Pages that link to "Item:Q3837416"
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The following pages link to Nonparametric drift estimation from ergodic samples (Q3837416):
Displaying 9 items.
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (Q2412765) (← links)
- Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter (Q4368651) (← links)
- Nonparametric prediction from ergodic samples (Q4385704) (← links)
- Estimation of the Diffusion Coefficient Under Strong Mixing (Q4943301) (← links)
- (Q5455125) (← links)
- Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data (Q6052530) (← links)