On estimating the diffusion coefficient : parametric versus nonparametric
Annales de l'I.H.P. Probabilités et statistiques, Tome 37 (2001) no. 3, pp. 339-372. 
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     pages = {339--372},
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     number = {3},
     year = {2001},
     mrnumber = {1831987},
     zbl = {1039.62078},
     language = {en},
     url = {http://archive.numdam.org/item/AIHPB_2001__37_3_339_0/}
}
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Hoffmann, Marc. On estimating the diffusion coefficient : parametric versus nonparametric. Annales de l'I.H.P. Probabilités et statistiques, Tome 37 (2001) no. 3, pp. 339-372. http://archive.numdam.org/item/AIHPB_2001__37_3_339_0/

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