Density estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type I (Q4819558)
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scientific article; zbMATH DE number 2103460
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| English | Density estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type I |
scientific article; zbMATH DE number 2103460 |
Statements
Density estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type I (English)
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27 September 2004
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infinite dimensional space
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diffusion process
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Wiener expansions
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Wiener chaos
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0.903725564479828
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0.8678894639015198
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0.8144471645355225
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