Nadaraya–Watson estimator for I.I.D. paths of diffusion processes (Q6073418): Difference between revisions

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Latest revision as of 03:18, 3 August 2024

scientific article; zbMATH DE number 7748356
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Nadaraya–Watson estimator for I.I.D. paths of diffusion processes
scientific article; zbMATH DE number 7748356

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    Nadaraya–Watson estimator for I.I.D. paths of diffusion processes (English)
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    11 October 2023
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    cross validation
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    diffusion processes
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    Nadaraya-Watson estimator
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    nonparametric drift estimation
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    PCO method
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