Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels
作者： Muhammad Hanif
DOI: 10.1080/03610926.2012.756915
关键词:
摘要: In this paper, we study the non parametric estimation of drift coefficient and diffusion in second-order equation by using asymmetric kernel functions, based on difference discrete time observations. The basic idea relies upon replacing symmetric provides a new way obtaining for equation. Under appropriate assumptions, prove that proposed estimators are consistent asymptotically follow normal distribution.
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