CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS     2013 29 (4):  392-404    ISSN: 1001-4268:  CN: 31-1256 / O1

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  

Corresponding author: Wang Jixia