On estimating the diffusion coefficient: Parametric versus nonparametric.
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Publication:5939321
DOI10.1016/S0246-0203(00)01070-0zbMath1039.62078OpenAlexW1966754136MaRDI QIDQ5939321
Publication date: 2001
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_2001__37_3_339_0
Nonparametric estimation (62G05) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)
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