Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes
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Publication:2220436
DOI10.1007/s11424-020-8376-9zbMath1455.62164OpenAlexW3107502690MaRDI QIDQ2220436
Publication date: 22 January 2021
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-020-8376-9
asymptotic propertieskernel functionnonparametric estimationmultidimensional modeltime-inhomogeneous
Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05)
Cites Work
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