Statistical modeling of diffusion processes with free knot splines
type: Item
instance of: scholarly article
title: Statistical modeling of diffusion processes with free knot splines
zbMATH Open document ID: 1021.62062
DOI: 10.1016/S0378-3758(02)00349-X
author: Charles J. Stone
author: Jianhua Z. Huang
published in: Journal of Statistical Planning and Inference
publication date: 2003-09-25T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 1985857
zbMATH Keywords: drift coefficient
zbMATH Keywords: maximum partial likelihood
zbMATH Keywords: method of Sieves
zbMATH Keywords: rates of convergence
zbMATH Keywords: stochastic integrals
zbMATH Keywords: time-dependent covariates
MaRDI profile type: Publication
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full work available at URL: s0378-3758(02)00349-x
OpenAlex ID: W2054546231
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description: scientific article; zbMATH DE number 1985857