Estimation of semiparametric locally stationary diffusion models
Year of publication: |
2012
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Authors: | Koo, Bonsoo ; Linton, Oliver |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 170.2012, 1, p. 210-233
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Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Innovationsdiffusion | Innovation diffusion | Zeitreihenanalyse | Time series analysis |
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