Strong consistency of nonparametric kernel estimators for integrated diffusion process

DOI10.1080/03610926.2022.2148540MaRDI QIDQ6541114

Shi Zhang, Shanchao Yang, Xin Yang, Guo-Dong Xing

Publication date: 17 May 2024

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Diffusion processes (60J60)

Cites Work

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• Local Linear Estimation of Second-Order Diffusion Models
• Parameter Estimation for a Discretely Observed Integrated Diffusion Process
• Inference for Observations of Integrated Diffusion Processes
• Fully Nonparametric Estimation of Scalar Diffusion Models
• On Estimation of a Probability Density Function and Mode

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