Nonparametric drift estimation from diffusions with correlated Brownian motions (Q6051079)
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scientific article; zbMATH DE number 7740033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric drift estimation from diffusions with correlated Brownian motions |
scientific article; zbMATH DE number 7740033 |
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Nonparametric drift estimation from diffusions with correlated Brownian motions (English)
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19 September 2023
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correlated Brownian motions
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diffusion processes
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model selection
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projection least squares estimator
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