Re-weighted functional estimation of second-order diffusion processes (Q1928377): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00184-011-0372-6
+Normal rank
@@ Property / OpenAlex ID @@
+W2071583922
@@ Property / OpenAlex ID: W2071583922 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4404205
@@ Property / cites work: Q4404205 / rank @@
+Normal rank
@@ Property / cites work @@
+Fully Nonparametric Estimation of Scalar Diffusion Models
+Normal rank
@@ Property / cites work @@
+Martingale estimation functions for discretely observed diffusion processes
+Normal rank
@@ Property / cites work @@
+Weighted Nadaraya-Watson regression estimation
@@ Property / cites work: Weighted Nadaraya-Watson regression estimation / rank @@
+Normal rank
@@ Property / cites work @@
+REGRESSION QUANTILES FOR TIME SERIES
@@ Property / cites work: REGRESSION QUANTILES FOR TIME SERIES / rank @@
+Normal rank
@@ Property / cites work @@
+Penalized nonparametric mean square estimation of the coefficients of diffusion processes
+Normal rank
@@ Property / cites work @@
+Sharp adaptive estimation of the drift function for ergodic diffusions
+Normal rank
@@ Property / cites work @@
+Inference for Observations of Integrated Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Q3125064
@@ Property / cites work: Q3125064 / rank @@
+Normal rank
@@ Property / cites work @@
+A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
+Normal rank
@@ Property / cites work @@
+Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient
+Normal rank
@@ Property / cites work @@
+Parameter Estimation for a Discretely Observed Integrated Diffusion Process
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of scalar diffusions based on low frequency data
+Normal rank
@@ Property / cites work @@
+Nonparametric kernel regression subject to monotonicity constraints
+Normal rank
@@ Property / cites work @@
+Intentionally Biased Bootstrap Methods
@@ Property / cites work: Intentionally Biased Bootstrap Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Methods for Estimating a Conditional Distribution Function
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS
+Normal rank
@@ Property / cites work @@
+Q4492756
@@ Property / cites work: Q4492756 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive drift estimation for nonparametric diffusion model.
+Normal rank
@@ Property / cites work @@
+REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS
+Normal rank