Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085): Difference between revisions
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Revision as of 08:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical likelihood-based inference for nonparametric recurrent diffusions |
scientific article |
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Empirical likelihood-based inference for nonparametric recurrent diffusions (English)
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25 July 2016
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confidence interval
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continuous-time models
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diffusion
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drift
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empirical likelihood
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local linear smoothing
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local time
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nonparametric estimation
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nonstationarity
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stochastic differential equation
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