Non-parametric drift estimation for diffusions from noisy data (Q3011077)
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scientific article; zbMATH DE number 5913811
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| English | Non-parametric drift estimation for diffusions from noisy data |
scientific article; zbMATH DE number 5913811 |
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Non-parametric drift estimation for diffusions from noisy data (English)
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28 June 2011
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model selection
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stationary distribution
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0.9204741716384888
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0.8528024554252625
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0.8484947085380554
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0.8381733298301697
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0.832515299320221
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