Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective (Q6145601)
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scientific article; zbMATH DE number 7785670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective |
scientific article; zbMATH DE number 7785670 |
Statements
Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective (English)
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9 January 2024
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drift and diffusion estimation
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Itô diffusion process
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local linear smoothing
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nonparametric estimation
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SDE
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FDA
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Brownian motion
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