Nonparametric robust function estimation for integrated diffusion processes

DOI10.22436/JNSA.009.05.97zbMath1338.62156OpenAlexW2783535965MaRDI QIDQ2812376

Yunyan Wang, Mingtian Tang

Publication date: 16 June 2016

Published in: Journal of Nonlinear Sciences and Applications (Search for Journal in Brave)

Full work available at URL: http://www.tjnsa.com/includes/files/articles/Vol9_Iss5_3048--3065_Nonparametric_robust_function_estim.pdf

zbMATH Keywords

local linear estimator\(M\)-estimationrobust estimationintegrated diffusion process

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

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