Local polynomial estimations of time-varying coefficients for local stationary diffusion models (Q2405558)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local polynomial estimations of time-varying coefficients for local stationary diffusion models |
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Local polynomial estimations of time-varying coefficients for local stationary diffusion models (English)
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26 September 2017
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local stationary model
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local polynomial fitting
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consistency
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asymptotic normality
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convergence rate
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