Drift estimation on non compact support for diffusion models (Q2021393)
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scientific article; zbMATH DE number 7339525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift estimation on non compact support for diffusion models |
scientific article; zbMATH DE number 7339525 |
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Drift estimation on non compact support for diffusion models (English)
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27 April 2021
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discrete time observation
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mean square estimator
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model selection
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nonparametric drift estimation
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stochastic differential equations
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0.9139451
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0.9110641
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0.9070776
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0.8994541
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0.89266354
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0.8920989
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0.8911194
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