Work

Neural Drift Estimation for Ergodic Diffusions: Nonparametric Analysis and Numerical Exploration

Year: 2025

Type: conference-paper

Source: Contributions to statistics

DOI: 10.1007/978-3-031-92383-8_20

Authors: Simone Di Gregorio, Francesco Iafrate

Institutions: Sapienza University of Rome, Universität Hamburg

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4410645674

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