scientific article; zbMATH DE number 6402099

DOI10.3969/J.ISSN.1001-4268.2014.03.001zbMATH Open1313.62053MaRDI QIDQ5498151FDOQ5498151

Authors: Xu-Guo Ye, Nengxiang Ling, Renhai Yao 

Publication date: 11 February 2015

Title of this publication is not available (Why is that?)

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zbMATH Keywords

nonparametric estimationdiffusion coefficientdiffusion modelscombining estimation

Mathematics Subject Classification ID

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

Cited In (4)

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

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