On estimating the diffusion coefficient from discrete observations
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Publication:4280650
DOI10.2307/3214513zbMath0796.62070OpenAlexW2328990529MaRDI QIDQ4280650
Publication date: 26 September 1994
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214513
consistencykernel estimatorslocal timesdiffusion coefficientasymptotically normal estimatorIto equation
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