ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES
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Publication:4569588
DOI10.1017/S0266466617000305zbMath1393.62036OpenAlexW2755902306MaRDI QIDQ4569588
Federico M. Bandi, Guillermo Moloche
Publication date: 26 June 2018
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466617000305
functional estimationnonparametric estimationHarris recurrencemultivariate diffusion processesNadaraya-Watson kernel
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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