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Nonparametric Estimation for the Diffusion Coefficient of Multidimensional Time-Varying Diffusion Processes |
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| Authors: | Wang Jun Chen Ping |
| Affiliation: | 1.Department of Science, Nanjing University of Science and Technology, Nanjing, 210000, China ; |
| Abstract: | Journal of Systems Science and Complexity - This paper proposes a kernel estimator for the coefficient of multidimensional time-varying diffusion processes as an extension of the estimation model... |
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