Statistical modeling of diffusion processes with free knot splines (Q1408736)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Statistical modeling of diffusion processes with free knot splines
scientific article

    Statements

    Statistical modeling of diffusion processes with free knot splines (English)
    0 references
    0 references
    0 references
    25 September 2003
    0 references
    drift coefficient
    0 references
    maximum partial likelihood
    0 references
    method of Sieves
    0 references
    rates of convergence
    0 references
    stochastic integrals
    0 references
    time-dependent covariates
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers