Re-weighted functional estimation of second-order diffusion processes (Q1928377): Difference between revisions

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+Fully Nonparametric Estimation of Scalar Diffusion Models
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+Weighted Nadaraya-Watson regression estimation
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+REGRESSION QUANTILES FOR TIME SERIES
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+Penalized nonparametric mean square estimation of the coefficients of diffusion processes
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+Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient
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+NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS
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+Adaptive drift estimation for nonparametric diffusion model.
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+REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS
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