Publications:
Submissions:
Ella Mintsa, E.-M. (2025). Minimax rates of convergence for the nonparametric estimation of the diffusion coefficient from time-homogeneous SDE paths. Statistical Inference for Stochastic Processes (In revision )
Ella Mintsa, E.-M. (2025). Rates of convergence of a binary classification procedure for time-homogeneous S.D.E paths.
Denis, C., Ella Mintsa, E.-M. (2025). Empirical risk minimization algorithm for multiclass classification of S.D.E. paths
Link: ArXiv
Work in progress:
An adaptive wavelet particle approximation for statistical solution of McKean-Vlasov equations
Jointly with V.-C. Tran
Minimax rate of convergence of a nonparametric binary classification procedure of the ERM type
Faster rate of convergence of a nonparametric plug-in type binary classification procedure for SDE paths