Non parametric bias reduction of diffusion coefficient in integrated diffusion processes (Q5096017)

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scientific article; zbMATH DE number 7571135
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    Non parametric bias reduction of diffusion coefficient in integrated diffusion processes
    scientific article; zbMATH DE number 7571135

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      Non parametric bias reduction of diffusion coefficient in integrated diffusion processes (English)
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      12 August 2022
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      bias reduction
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      diffusion coefficient
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      kernel type estimator
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      non parametric estimator
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      integrated process
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