Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 63, No. 3, Wavelets (Oct., 2001), pp. 287-308 (22 pages) Multi-resolution analysis is used here to derive a wavelet smoother as an ...
We introduce a non-parametric estimator of the diffusion coefficient of a diffusion process using a projection method on a wavelets orthonormal basis of L2( R). The sample path is observed at discrete ...
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