Local linear estimations of time-varying parameters for time-inhomogeneous diffusion models

MaRDI QIDQ5399814zbMATH OpenFDO

Authors Jixia Wang, Qingxian Xiao

Publication date 28 February 2014

zbMATH Keywords

asymptotic normalitydiffusion modellocal linear estimationtime-varying parameter

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Diffusion processes (60J60)

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