This paper deals with a nonparametric Nadaraya-Watson estimator $\widehat b$ of the drift function computed from independent continuous observations of a diffusion process. Risk bounds on $\widehat b$ and its discrete-time approximation are established. An extension of the leave-one-out cross validation bandwidth selection method for $\widehat b$ and some numerical experiments are provided.

翻译：本文件论述从对扩散过程的独立连续观测中计算出来的漂移函数的非参数Nadaraya-Watson估计值$\全方位 b$(全方位),风险对$(全方位)b$(全方位)的制约及其离散时间近似值得到确定,提供了对$(全方位)b$(全方位)的放假一次性交叉校准带宽选择方法的延伸和一些数字实验。