Nonparametric drift estimation from diffusions with correlated Brownian motions

Journal of Multivariate Analysis - Tập 198 - Trang 105222 - 2023
Fabienne Comte1, Nicolas Marie2
1Université Paris Cité, CNRS, MAP5 UMR 8145, F-75006 Paris, France
2Laboratoire Modal’X, Université Paris Nanterre, Nanterre, France

Tài liệu tham khảo

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