Non parametric estimation of the diffusion coefficient of a diffusion process
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Publication:4385659
DOI10.1080/07362999808809525zbMath0894.62093OpenAlexW2921725978MaRDI QIDQ4385659
Publication date: 10 September 1998
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999808809525
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: hypothesis testing (62M02)
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