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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2013 29 (4):
392-404
ISSN: 1001-4268: CN: 31-1256 / O1 |
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Local Linear Estimations of Time-Varying Parameters for Time-Inhomogeneous Diffusion Models |
Wang Jixia, Xiao Qingxian |
Business School, University of Shanghai for Science and Technology |
Received null Revised null Online 2013-08-30 |
Reference |
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Corresponding author: Wang Jixia |
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