Non-parametric estimation of the diffusion coefficient from noisy data
type: Item
instance of: scholarly article
title: Non-parametric estimation of the diffusion coefficient from noisy data
zbMATH Open document ID: 1333.62104
author: Emeline Schmisser
published in: Statistical Inference for Stochastic Processes
publication date: 2012-11-07T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6102633
zbMATH Keywords: diffusion coefficient
zbMATH Keywords: model selection
zbMATH Keywords: noisy data
zbMATH Keywords: nonparametric estimation
zbMATH Keywords: stationary distribution
MaRDI profile type: Publication
full work available at URL: s11203-012-9072-8
OpenAlex ID: W1973290449
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DOI: 10.1007/S11203-012-9072-8
description: scientific article; zbMATH DE number 6102633