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  • Nicolas Marie
    978-3-031-95638-6
    2025
    Edition 1
    • Explains how to extend proof techniques from nonparametric regression to the copies-based estimation in SDE models
    • Gives theoretical guarantees on the adaptive projection least squares estimator of drift function for diffusions
    • Shows theoretical guarantees on PCO-adaptive Nadaraya-Watson estimator of the drift function for diffusion processes

    €240

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