Wavelet estimation of the diffusion coefficient in time dependent diffusion models

DOI10.1007/S11425-007-0096-2zbMath1144.62071OpenAlexW2096050359MaRDI QIDQ2475318

Ping Chen, Jinde Wang

Publication date: 11 March 2008

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-007-0096-2

zbMATH Keywords

strong consistencylinear growth conditiontime-dependent diffusion coefficient

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Central limit theorems of range-based estimators for diffusion models

Cites Work

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