One approach to the problem of nonparametric estimation in statistics of random processes based on the method of ill-posed problem

DOI10.1007/s10958-008-9103-6zbMath1288.62053MaRDI QIDQ2451255

K. Yu. Ermolenko, Sergey A. Vavilov

Publication date: 3 June 2014

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-008-9103-6

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G70: Statistical methods; risk measures

62G05: Nonparametric estimation

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

Cites Work

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