Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths (Q6635299)
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scientific article; zbMATH DE number 7941080
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| English | Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths |
scientific article; zbMATH DE number 7941080 |
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Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths (English)
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9 November 2024
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nonparametric estimation
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diffusion process
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diffusion coefficient
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least squares contrast
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repeated observations
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