Local polynomial estimation of time-dependent diffusion parameter for discretely observed SDE models (Q2975527)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local polynomial estimation of time-dependent diffusion parameter for discretely observed SDE models |
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Local polynomial estimation of time-dependent diffusion parameter for discretely observed SDE models (English)
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11 April 2017
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diffusion model
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time-dependent parameter
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local polynomial estimation
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kernel weighted
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asymptotic normality
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