multivariate data under componentwise local differential privacy constraints

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Hyperbolic Anderson model with time-independent rough noise: Gaussian fluctuations

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Scaling limits of linear random fields on Z2 with general dependence axis

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Local scaling limits of Lévy driven fractional random fields

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

On the nonparametric inference of coefficients of self-exciting jump-diffusion

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

On spectrum of sample covariance matrices from large tensor vectors

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

On estimation of quadratic variation for multivariate pure jump semimartingales

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Optimal estimation of local time and occupation time measure for an alpha-stable Levy process

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Minimax rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

Optimal estimation of some random quantities of a Lévy process

Project: STAMFORD

Updated at: 27-04-2024

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Project acronym STAMFORD

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Periodic Reporting for period 3 - STAMFORD (Statistical Methods For High Dimensional Diffusions)

Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the async...

Power variations for fractional type infinitely divisible random fields

Asymptotic theory for quadratic variation of harmonizable fractional stable processes

Semiparametric estimation of McKean-Vlasov SDEs

Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate...

Semiparametric estimation of McKean-Vlasov SDEs

Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes

Optimal convergence rates for the invariant density estimation of jump-diffusion processes

On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model

Parameter estimation of discretely observed interacting particle systems

High-dimensional estimation of quadratic variation based on penalized realized variance

On Lasso estimator for the drift function in diffusion models

Quantitative and stable limits of high-frequency statistics of Levy processes: a Stein's method approach

Estimation of mixed fractional stable processes using high-frequency data

On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model

High-dimensional estimation of quadratic variation based on penalized realized variance

Minimax rate for multivariate data under componentwise local differential privacy constraints

Hyperbolic Anderson model with time-independent rough noise: Gaussian fluctuations

Scaling limits of linear random fields on Z2 with general dependence axis

Local scaling limits of Lévy driven fractional random fields

On the nonparametric inference of coefficients of self-exciting jump-diffusion

On spectrum of sample covariance matrices from large tensor vectors

On estimation of quadratic variation for multivariate pure jump semimartingales

Optimal estimation of local time and occupation time measure for an alpha-stable Levy process

Minimax rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes

Optimal estimation of some random quantities of a Lévy process