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20242026
most citedRealized range-based estimation of integrated variance

250 citations · 489 across the 10 of their papers we have counts for

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5 papers · 1 filter

math.ST2026

Weighted Nuclear Elastic Net Estimation of (Near-) Low-Rank Drift Matrices in Ornstein-Uhlenbeck Processes

Dmytro Marushkevych, Francisco Pina, Mark Podolskij

We study estimation of the drift matrix in a continuously observed high-dimensional Ornstein-Uhlenbeck process when the drift is exactly or approximately low rank. In this setting,…

math.ST2025

Local asymptotic normality for discretely observed McKean-Vlasov diffusions

Akram Heidari, Mark Podolskij

We study the local asymptotic normality (LAN) property for the likelihood function associated with discretely observed -dimensional McKean-Vlasov stochastic differential equatio…

math.ST2025

Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes

Chiara Amorino, Francisco Pina, Mark Podolskij

In this paper, we address high-dimensional parametric estimation of the drift function in diffusion models, specifically focusing on a -dimensional ergodic diffusion process obs…

math.ST2025

Consistent support recovery for high-dimensional diffusions

Dmytro Marushkevych, Francisco Pina, Mark Podolskij

Statistical inference for stochastic processes has advanced significantly due to applications in diverse fields, but challenges remain in high-dimensional settings where parameters…

math.ST2024

Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs

Chiara Amorino, Denis Belomestny, Vytautė Pilipauskaitė +2

This paper investigates the estimation of the interaction function for a class of McKean-Vlasov stochastic differential equations. The estimation is based on observations of the as…