ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588): Difference between revisions

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Revision as of 00:19, 16 July 2024

scientific article; zbMATH DE number 6894394
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ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES
scientific article; zbMATH DE number 6894394

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    ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (English)
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    26 June 2018
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    functional estimation
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    multivariate diffusion processes
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    nonparametric estimation
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    Nadaraya-Watson kernel
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    Harris recurrence
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