Local polynomial estimations of time-varying coefficients for local stationary diffusion models (Q2405558)
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scientific article; zbMATH DE number 6779995
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| English | Local polynomial estimations of time-varying coefficients for local stationary diffusion models |
scientific article; zbMATH DE number 6779995 |
Statements
Local polynomial estimations of time-varying coefficients for local stationary diffusion models (English)
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26 September 2017
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local stationary model
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local polynomial fitting
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consistency
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asymptotic normality
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convergence rate
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0.93291485
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0.91374207
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0.8919929
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0.8907343
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0.8844807
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0.87730324
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