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A robust nonparametric framework for reconstruction of stochastic differential equation models - MaRDI portal

A robust nonparametric framework for reconstruction of stochastic differential equation models (Q1619315)

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scientific article; zbMATH DE number 6977935
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A robust nonparametric framework for reconstruction of stochastic differential equation models
scientific article; zbMATH DE number 6977935

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    A robust nonparametric framework for reconstruction of stochastic differential equation models (English)
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    13 November 2018
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    stochastic differential equation
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    parameter estimation
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    nonparametric method
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    stationary process
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