Mark Podolskij

1. Semiparametric estimation of McKean-Vlasov SDEs
   2021/07/01 by Denis Belomestny, Belomestny, Denis, Vytautė Pilipauskaitė +3 · 4 citations
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Climate Change Policy and Economics #Gas Dynamics and Kinetic Theory
2. A test for the rank of the volatility process: the random perturbation\n approach
   2012/12/21 by Jean Jacod, Mark Podolskij, Jacod, Jean +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #60F05 #60F17 #62E20 #62M07 #FOS: Mathematics #Random Matrices and Applications #Statistics Theory (math.ST) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
3. On Lasso estimator for the drift function in diffusion models
   2022/09/13 by Gabriela Ciołek, Dmytro Marushkevych, Ciolek, Gabriela +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Biology Tumor Growth #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications
4. Consistent support recovery for high-dimensional diffusions
   2025/01/28 by Dmytro Marushkevych, Marushkevych, Dmytro, Francisco Pina +3 · 1 citation
   Computer Science · Medicine · Physics and Astronomy · #Advanced Mathematical Modeling in Engineering #Advanced Neuroimaging Techniques and Applications #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #NMR spectroscopy and applications #Statistics Theory (math.ST)