Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
scientific article

    Statements

    Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (English)
    0 references
    16 February 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    diffusion model
    0 references
    local time
    0 references
    low frequency data
    0 references
    nonlinear canonical analysis
    0 references
    prediction operator
    0 references
    0 references