Model-adaptive optimal discretization of stochastic integrals (Q5086427)
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scientific article; zbMATH DE number 7553367
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-adaptive optimal discretization of stochastic integrals |
scientific article; zbMATH DE number 7553367 |
Statements
Model-adaptive optimal discretization of stochastic integrals (English)
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5 July 2022
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discretization of stochastic integrals
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asymptotic optimality
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model-adaptive algorithms
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diffusion coefficient estimation
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kernel techniques
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