Nonparametric drift estimation from ergodic samples (Q3837416)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric drift estimation from ergodic samples |
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Nonparametric drift estimation from ergodic samples (English)
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6 March 1997
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ergodicity
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uniform strong consistency
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diffusion process
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stochastic differential equation
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kernel-type estimate
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drift function
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