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Non parametric estimation of the diffusion coefficient of a diffusion process - MaRDI portal

Non parametric estimation of the diffusion coefficient of a diffusion process (Q4385659)

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scientific article; zbMATH DE number 1143028
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Non parametric estimation of the diffusion coefficient of a diffusion process
scientific article; zbMATH DE number 1143028

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    Non parametric estimation of the diffusion coefficient of a diffusion process (English)
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    10 September 1998
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    test of linearity
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    diffusion coefficient
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    diffusion process
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