On estimating a dynamic function of a stochastic system with averaging
Year of publication: |
1998
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Authors: | Liptser, R. ; Spokoiny, Vladimir G. |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | bandwidth selection | fast and slow components | drift and diffusion coefficients | averaging principle | nonparametric estimation |
Series: | SFB 373 Discussion Paper ; 1998,102 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 722055900 [GVK] hdl:10419/61286 [Handle] RePEc:zbw:sfb373:1998102 [RePEc] |
Source: |
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