Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
type: Item
instance of: scholarly article
title: Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
zbMATH Open document ID: 1397.62286
author: Christian Gouriéroux
author: Songsak Sriboonchitta
author: Hung T. Nguyen
published in: Annals of Operations Research
publication date: 2018-02-16T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6840137
zbMATH Keywords: diffusion model
zbMATH Keywords: local time
zbMATH Keywords: low frequency data
zbMATH Keywords: nonlinear canonical analysis
zbMATH Keywords: prediction operator
MaRDI profile type: Publication
full work available at URL: s10479-016-2273-6
OpenAlex ID: W2502994245
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DOI: 10.1007/S10479-016-2273-6
description: scientific article; zbMATH DE number 6840137