Nonparametric sequential estimation of the drift in diffusion processes via model selection (Q876765)
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scientific article; zbMATH DE number 5147194
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| English | Nonparametric sequential estimation of the drift in diffusion processes via model selection |
scientific article; zbMATH DE number 5147194 |
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Nonparametric sequential estimation of the drift in diffusion processes via model selection (English)
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27 April 2007
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drift estimation
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minimum contrast estimators
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model selection
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penalization
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0.8989099860191345
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0.8959655165672302
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0.8959655165672302
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0.8809027075767517
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0.8798509836196899
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