scientific article; zbMATH DE number 3903797

MaRDI QIDQ3681779zbMATH OpenFDO

Authors G. J. F. Banon, Hung T. Nguyen

Publication date 1984

zbMATH Keywords

density estimationdiffusion processesdrift coefficientrecursive kernel estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05)

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Cited in

(1)

• Some problems in the simulation of nonlinear diffusion processes

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