A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation

Title
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation
Authors
Keywords
-
Journal
BERNOULLI
Volume 27, Issue 4, Pages -
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Online
2021-08-25
DOI
10.3150/21-bej1327

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