Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients (Q6554970)
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scientific article; zbMATH DE number 7864806
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| English | Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients |
scientific article; zbMATH DE number 7864806 |
Statements
Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients (English)
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13 June 2024
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adaptive estimation
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inhomogeneous diffusions
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least squares estimator
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nonparametric drift estimation
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projection method
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stochastic differential equations
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0.8892817497253418
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0.8189467787742615
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0.8169799447059631
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0.814024806022644
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