Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754)
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scientific article; zbMATH DE number 6547758
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models |
scientific article; zbMATH DE number 6547758 |
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Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (English)
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1 March 2016
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kernel estimators
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locally linear estimators
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diffusions
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local time
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nonstationarity
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