Ekaterina Morozova

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math.ST2026

Nonparametric inference for density-dependent McKean--Vlasov diffusions

Denis Belomestny, Ekaterina Morozova

The present research is devoted to the nonparametric estimation of a density-dependent drift coefficient in a multivariate McKean--Vlasov diffusion from independent observations at…

math.ST2024

Decompounding Under General Mixing Distributions

Denis Belomestny, Ekaterina Morozova, Vladimir Panov

This study focuses on statistical inference for compound models of the form $X = ξ_{1} + \dots + ξ_{N}$ , where $N$ is a random variable denoting the count of summands, which are independent…