Drift estimation on non compact support for diffusion models (Q2021393)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift estimation on non compact support for diffusion models |
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Drift estimation on non compact support for diffusion models (English)
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27 April 2021
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discrete time observation
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mean square estimator
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model selection
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nonparametric drift estimation
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stochastic differential equations
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