Pages that link to "Item:Q6073418"
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The following pages link to Nadaraya–Watson estimator for I.I.D. paths of diffusion processes (Q6073418):
Displaying 5 items.
- Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models (Q2111244) (← links)
- Nonparametric drift estimation from diffusions with correlated Brownian motions (Q6051079) (← links)
- On a projection least squares estimator for jump diffusion processes (Q6197119) (← links)
- Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients (Q6554970) (← links)
- Parametric inference for ergodic McKean-Vlasov stochastic differential equations (Q6565310) (← links)
