Nonparametric Estimation for the Diffusion Coefficient of Multidimensional Time-Varying Diffusion Processes

WANG Jun · CHEN Ping

Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (5) : 1602-1631.

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Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (5) : 1602-1631. DOI: 10.1007/s11424-020-8376-9

Nonparametric Estimation for the Diffusion Coefficient of Multidimensional Time-Varying Diffusion Processes

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2020, 33(5): 1602-1631 https://doi.org/10.1007/s11424-020-8376-9

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