scientific article; zbMATH DE number 6402099

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

Renhai Yao, Nengxiang Ling, Xu-Guo Ye

Publication date: 11 February 2015

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

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 (2)

• Non‐parametric Kernel Estimation of the Coefficient of a Diffusion
• On estimating the diffusion coefficient: Parametric versus nonparametric.

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