adaptive thresholding 1heteroskedastic variance 1needlets 1nonparametric estimation 1spherical data 1
From the 1 of 2 linked papers with an AI index.
2 papers
math.ST2026
Adaptive thresholding for wavelet-based nonparametric heteroskedastic variance estimation on the sphere
Claudio Durastanti, Radomyra Shevchenko
The paper proposes a fully data‑driven, multiresolution estimator using needlets and hard‑thresholding to adaptively estimate a spatially varying heteroskedastic variance function…
math.ST2025
Fractional interacting particle system: drift parameter estimation via Malliavin calculus
Chiara Amorino, Ivan Nourdin, Radomyra Shevchenko
We address the problem of estimating the drift parameter in a system of interacting particles driven by additive fractional Brownian motion of Hurst index \( H \geq 1/2 \). Con…