Strong consistency of nonparametric kernel estimators for integrated diffusion process

DOI10.1080/03610926.2022.2148540MaRDI QIDQ6541114zbMATH OpenFDO

Authors Shanchao Yang, Shi Zhang, Guo-Dong Xing, Xin Yang

Publication date 17 May 2024

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Cites work

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• Nonlinearity and temporal dependence
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• On Estimation of a Probability Density Function and Mode
• Parameter Estimation for a Discretely Observed Integrated Diffusion Process
• Parameter estimation for a discrete sampling of an intergrated Ornstein-Uhlenbeck process
• Re-weighted functional estimation of second-order diffusion processes

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