Statistical modeling of diffusion processes with free knot splines

DOI10.1016/S0378-3758(02)00349-XzbMath1021.62062OpenAlexW2054546231MaRDI QIDQ1408736

Jianhua Z. Huang, Charles J. Stone

Publication date: 25 September 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00349-x

zbMATH Keywords

rates of convergencetime-dependent covariatesstochastic integralsdrift coefficientmaximum partial likelihoodmethod of Sieves

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Related Items (2)

Asymptotics for polynomial spline regression under weak conditions. ⋮ Nonparametric M-regression with free knot splines

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