On the functional estimation of multivariate diffusion processes (Q4569588)

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scientific article; zbMATH DE number 6894394
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    On the functional estimation of multivariate diffusion processes
    scientific article; zbMATH DE number 6894394

      Statements

      ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (English)
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      26 June 2018
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      functional estimation
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      multivariate diffusion processes
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      nonparametric estimation
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      Nadaraya-Watson kernel
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      Harris recurrence
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