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Journal of Theoretical Probability 25 (1) 231 (2012)
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A two-step estimation of diffusion processes using noisy observations

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Journal of Nonparametric Statistics 30 (1) 145 (2018)
DOI: 10.1080/10485252.2017.1404062
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Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions

Richard Nickl and Kolyan Ray
The Annals of Statistics 48 (3) (2020)
DOI: 10.1214/19-AOS1851
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