A two-step estimation of diffusion processes using noisy observations
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Publication:4634446
DOI10.1080/10485252.2017.1404062zbMath1386.60278OpenAlexW2775029166MaRDI QIDQ4634446
Yan-Yong Zhao, Jin-Guan Lin, Xu-Guo Ye
Publication date: 10 April 2018
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2017.1404062
Related Items (2)
Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data ⋮ Nonparametric estimation of volatility function in the jump-diffusion model with noisy data
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