Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths.

MLA

Ella-Mintsa, Eddy. “Nonparametric Estimation of the Diffusion Coefficient from i.i.d. S.D.E. Paths.” Statistical Inference for Stochastic Processes, vol. 27, no. 3, Oct. 2024, pp. 585–640. EBSCOhost, https://doi.org/10.1007/s11203-024-09310-9.

APA

Ella-Mintsa, E. (2024). Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths. Statistical Inference for Stochastic Processes, 27(3), 585–640. https://doi.org/10.1007/s11203-024-09310-9

Chicago

Ella-Mintsa, Eddy. 2024. “Nonparametric Estimation of the Diffusion Coefficient from i.i.d. S.D.E. Paths.” Statistical Inference for Stochastic Processes 27 (3): 585–640. doi:10.1007/s11203-024-09310-9.