Nonparametric robust function estimation for integrated diffusion processes (Q2812376)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6594318
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonparametric robust function estimation for integrated diffusion processes |
scientific article; zbMATH DE number 6594318 |
Statements
Nonparametric robust function estimation for integrated diffusion processes (English)
0 references
16 June 2016
0 references
integrated diffusion process
0 references
local linear estimator
0 references
\(M\)-estimation
0 references
robust estimation
0 references
0.8053845167160034
0 references
0.802743136882782
0 references
0.7994918823242188
0 references
0.7852934002876282
0 references
0.7835147976875305
0 references
