Non‐parametric Kernel Estimation of the Coefficient of a Diffusion (Q4956067)

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scientific article; zbMATH DE number 1452480
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Non‐parametric Kernel Estimation of the Coefficient of a Diffusion
scientific article; zbMATH DE number 1452480

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    Non‐parametric Kernel Estimation of the Coefficient of a Diffusion (English)
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    24 May 2000
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    diffusion processes
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    kernel smoothing
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    Baxter theorem
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