Non parametric estimation of the diffusion coefficient of a diffusion process (Q4385659)
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scientific article; zbMATH DE number 1143028
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English | Non parametric estimation of the diffusion coefficient of a diffusion process |
scientific article; zbMATH DE number 1143028 |
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Non parametric estimation of the diffusion coefficient of a diffusion process (English)
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10 September 1998
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test of linearity
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diffusion coefficient
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diffusion process
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