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Scandinavian Journal of Statistics
Volumn 27, Issue 1, 2000, Pages 83-96
Non-parametric Kernel estimation of the coefficient of a diffusion
Author keywords

Diffusion processes; Local times; Non parametric estimation
Indexed keywords

EID: 0034340752     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00180     Document Type: Article
Times cited : (64)
References (3)
  • 1
    • 21344487770 scopus 로고
    • On estimating the diffusion coefficient from discrete observations
    • Florens-Zmirou, D. (1993). On estimating the diffusion coefficient from discrete observations. J. Appl. Probab. 30, 790-804.
    • (1993) J. Appl. Probab. , vol.30 , pp. 790-804
    • Florens-Zmirou, D.1
  • 2
    • 0002144640 scopus 로고    scopus 로고
    • Adaptive estimation in diffusion processes
    • Hoffmann, M. (1999). Adaptive estimation in diffusion processes. Stochast. Process. Appl. 79, 135-163.
    • (1999) Stochast. Process. Appl. , vol.79 , pp. 135-163
    • Hoffmann, M.1
  • 3
    • 0032113990 scopus 로고    scopus 로고
    • Rates of convergence to the local time of a diffusion
    • Jacod, J. (1998). Rates of convergence to the local time of a diffusion. Ann. Inst. Henri Poincaré, Probab. Statist. 34, 505-544.
    • (1998) Ann. Inst. Henri Poincaré, Probab. Statist. , vol.34 , pp. 505-544
    • Jacod, J.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.