Data driven confidence intervals for diffusion process using double smoothing empirical likelihood
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Publication:1757374
DOI10.1016/j.cam.2018.08.027zbMath1408.62092OpenAlexW2890445645MaRDI QIDQ1757374
Publication date: 4 January 2019
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2018.08.027
Nonparametric tolerance and confidence regions (62G15) Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65)
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