Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of a scalar diffusion model from discrete time data: a survey |
scientific article |
Statements
Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (English)
0 references
16 February 2018
0 references
diffusion model
0 references
local time
0 references
low frequency data
0 references
nonlinear canonical analysis
0 references
prediction operator
0 references
