Maximum penalized quasi-likelihood estimation of the diffusion function (Q2866380): Difference between revisions

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+Fully Nonparametric Estimation of Scalar Diffusion Models
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+Nonparametric Identification for Diffusion Processes
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+Penalized nonparametric mean square estimation of the coefficients of diffusion processes
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+Asymptotics for M-type smoothing splines
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+Asymptotic analysis of penalized likelihood and related estimators
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+On estimating the diffusion coefficient from discrete observations
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+Nonparametric estimation of scalar diffusions based on low frequency data
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+Testing diffusion processes for non-stationarity
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+\(L_p\) estimation of the diffusion coefficient
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+Adaptive estimation in diffusion processes.
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+Non‐parametric Kernel Estimation of the Coefficient of a Diffusion
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+Non parametric estimation of the diffusion coefficient of a diffusion process
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+On Computing Robust Splines and Applications
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