Statistical modeling of diffusion processes with free knot splines

DOI10.1016/S0378-3758(02)00349-XzbMath1021.62062MaRDI QIDQ1408736

Jianhua Z. Huang, Charles J. Stone

Publication date: 25 September 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00349-x

zbMATH Keywords

rates of convergence; time-dependent covariates; stochastic integrals; drift coefficient; maximum partial likelihood; method of Sieves

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62M05: Markov processes: estimation; hidden Markov models

Related Items

Asymptotics for polynomial spline regression under weak conditions., Nonparametric M-regression with free knot splines

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