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ResearchFormerly WizWand

Drift Estimation on μ1 drift function

0.0076In-sample Drift Error E_1Hermite
0.00610.0163650.0266310.036896Feb 19, 2026
Updated 8mo ago

Evaluation results

MethodLinks
Hermite2026.020.0076
DN2026.020.0213
Ridge2026.020.0238
NW2026.020.0456