Nadaraya–Watson estimator for I.I.D. paths of diffusion processes
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Publication:6073418
DOI10.1111/sjos.12593arXiv2105.06884MaRDI QIDQ6073418
Publication date: 11 October 2023
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.06884
Nadaraya-Watson estimatordiffusion processescross validationnonparametric drift estimationPCO method
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