publications

published papers

2025

1. SPA

   Strang splitting for parametric inference in second-order stochastic differential equations

   Predrag Pilipovic, Adeline Samson, and Susanne Ditlevsen

   Stochastic Processes and their Applications, 2025

   arXiv Bib HTML

   @article{Pilipovic2025,
     title = {Strang splitting for parametric inference in second-order stochastic differential equations},
     journal = {Stochastic Processes and their Applications},
     volume = {187},
     pages = {104650},
     year = {2025},
     issn = {0304-4149},
     doi = {https://doi.org/10.1016/j.spa.2025.104650},
     author = {Pilipovic, Predrag and Samson, Adeline and Ditlevsen, Susanne},
     keywords = {Second-order stochastic differential equations, Hypoellipticity, Partial observations, Strang splitting estimator, Greenland ice core data, Kramers oscillator},
   }

2024

1. Ann. Stat.

   Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations based on Splitting Schemes

   Predrag Pilipovic, Adeline Samson, and Susanne Ditlevsen

   The Annals of Statistics, 2024

   arXiv Bib HTML

   @article{Pilipovic2024,
     author = {Pilipovic, Predrag and Samson, Adeline and Ditlevsen, Susanne},
     title = {Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations based on Splitting Schemes},
     volume = {52},
     journal = {The Annals of Statistics},
     number = {2},
     publisher = {Institute of Mathematical Statistics},
     pages = {842 -- 867},
     keywords = {asymptotic normality, consistency, Lp convergence, splitting schemes, Stochastic differential equations, stochastic Lorenz system},
     year = {2024},
     doi = {10.1214/24-AOS2371},
   }

preprints

thesis

2024

1. Statistical Inference for Stochastic Differential Equations using Splitting Schemes

   Predrag Pilipovic

   2024

   Bib HTML

   @phdthesis{pilipovic2024splitting,
     author = {Pilipovic, Predrag},
     title = {Statistical Inference for Stochastic Differential Equations using Splitting Schemes},
     school = {Universität Bielefeld},
     year = {2024},
     type = {PhD thesis},
     doi = {10.4119/unibi/2994688}
   }