On Estimating a Dynamic Function of a Stochastic System with Averaging
Year of publication: |
2000
|
---|---|
Authors: | Liptser, R. ; Spokoiny, V. |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 3.2000, 3, p. 225-249
|
Publisher: |
Springer |
Subject: | fast and slow components | drift and diffusion coefficients | averaging principle | nonparametric estimation | bandwidth selection |
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