From Nonparametric Regression to Statistical Inference for Non-Ergodic Diffusion Processes

This book is about copies-based nonparametric estimation of the drift function in stochastic differential equations (SDEs) driven by Brownian motion, a jump process, or fractional Brownian motion. While the estimators of the drift function in SDEs are classically computed from one long-time observat...

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Detaylı Bibliyografya

Yazar:	Marie, Nicolas (Yazar)
Müşterek Yazar:	SpringerLink (Online service)
Materyal Türü:	Elektronik Ekitap
Dil:	İngilizce
Baskı/Yayın Bilgisi:	Cham : Springer Nature Switzerland : Imprint: Springer, 2025.
Edisyon:	1st ed. 2025.
Seri Bilgileri:	Frontiers in Probability and the Statistical Sciences,
Konular:	Stochastic models. Nonparametric statistics. Stochastic processes. Stochastic Modelling in Statistics. Non-parametric Inference. Stochastic Processes.
Online Erişim:	https://doi.org/10.1007/978-3-031-95638-6
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