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math.ST2026
Nonparametric estimation of the diffusion coefficient of an ergodic diffusion process on non-compact supports under Osgood's conditions
Eddy-Michel Ella-Mintsa
In this paper, we study the nonparametric estimation of the squared diffusion coefficient of an ergodic diffusion process on non-compact supports, when the two coefficients of the…
math.ST2026
Minimax convergence rates of a binary plug-in type classification procedure for time-homogeneous SDE paths under low-noise conditions
Eddy Michel Ella-Mintsa
The study of minimax convergence rates for classification procedures adapted to SDE paths is rarely addressed in the literature. Only one paper established optimal convergence rate…