Nadaraya–Watson estimator for I.I.D. paths of diffusion processes

From MaRDI portal
Publication:6073418

DOI10.1111/sjos.12593arXiv2105.06884MaRDI QIDQ6073418

Amélie Rosier, Nicolas Marie

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




Related Items



Cites Work