Bias Reduction In Nonparametric Diffusion Coefficient Estimation
No abstract is available for this item.
Volume (Year): 19 (2003)
Issue (Month): 05 (October)
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- Shin Kanaya, 2015. "Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach," CREATES Research Papers 2015-50, Department of Economics and Business Economics, Aarhus University.
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