Drift estimation for a multi-dimensional diffusion process using deep neural networks (Q6123258): Difference between revisions

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Revision as of 14:36, 27 August 2024

scientific article; zbMATH DE number 7812480
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Drift estimation for a multi-dimensional diffusion process using deep neural networks
scientific article; zbMATH DE number 7812480

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    Drift estimation for a multi-dimensional diffusion process using deep neural networks (English)
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    4 March 2024
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    deep learning
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    least squares estimation
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    minimax estimation
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    nonparametric drift estimation
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    oracle inequality
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