Publication

Robust parameter estimation for the Ornstein-Uhlenbeck process

Related publications (142)

About
Privacy
Disclaimer

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

Robust parameter estimation for the Ornstein-Uhlenbeck process

Graph Chatbot

Chat with Graph Search

Spectral Estimators for High-Dimensional Matrix Inference

A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set

Anisotropic Adaptive Finite Elements for a p-Laplacian Problem

Regularization for distributionally robust state estimation and prediction

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Robust discrete choice models with t-distributed kernel errors

Investigation of Self-Sensing Techniques for Dielectric Elastomer Actuators

Regularization for distributionally robust state estimation and prediction

Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes

Parametric Estimation For Functional Autoregressive Processes On The Sphere

Spectral Estimators for High-Dimensional Matrix Inference

A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Robust discrete choice models with t-distributed kernel errors

Anisotropic Adaptive Finite Elements for a p-Laplacian Problem

Investigation of Self-Sensing Techniques for Dielectric Elastomer Actuators

Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes

Regularization for distributionally robust state estimation and prediction

Regularization for distributionally robust state estimation and prediction

Parametric Estimation For Functional Autoregressive Processes On The Sphere