Nonparametric adaptive estimation for integrated diffusions (Q1009666)
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scientific article; zbMATH DE number 5539227
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Nonparametric adaptive estimation for integrated diffusions |
scientific article; zbMATH DE number 5539227 |
Statements
Nonparametric adaptive estimation for integrated diffusions (English)
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2 April 2009
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adaptive estimation
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diffusion process
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drift
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diffusion coefficient
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mean square estimator
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model selection
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integrated process
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discrete observation
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0.8800653219223022
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0.8647652864456177
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0.8565770387649536
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0.8564515709877014
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0.8497326970100403
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