Local Linear Estimations of Time-Varying Parameters for Time-Inhomogeneous Diffusion Models

Local Linear Estimations of Time-Varying Parameters for Time-Inhomogeneous Diffusion Models

Wang Jixia, Xiao Qingxian

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PDF(218 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2013, Vol. 29 ›› Issue (4) : 392-404.

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Local Linear Estimations of Time-Varying Parameters for Time-Inhomogeneous Diffusion Models

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