Non-parametric estimation of the diffusion coefficient from noisy data (Q1757892)

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scientific article; zbMATH DE number 6102633
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    Non-parametric estimation of the diffusion coefficient from noisy data
    scientific article; zbMATH DE number 6102633

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      Non-parametric estimation of the diffusion coefficient from noisy data (English)
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      7 November 2012
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      diffusion coefficient
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      model selection
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      noisy data
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      nonparametric estimation
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      stationary distribution
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