Adaptive nonparametric drift estimation for diffusion processes using Faber–Schauder expansions

Frank van der Meulen, Moritz Schauer, Jan van Waaij*

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)
56 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Adaptive nonparametric drift estimation for diffusion processes using Faber–Schauder expansions'. Together they form a unique fingerprint.

INIS

Mathematics