TITLE

Reweighted Nadaraya-Watson estimator of scalar diffusion models by using asymmetric kernels

AUTHOR(S)
Hanif, Muhammad
PUB. DATE
July 2011
SOURCE
Far East Journal of Psychology & Business;Jul2011, Vol. 4 Issue 1, p53
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
The nonparametric estimation of first and second infinitesimal moments describe by using the reweighted Nadaraya-Watson of scalar diffusion model. We used the symmetric kernels instead of standard kernel smoothing. We prove that the proposed estimators are consistence and asymptotically follow normal distribution under the condition of recurrence and stationarity.
ACCESSION #
66424369

 

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