Nonparametric estimation of the drift coefficient in the diffusion equation (Q3945433): Difference between revisions
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Latest revision as of 20:56, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the drift coefficient in the diffusion equation |
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Nonparametric estimation of the drift coefficient in the diffusion equation (English)
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1981
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Ito diffusion equation
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asymptotic bias
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asymptotic normality
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stochastic integrals
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recursive estimation
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weak consistency
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nonlinear regression
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