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Autor:
Ella-Mintsa, Eddy
Consider a diffusion process X=(X_t), with t in [0,1], observed at discrete times and high frequency, solution of a stochastic differential equation whose drift and diffusion coefficients are assumed to be unknown. In this article, we focus on the no
Externí odkaz:
http://arxiv.org/abs/2307.03960
Autor:
Ella-Mintsa, Eddy
Publikováno v:
Statistical Inference for Stochastic Processes; Oct2024, Vol. 27 Issue 3, p585-640, 56p
Publikováno v:
Scandinavian Journal of Statistics; Sep2024, Vol. 51 Issue 3, p1103-1160, 58p
We study the multiclass classification problem where the features come from a mixture of timehomogeneous diffusion. Specifically, the classes are discriminated by their drift functions while the diffusion coefficient is common to all classes and unkn
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::e5cc3fbc68c9aeec5747d10d6964ccda
https://hal.science/hal-03907946
https://hal.science/hal-03907946