Nonparametric sequential estimation of the drift in diffusion processes via model selection (Q876765): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:45, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric sequential estimation of the drift in diffusion processes via model selection |
scientific article |
Statements
Nonparametric sequential estimation of the drift in diffusion processes via model selection (English)
0 references
27 April 2007
0 references
drift estimation
0 references
minimum contrast estimators
0 references
model selection
0 references
penalization
0 references
