Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276): Difference between revisions

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Latest revision as of 14:57, 27 June 2024

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Penalized nonparametric mean square estimation of the coefficients of diffusion processes
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    Penalized nonparametric mean square estimation of the coefficients of diffusion processes (English)
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    9 January 2008
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    adaptive estimation
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    discrete time observations
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    drift and diffusion coefficients
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    mean square estimator model selection
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    penalized contrast
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    retrospective simulation
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