Adaptive nonparametric drift estimation for diffusion processes using Faber–Schauder expansions
Crossref DOI link: https://doi.org/10.1007/s11203-017-9163-7
Published Online: 2017-06-19
Published Print: 2018-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
van der Meulen, Frank
Schauer, Moritz
van Waaij, Jan
Funding for this research was provided by:
University of Amsterdam
License valid from 2017-06-19