ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588)
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scientific article; zbMATH DE number 6894394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES |
scientific article; zbMATH DE number 6894394 |
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ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (English)
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26 June 2018
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functional estimation
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multivariate diffusion processes
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nonparametric estimation
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Nadaraya-Watson kernel
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Harris recurrence
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