Non-parametric estimation of stochastic differential equations from stationary time-series
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Publication:824289
DOI10.1007/s10955-021-02847-6zbMath1490.60148arXiv2007.08054OpenAlexW3042253907WikidataQ115382593 ScholiaQ115382593MaRDI QIDQ824289
Publication date: 15 December 2021
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.08054
Inference from stochastic processes and prediction (62M20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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