Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374)
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scientific article; zbMATH DE number 6997522
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data driven confidence intervals for diffusion process using double smoothing empirical likelihood |
scientific article; zbMATH DE number 6997522 |
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Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (English)
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4 January 2019
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empirical likelihood
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diffusion process
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volatility function
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confidence interval
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double smoothing
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