Data driven confidence intervals for diffusion process using double smoothing empirical likelihood
type: Item
instance of: scholarly article
title: Data driven confidence intervals for diffusion process using double smoothing empirical likelihood
zbMATH Open document ID: 1408.62092
author: Qi Yang
author: Yu Ping Song
published in: Journal of Computational and Applied Mathematics
publication date: 2019-01-04T00:00:00Z
Mathematics Subject Classification ID: 62G15
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 6997522
zbMATH Keywords: empirical likelihood
zbMATH Keywords: diffusion process
zbMATH Keywords: volatility function
zbMATH Keywords: confidence interval
zbMATH Keywords: double smoothing
MaRDI profile type: Publication
full work available at URL: j.cam.2018.08.027
OpenAlex ID: W2890445645
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DOI: 10.1016/J.CAM.2018.08.027
description: scientific article; zbMATH DE number 6997522