Adaptive drift estimation for nonparametric diffusion model. (Q1848800)
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scientific article; zbMATH DE number 1828963
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| English | Adaptive drift estimation for nonparametric diffusion model. |
scientific article; zbMATH DE number 1828963 |
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Adaptive drift estimation for nonparametric diffusion model. (English)
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14 November 2002
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Drift and diffusion coefficients
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nonparametric estimation
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bandwidth selection
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0.93294704
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0.9294019
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0.92196405
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0.9213846
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0.9171706
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0.91360134
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0.9084379
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