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ResearchFormerly WizWand

Drift Estimation on μ2 drift function

0.0187In-sample Drift Error E1DN
-0.0007480.1305260.26180.393074Feb 19, 2026
Updated 8mo ago

Evaluation results

MethodLinks
DN2026.020.0187
Ridge2026.020.0574
NW2026.020.132
Hermite2026.020.5049