Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137)
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scientific article; zbMATH DE number 6840137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of a scalar diffusion model from discrete time data: a survey |
scientific article; zbMATH DE number 6840137 |
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Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (English)
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16 February 2018
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diffusion model
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local time
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low frequency data
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nonlinear canonical analysis
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prediction operator
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