Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized nonparametric mean square estimation of the coefficients of diffusion processes |
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Penalized nonparametric mean square estimation of the coefficients of diffusion processes (English)
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9 January 2008
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adaptive estimation
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discrete time observations
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drift and diffusion coefficients
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mean square estimator model selection
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penalized contrast
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retrospective simulation
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