Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths
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Publication:6635299
DOI10.1007/s11203-024-09310-9MaRDI QIDQ6635299
Publication date: 9 November 2024
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
diffusion processdiffusion coefficientnonparametric estimationrepeated observationsleast squares contrast
Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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