Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-07-05 (All new papers)
- NEP-ECM-2008-07-05 (Econometrics)
- NEP-ETS-2008-07-05 (Econometric Time Series)
- NEP-ORE-2008-07-05 (Operations Research)
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