Consistent procedures for multiclass classification of discrete diffusion paths - Denis, Christophe; Dion, Charlotte; Martinez, Miguel (Scandinavian journal of statistics, 2020)
Keywords: Classification; Computer simulation; diffusion paths; drift estimation; multiclass classification; Optimization; plug‐in estimators; Statistics; Statistics Theory; plug-in estimators; diffusion paths; 62H30; empirical risk minimization AMS Subject Classification: 62M05; 62F12; empirical risk minimization; Multiclass classification; drift estimation