Fully nonparametric estimation of scalar diffusion models
Year of publication: |
2003
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Authors: | Bandi, Federico M. ; Phillips, Peter C. B. |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 71.2003, 1, p. 241-283
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Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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