Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process
Löcherbach, Eva, Loukianova, Dasha, Loukianov, OlegVolume:
15
Year:
2011
Language:
english
Journal:
ESAIM: Probability and Statistics
DOI:
10.1051/ps/2009016
File:
PDF, 299 KB
english, 2011