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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Bibliografske podrobnosti

Glavni avtor:	Marie, Nicolas (Author)
Korporativna značnica:	SpringerLink (Online service)
Format:	Elektronski eKnjiga
Jezik:	angleščina
Izdano:	Cham : Springer Nature Switzerland : Imprint: Springer, 2025.
Izdaja:	1st ed. 2025.
Serija:	Frontiers in Probability and the Statistical Sciences,
Teme:	Stochastic models. Nonparametric statistics. Stochastic processes. Stochastic Modelling in Statistics. Non-parametric Inference. Stochastic Processes.
Online dostop:	https://doi.org/10.1007/978-3-031-95638-6
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