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This chapter briefly mentions some applications of stochastic differential equations, presents two observation schemes for the statistical inference in such models, and then introduces the two copies-based nonparametric estimation methods investigated in this book: the projection least squares and the Nadaraya-Watson estimators of the drift function.

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Introduction

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  • 发表日期：

    2025年

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  • Nicolas Marie

摘要

This chapter briefly mentions some applications of stochastic differential equations, presents two observation schemes for the statistical inference in such models, and then introduces the two copies-based nonparametric estimation methods investigated in this book: the projection least squares and the Nadaraya-Watson estimators of the drift function.