Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach

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@article{13a605158a8d4619b4f9db336fbdef79,

title = "Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach",

author = "Shin Kanaya",

year = "2017",

doi = "10.1017/S0266466616000219",

language = "English",

volume = "33",

pages = "874–914",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "4",

}

TY - JOUR

T1 - Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach

AU - Kanaya, Shin

PY - 2017

Y1 - 2017

U2 - 10.1017/S0266466616000219

DO - 10.1017/S0266466616000219

M3 - Journal article

SN - 0266-4666

VL - 33

SP - 874

EP - 914

JO - Econometric Theory

JF - Econometric Theory

IS - 4

ER -