ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES
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Publication:4569588
DOI10.1017/S0266466617000305zbMath1393.62036MaRDI 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 estimation; nonparametric estimation; Harris recurrence; multivariate diffusion processes; Nadaraya-Watson kernel
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62M05: Markov processes: estimation; hidden Markov models
60J60: Diffusion processes
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