Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process - Archive ouverte HAL
Article Dans Une Revue ESAIM: Probability and Statistics Année : 2012

Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process

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hal-04510347 , version 1 (18-03-2024)

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Eva Löcherbach, Dasha Loukianova, Oleg Loukianov. Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process. ESAIM: Probability and Statistics, 2012, 15, pp.197-216. ⟨10.1051/ps/2009016⟩. ⟨hal-04510347⟩
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