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Nonparametric Estimation for Independent and Identically Distributed Stochastic Differential Equations with Space-Time Dependent Coefficients.
Fabienne Comte
Valentine Genon-Catalot
Published in:
SIAM/ASA J. Uncertain. Quantification (2024)
Keyphrases
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independent and identically distributed
nonparametric estimation
random variables
stochastic differential equations
bayesian networks
wavelet coefficients
low dimensional
search space
service times
brownian motion
maximum a posteriori estimation