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Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients - MaRDI portal

Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients (Q6554970)

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scientific article; zbMATH DE number 7864806
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English
Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients
scientific article; zbMATH DE number 7864806

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    Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients (English)
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    13 June 2024
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    adaptive estimation
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    inhomogeneous diffusions
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    least squares estimator
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    nonparametric drift estimation
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    projection method
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    stochastic differential equations
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