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Drift Estimation on μ2 drift function
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0.0187
In-sample Drift Error E1
DN
-0.000748
0.130526
0.2618
0.393074
Feb 19, 2026
In-sample Drift Error E1
Updated 1mo ago
Evaluation Results
Method
Method
Links
In-sample Drift Error E1
DN
2026.02
0.0187
Ridge
2026.02
0.0574
NW
2026.02
0.132
Hermite
2026.02
0.5049
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