Statistical modeling of diffusion processes with free knot splines (Q1408736)
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scientific article; zbMATH DE number 1985857
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical modeling of diffusion processes with free knot splines |
scientific article; zbMATH DE number 1985857 |
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Statistical modeling of diffusion processes with free knot splines (English)
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25 September 2003
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drift coefficient
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maximum partial likelihood
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method of Sieves
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rates of convergence
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stochastic integrals
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time-dependent covariates
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0.9281117
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0.88032967
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0.87512726
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0.8713728
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0.8706722
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0.8692297
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