A new nonparametric estimation for diffusion function
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- scientific article; zbMATH DE number 5910820 (Why is no real title available?)
- From regression function to diffusion drift estimation in nonparametric setting
- Online kernel estimation of stationary stochastic diffusion models
- Empirical studies on stochastic differential equations based on nonparametric methods
- Fully Nonparametric Estimation of Scalar Diffusion Models
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