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Drift parameter estimation for interacting particle systems with singular repulsion
Chiara Amorino, Jacek Malecki, Radomyra Shevchenko
We study the estimation of the interaction parameter in singular interacting particle systems from continuous and discrete observations over a fixed time horizon. The singularity o…
Adaptive thresholding for wavelet-based nonparametric heteroskedastic variance estimation on the sphere
Claudio Durastanti, Radomyra Shevchenko
This paper addresses the nonparametric estimation of a spatially varying, heteroskedastic variance function on the unit sphere within a regression framework. While adaptive regress…
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…