Penalized nonparametric drift estimation for a multidimensional diffusion process (Q5299463)
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scientific article; zbMATH DE number 6181127
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| 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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0.8608033657073975
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0.8278985619544983
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0.8123890161514282
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0.8120167851448059
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0.8092553615570068
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