Adaptive drift estimation for nonparametric diffusion model.
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Cited in
(36)- Nonparametric adaptive estimation for integrated diffusions
- Adaptive estimation in diffusion processes.
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
- Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes
- Re-weighted functional estimation of second-order diffusion processes
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- A selective overview of nonparametric methods in financial econometrics
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- Nonparametric inference for fractional diffusion
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