Adaptive drift estimation for nonparametric diffusion model. (Q1848800)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive drift estimation for nonparametric diffusion model. |
scientific article |
Statements
Adaptive drift estimation for nonparametric diffusion model. (English)
0 references
14 November 2002
0 references
Drift and diffusion coefficients
0 references
nonparametric estimation
0 references
bandwidth selection
0 references
