4. Mathematics
  5. Statistics Theory

Alessandro de Gregorio

Mathematics – Statistics Theory

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Adaptive LASSO-type estimation for ergodic diffusion processes

Mathematics – Statistics Theory
Scientific paper

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Change point estimation for the telegraph process observed at discrete times

Mathematics – Statistics Theory
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Clustering of discretely observed diffusion processes

Economy – Quantitative Finance – Statistical Finance
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Divergences Test Statistics for Discretely Observed Diffusion Processes

Mathematics – Statistics Theory
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Flying randomly in $\mathbb{R}^d$ with Dirichlet displacements

Mathematics – Probability
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