Non parametric estimation of the diffusion coefficient of a diffusion process (Q4385659): Difference between revisions
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Property / cites work: On estimating the diffusion coefficient / rank | |||
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Property / cites work: Central limit theorem for integrated square error of multivariate nonparametric density estimators / rank | |||
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Latest revision as of 12:11, 28 May 2024
scientific article; zbMATH DE number 1143028
Language | Label | Description | Also known as |
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English | Non parametric estimation of the diffusion coefficient of a diffusion process |
scientific article; zbMATH DE number 1143028 |
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Non parametric estimation of the diffusion coefficient of a diffusion process (English)
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10 September 1998
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test of linearity
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diffusion coefficient
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diffusion process
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