Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Variable bandwidth local maximum likelihood type estimation for diffusion processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable bandwidth local maximum likelihood type estimation for diffusion processes |
scientific article |
Statements
Variable bandwidth local maximum likelihood type estimation for diffusion processes (English)
0 references
17 January 2019
0 references
asymptotic normality
0 references
consistency
0 references
robust estimation
0 references
stochastic differential equation
0 references
variable bandwidth
0 references
0 references
0 references
0 references
