Pages that link to "Item:Q2220436"
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The following pages link to Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes (Q2220436):
Displaying 12 items.
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- Parametric estimation for non recurrent diffusion processes (Q722665) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731) (← links)
- Diffusion approximation for nonparametric autoregression (Q1281420) (← links)
- Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
- Nonparametric trend coefficient estimation for multidimensional diffusions (Q2643494) (← links)
- Estimation de la variance d'un processus de diffusion dans le cas multidimensionnel. (Estimation of the coefficient of a diffusion process in the multidimensional case) (Q3986699) (← links)
- Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix (Q4595885) (← links)
- Non‐parametric Kernel Estimation of the Coefficient of a Diffusion (Q4956067) (← links)
- (Q5498151) (← links)
- On estimating the diffusion coefficient: Parametric versus nonparametric. (Q5939321) (← links)
