scientific article; zbMATH DE number 6402099

DOI10.3969/J.ISSN.1001-4268.2014.03.001MaRDI QIDQ5498151zbMATHFDO

Authors Xu-Guo Ye, Nengxiang Ling, Renhai Yao

Publication date 11 February 2015

zbMATH Keywords

nonparametric estimationdiffusion coefficientdiffusion modelscombining estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Diffusion processes (60J60)

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(4)

• Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes
• Non‐parametric Kernel Estimation of the Coefficient of a Diffusion
• On estimating the diffusion coefficient: Parametric versus nonparametric.
• Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation

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