Fully Nonparametric Estimation of Scalar Diffusion Models

Fully Nonparametric Estimation of Scalar Diffusion Models

Federico M. Bandi and Peter C. B. Phillips
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Volume:
71
Language:
english
Journal:
Econometrica
DOI:
10.2307/3082046
Date:
April, 2003
File:
PDF, 962 KB
english, 2003
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