Non‐parametric Variance Estimation from Ergodic Samples (Q3842759): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non‐parametric Variance Estimation from Ergodic Samples |
scientific article |
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Non‐parametric Variance Estimation from Ergodic Samples (English)
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9 November 1999
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diffusion
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variance function
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strong consistency
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Brownian motion
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kernel estimate
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ergodicity
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