Nonparametric estimation of the drift coefficient in the diffusion equation (Q3945433)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonparametric estimation of the drift coefficient in the diffusion equation |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the drift coefficient in the diffusion equation |
scientific article |
Statements
Nonparametric estimation of the drift coefficient in the diffusion equation (English)
0 references
1981
0 references
Ito diffusion equation
0 references
asymptotic bias
0 references
asymptotic normality
0 references
stochastic integrals
0 references
recursive estimation
0 references
weak consistency
0 references
nonlinear regression
0 references
