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Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations - MaRDI portal

Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations (Q6559473)

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scientific article; zbMATH DE number 7869145
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Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations
scientific article; zbMATH DE number 7869145

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    Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations (English)
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    21 June 2024
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    statistical tests
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    non-asymptotic settings
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    stochastic differential equation
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    diffusion coefficient
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