Adaptive inference for small diffusion processes based on sampled data.

Autor: Kawai, Tetsuya1 (AUTHOR), Uchida, Masayuki2 (AUTHOR) uchida@sigmath.es.osaka-u.ac.jp
Zdroj: Metrika. Aug2023, Vol. 86 Issue 6, p643-696. 54p.
Databáze: Academic Search Ultimate