Description

Book Synopsis

Introduction.- Nonparametric regression: a detailed reminder.- The projection least squares estimator of the drift function.- Going further with the projection least squares method: diffusions with jumps and fractional diffusions.- The Nadaraya-Watson estimator of the drift function.

From Nonparametric Regression to Statistical Inference for NonErgodic Diffusion Processes

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    A Hardback by Nicolas Marie

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      View other formats and editions of From Nonparametric Regression to Statistical Inference for NonErgodic Diffusion Processes by Nicolas Marie

      Publisher: Springer
      Publication Date: 13/09/2025
      ISBN13: 9783031956379, 978-3031956379
      ISBN10:

      Description

      Book Synopsis

      Introduction.- Nonparametric regression: a detailed reminder.- The projection least squares estimator of the drift function.- Going further with the projection least squares method: diffusions with jumps and fractional diffusions.- The Nadaraya-Watson estimator of the drift function.

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