Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754)
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scientific article; zbMATH DE number 6547758
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| English | Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models |
scientific article; zbMATH DE number 6547758 |
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Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (English)
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1 March 2016
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kernel estimators
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locally linear estimators
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diffusions
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local time
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nonstationarity
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0.840901255607605
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0.8130664825439453
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0.8074217438697815
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0.7956066727638245
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0.7924596071243286
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