Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Melnykova, Anna, Reynaud-Bouret, Patricia, Samson, Adeline
Format:	Preprint
Published:	2023
Subjects:	Statistics Theory Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2307.10888