Nonparametric estimation of a scalar diffusion model from discrete time data: a survey

Nonparametric estimation of a scalar diffusion model from discrete time data: a survey

© 2016, Springer Science+Business Media New York. In view of rapid developments on nonparametric estimation of the drift and volatility functions in scalar diffusion models in financial econometrics, from discrete-time observations, we provide, in this paper, a survey of its state-of-the-art with ne...

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書目詳細資料
Main Authors:	Christian Gourieroux, Hung T. Nguyen, Songsak Sriboonchitta
格式:	雜誌
出版:	2018
主題:	Agricultural and Biological Sciences
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84979266131&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/46746
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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