Nonparametric robust function estimation for integrated diffusion processes (Q2812376)

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scientific article; zbMATH DE number 6594318
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Nonparametric robust function estimation for integrated diffusion processes
scientific article; zbMATH DE number 6594318

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    Nonparametric robust function estimation for integrated diffusion processes (English)
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    16 June 2016
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    integrated diffusion process
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    local linear estimator
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    \(M\)-estimation
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    robust estimation
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