Nonparametric inference of stochastic differential equations based on the relative entropy rate (Q6182259)
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scientific article; zbMATH DE number 7781334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric inference of stochastic differential equations based on the relative entropy rate |
scientific article; zbMATH DE number 7781334 |
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Nonparametric inference of stochastic differential equations based on the relative entropy rate (English)
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21 December 2023
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Gaussian process kernel theory
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nonparametric approach
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relative entropy rate
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stochastic differential equations
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