Strong consistency of nonparametric kernel estimators for integrated diffusion process-Reference-Cited by-同舟云学术

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Strong consistency of nonparametric kernel estimators for integrated diffusion process

Published:2022-12-01 Issue: Volume: Page:1-24
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Yang Shanchao¹,Zhang Shi¹²,Xing Guodong³,Yang Xin⁴

Affiliation:

1. School of Mathematics and Statistics, Guangxi Normal University, Guilin, China

2. School of Mathematics and Information Sciences, Neijiang Normal University, Neijiang, China

3. School of Mathematics and Statistics, Hefei Normal University, Hefei, China

4. School of Mathematical Sciences, Guilin University of Aerospace Technology, Guilin, China

Funder

the Natural Science Foundation of China

the Important Natural Science Foundation of Colleges and Universities of Anhui Province

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2022.2148540

Reference20 articles.

1. Fully Nonparametric Estimation of Scalar Diffusion Models

2. An Empirical Comparison of Alternative Models of the Short-Term Interest Rate

3. Nonlinearity and temporal dependence

4. Nonparametric adaptive estimation for integrated diffusions

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Contrast estimation of the Vasicek integrated diffusion process for high-frequency data;Communications in Statistics - Simulation and Computation;2024-04-09

2. Asymptotic normality of kernel density estimation for mixing high-frequency data;Journal of Nonparametric Statistics;2024-01-25

3. Strong consistency of the nonparametric kernel estimator of the transition density for the second-order diffusion process;AIMS Mathematics;2024

4. Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process;Journal of Inequalities and Applications;2023-11-28

5. Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data;Communications in Statistics - Theory and Methods;2023-11-23

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