This paper deals with a nonparametric warped kernel estimator $\widehat b$ of the drift function computed from independent continuous observations of a diffusion process. A risk bound on $\widehat b$ is established. The paper also deals with an extension of the PCO bandwidth selection method for $\widehat b$. Finally, some numerical experiments are provided.

翻译：本文研究基于扩散过程独立连续观测的漂移函数的非参数扭曲核估计量$\widehat b$。建立了$\widehat b$的风险界。本文还讨论了针对$\widehat b$的PCO带宽选择方法的推广。最后，提供了一些数值实验。