Nadaraya–Watson estimator for I.I.D. paths of diffusion processes (Q6073418)
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scientific article; zbMATH DE number 7748356
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| English | Nadaraya–Watson estimator for I.I.D. paths of diffusion processes |
scientific article; zbMATH DE number 7748356 |
Statements
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes (English)
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11 October 2023
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cross validation
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diffusion processes
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Nadaraya-Watson estimator
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nonparametric drift estimation
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PCO method
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0.9087187
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0.86628014
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0.86494994
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0.8643209
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0.85925204
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