Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Year of publication: |
May 2016
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Authors: | Aït-Sahalia, Yacine ; Park, Joon Y. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 1, p. 119-138
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Subject: | Kernel estimators | Locally linear estimators | Diffusions | Local time | Nonstationarity | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
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