Nonparametric inference of stochastic differential equations based on the relative entropy rate (Q6182259)

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scientific article; zbMATH DE number 7781334
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Nonparametric inference of stochastic differential equations based on the relative entropy rate
scientific article; zbMATH DE number 7781334

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    Nonparametric inference of stochastic differential equations based on the relative entropy rate (English)
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    21 December 2023
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    Gaussian process kernel theory
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    nonparametric approach
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    relative entropy rate
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    stochastic differential equations
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