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On Estimating a Dynamic Function of a Stochastic System with Averaging

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  • R. Liptser
  • V. Spokoiny

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  • R. Liptser & V. Spokoiny, 2000. "On Estimating a Dynamic Function of a Stochastic System with Averaging," Statistical Inference for Stochastic Processes, Springer, vol. 3(3), pages 225-249, October.
    • Handle: RePEc:spr:sistpr:v:3:y:2000:i:3:p:225-249
    DOI: 10.1023/A:1009983802178
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    References listed on IDEAS

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    1. Wolfgang Härdle & Philippe Vieu, 1992. "Kernel Regression Smoothing Of Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 13(3), pages 209-232, May.
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