Nonparametric Combining Estimation of the Diffusion Coefficient of Diffusion Models

Nonparametric Combining Estimation of the Diffusion Coefficient of Diffusion Models

Ye Xuguo, Ling Nengxiang, Yao Renhai

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2014, Vol. 30 ›› Issue (3) : 225-243.

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Nonparametric Combining Estimation of the Diffusion Coefficient of Diffusion Models

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