Hanif, Muhammad - In: Far East Journal of Psychology and Business 4 No 1 Paper 5 July (2011) 5, pp. 53-69
The nonparametric estimation of first and second infinitesimal moments describe by using the reweighted Nadaraya-Watson of scalar diffusion model. We used the symmetric kernels instead of standard kernel smoothing. We prove that the proposed estimators are consistence and asymptotically follow...