Bandwidth selection for continuous-time Markov processes
Year of publication: |
2009-10-30
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Authors: | Bandi, Federico ; Corradi, Valentina ; Moloche, Guillermo |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Diffusion processes | nonparametric estimation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C32 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods ; C52 - Model Evaluation and Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C01 - Econometrics |
Source: |
-
On the functional estimation of multivariate diffusion processes
Bandi, Federico, (2008)
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Local Nonparametric Estimation of Scalar Diffusions
Moloche, Guillermo, (2001)
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Krasnosselski, Nikolai, (2014)
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On the functional estimation of multivariate diffusion processes
Bandi, Federico, (2008)
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Local Nonparametric Estimation of Scalar Diffusions
Moloche, Guillermo, (2001)
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The allocation of attention: theory and evidence
Gabaix, Xavier, (2003)
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