Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494)
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scientific article; zbMATH DE number 6502635
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| English | Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions |
scientific article; zbMATH DE number 6502635 |
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Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (English)
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30 October 2015
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ergodic diffusion process
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discrete data
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drift coefficient estimation
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nonparametric sequential estimation
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0.8877436518669128
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0.874423623085022
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0.8626640439033508
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0.8368616700172424
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0.8261551260948181
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