Local linear estimator for fractional diffusions
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Publication:6607322
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Cites work
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- scientific article; zbMATH DE number 1066377 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 850217 (Why is no real title available?)
- A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise
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- Design-adaptive Nonparametric Regression
- Differential equations driven by fractional Brownian motion
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- Ergodicity of the infinite dimensional fractional Brownian motion
- Estimation in models driven by fractional Brownian motion
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- Multivariate locally weighted least squares regression
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- Nonparametric estimation in fractional SDE
- Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion
- Nonparametric inference for fractional diffusion
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- Statistical inference for ergodic diffusion processes.
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- Stochastic partial differential equations. A modeling, white noise functional approach
- The Malliavin Calculus and Related Topics
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- Variable bandwidth and local linear regression smoothers
- Variance estimator for fractional diffusions with variance and drift depending on time
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