Local Hölder exponent estimation for multivariate continuous time processes
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Publication:4819562
DOI10.1080/10485250310001622884zbMath1049.62034OpenAlexW1976494803MaRDI QIDQ4819562
Publication date: 27 September 2004
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250310001622884
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99) Sample path properties (60G17)
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