Fully Nonparametric Estimation of Scalar Diffusion Models

DOI10.1111/1468-0262.00395zbMath1136.62365OpenAlexW3124459517MaRDI QIDQ5472958

Peter C. B. Phillips, Federico M. Bandi

Publication date: 19 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d13/d1332.pdf

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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