Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes (Q2220436)
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scientific article; zbMATH DE number 7300308
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| English | Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes |
scientific article; zbMATH DE number 7300308 |
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Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes (English)
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22 January 2021
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asymptotic properties
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kernel function
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multidimensional model
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nonparametric estimation
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time-inhomogeneous
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0.8801019787788391
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0.8799734711647034
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0.8480917811393738
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0.842913806438446
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