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NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS
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- Journal:
- Econometric Theory / Volume 23 / Issue 5 / October 2007
- Published online by Cambridge University Press:
- 14 May 2007, pp. 880-898
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BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION
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- Journal:
- Econometric Theory / Volume 19 / Issue 5 / October 2003
- Published online by Cambridge University Press:
- 04 August 2003, pp. 754-777
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STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME
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- Journal:
- Econometric Theory / Volume 18 / Issue 1 / February 2002
- Published online by Cambridge University Press:
- 06 March 2002, pp. 99-118
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