Estimation of Diffusion Parameters by a Nonparametric Drift Function Model

Isao Shoji. Estimation of Diffusion Parameters by a Nonparametric Drift Function Model. In Jiming Liu, Yiu-ming Cheung, Hujun Yin, editors, Intelligent Data Engineering and Automated Learning, 4th International Conference, IDEAL 2003, Hong Kong, China, March 21-23, 2003, Revised Papers. Volume 2690 of Lecture Notes in Computer Science, pages 211-217, Springer, 2003. [doi]

Abstract

Abstract is missing.