Members

Predrag Pilipovic

ESR Delegate

Københavns Universitet (UCPH)
Universität Bielefeld (UNIBI)
Research profile

Defense November 2024

Title of Dissertation: Statistical Inference for Stochastic Differential Equations using Slitting Schemes Advisors

Placement:

Research interests:
statistical inference, coupled stochastic processes, hypoelliptic diffusions, partial observations, filtering.

Publications
01 02
2024 / Susanne Ditlevsen, Predrag Pilipovic, Adeline Samson
Strang Splitting for Parametric Inference in Second-order Stochastic Differential Equations
arxiv.org/abs/2405.03606

2022 / Susanne Ditlevsen, Predrag Pilipovic, Adeline Samson
Parameters Estimation In Nonlinear Multivariatre Stochastic Differential Equations Based On Splitting Schemes
arxiv.org/abs/2211.11884
underlying repository data

2024 / Predrag Pilipovic, Adeline Samson, Susanne Ditlevsen
Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes The Annals of Statistics, Vol. 52, No. 2, 842-867
 projecteuclid.org/journals/annals-of-statistics/volume-52/issue-2/Parameter-estimation-in-nonlinear-multivariate-stochastic-differential-equations-based-on/10.1214/24-AOS2371.full?tab=ArticleLink
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