Supervised classification of diffusion paths

DOI10.3103/S1066530713030034zbMath1293.62069OpenAlexW1969043996MaRDI QIDQ382738

Benoît Cadre

Publication date: 21 November 2013

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530713030034

zbMATH Keywords

stochastic differential equationsupervised classificationBrownian diffusion modelling

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric estimation (62G05)

Related Items (4)

On the Use of Reproducing Kernel Hilbert Spaces in Functional Classification ⋮ Optimal functional supervised classification with separation condition ⋮ Cox process functional learning ⋮ Nonparametric regression estimation onto a Poisson point process covariate

Uses Software

• fda (R)

Cites Work

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