Penalized nonparametric drift estimation for a multidimensional diffusion process (Q5299463)
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scientific article; zbMATH DE number 6181127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized nonparametric drift estimation for a multidimensional diffusion process |
scientific article; zbMATH DE number 6181127 |
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Penalized nonparametric drift estimation for a multidimensional diffusion process (English)
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25 June 2013
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drift
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model selection
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multidimensional diffusions
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nonparametric estimation
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stationary distribution
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