Estimation of the drift function for Ito processes and a class of semimartingales via histogram sieve

DOI10.4064/AM33-1-2zbMath1102.62088OpenAlexW2053772066MaRDI QIDQ3414637

Adam Zagdański, Roman Różański

Publication date: 10 January 2007

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am33-1-2

zbMATH Keywords

tablesconsistencysemimartingalesasymptotical normalityIto processessieve method of estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

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