NONPARAMETRIC HYPOTHESIS OF DRIFT FUNCTION IN LOCALLY STATIONARY DIFFUSION MODELS (Q5208913)
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scientific article; zbMATH DE number 7155303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NONPARAMETRIC HYPOTHESIS OF DRIFT FUNCTION IN LOCALLY STATIONARY DIFFUSION MODELS |
scientific article; zbMATH DE number 7155303 |
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NONPARAMETRIC HYPOTHESIS OF DRIFT FUNCTION IN LOCALLY STATIONARY DIFFUSION MODELS (English)
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22 January 2020
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diffusion model
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local stationarity
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drift function
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nonparametric testing
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asymptotic normality
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