Re-Weighted Functional Estimation of Diffusion Models, 2nd Version
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- Type
- article
- Published
- 2008-03-13
- Cited by
- 2
- References
- 27
- Access
- Open access
- OpenAlex
- https://openalex.org/W34777239
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:115378990
Keywords
Estimation, Diffusion, Diffusion MRI, Mathematics, Econometrics
References
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- Some automated methods of smoothing time-dependent data
- An Analysis of Variable Rate Loan Contracts
- A Parametric Nonlinear Model of Term Structure Dynamics
- Weighted Nadaraya–Watson regression estimation
- Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications
- Likelihood-Based Local Linear Estimation of the Conditional Variance Function
- A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk
- A YIELD-FACTOR MODEL OF INTEREST RATES
- A multiplicative bias reduction method for nonparametric regression
- NONPARAMETRIC ESTIMATION OF VOLATILITY FUNCTIONS: THE LOCAL EXPONENTIAL ESTIMATOR
- Nonlinear Time Series: Nonparametric and Parametric Methods
- Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models
- Short-term interest rate dynamics: a spatial approach
- Intentionally biased bootstrap methods
- Nonparametric Pricing of Interest Rate Derivative Securities
- Descriptive econometrics for non‐stationary time series with empirical illustrations
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