Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
Crossref DOI link: https://doi.org/10.1007/s10479-016-2273-6
Published Online: 2016-07-21
Published Print: 2017-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gourieroux, Christian
Nguyen, Hung T.
Sriboonchitta, Songsak
Funding for this research was provided by:
Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Thailand.
License valid from 2016-07-21