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Nonparametric prediction from ergodic samples. Journal of Nonparametric Statistics, 9 (1): 23--37 (1998)Nonparametric drift estimation from ergodic samples. Journal of Nonparametric Statistics, 5 (4): 381--389 (1995)Estimation of the Diffusion Coefficient Under Strong Mixing, and . Statistics, 33 (1): 73--84 (1999)