Estimation of local smoothness coefficients for continuous time processes
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Publication:1600684
DOI10.1023/A:1013726523753zbMath1005.62075MaRDI QIDQ1600684
Publication date: 16 June 2002
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1013726523753
62G20: Asymptotic properties of nonparametric inference
62M09: Non-Markovian processes: estimation
62M99: Inference from stochastic processes
60G17: Sample path properties
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