Variable bandwidth local maximum likelihood type estimation for diffusion processes (Q1711315)
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scientific article; zbMATH DE number 7002876
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| English | Variable bandwidth local maximum likelihood type estimation for diffusion processes |
scientific article; zbMATH DE number 7002876 |
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Variable bandwidth local maximum likelihood type estimation for diffusion processes (English)
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17 January 2019
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asymptotic normality
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consistency
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robust estimation
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stochastic differential equation
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variable bandwidth
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0.8053845167160034
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0.7971056699752808
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0.7948320508003235
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0.7827003002166748
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0.7800231575965881
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