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20122024
most citedA spatio-temporal multi-scale model for Geyer saturation point process: application to forest fire occurrences

18 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2023 · math.STShow all

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math.ST2023

Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations

Anna Melnykova, Patricia Reynaud-Bouret, Adeline Samson

We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]…