Estimation of the drift function for Ito processes and a class of semimartingales via histogram sieve (Q3414637)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the drift function for Ito processes and a class of semimartingales via histogram sieve |
scientific article |
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Estimation of the drift function for Ito processes and a class of semimartingales via histogram sieve (English)
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10 January 2007
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sieve method of estimation
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Ito processes
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semimartingales
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consistency
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asymptotical normality
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tables
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