Local polynomial estimation of time-dependent diffusion parameter for discretely observed SDE models

DOI10.2298/FIL1404871WzbMath1474.62300OpenAlexW2091298789MaRDI QIDQ2975527

Qingxian Xiao, Jixia Wang

Publication date: 11 April 2017

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil1404871w

zbMATH Keywords

asymptotic normalitydiffusion modellocal polynomial estimationtime-dependent parameterkernel weighted

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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